Tomohiro Ando

According to our database, Tomohiro Ando authored at least 10 papers between 2004 and 2022.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2022

Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks.

Tomohiro Ando, Matthew Greenwood-Nimmo, Yongcheol Shin

Manag. Sci., 2022

2018

Merchant selection and pricing strategy for a platform firm in the online group buying market.

Tomohiro Ando

Ann. Oper. Res., 2018

2014

Bayesian corporate bond pricing and credit default swap premium models for deriving default probabilities and recovery rates.

Tomohiro Ando

J. Oper. Res. Soc., 2014

2013

A statistical modeling methodology for the analysis of term structure of credit risk and its dependency.

Jiashen You, Tomohiro Ando

Expert Syst. Appl., 2013

2012

Bayesian dynamic linear modeling for exploring the impact of recent financial crisis on Japan Credit Default Swap market.

Jiashen You, Tomohiro Ando

Expert Syst. Appl., 2012

Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market.

Ruey S. Tsay, Tomohiro Ando

Comput. Stat. Data Anal., 2012

2009

Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood.

Tomohiro Ando

J. Multivar. Anal., 2009

Bayesian inference for the hazard term structure with functional predictors using Bayesian predictive information criteria.

Tomohiro Ando

Comput. Stat. Data Anal., 2009

2006

Bayesian State Space Modeling Approach for Measuring the Effectiveness of Marketing Activities and Baseline Sales from POS Data.

Tomohiro Ando

Proceedings of the 6th IEEE International Conference on Data Mining (ICDM 2006), 2006

2004

Functional Data Analysis of the Dynamics of Gene Regulatory Networks.

Tomohiro Ando, Seiya Imoto, Satoru Miyano

Proceedings of the Knowledge Exploration in Life Science Informatics, 2004