Seisho SATO Associate Professor, Computational Statistics Group, Department of Data Science

Phone: +81-50-5533-8500 E-mail: sato Personal Homepage: http://www.ism.ac.jp/~sato/ Date of Birth: September, 1967 Education: Bachelor of Economics, Department of Economics, Tokyo Univ., 1991 Master of Engineering, Graduate School of Science and Engineering, Tokyo Inst. of Tech, 1993 Doctor of Engineering, Interdisciplinary Graduate School of Science and Engineering, Tokyo Inst. of Tech, 1995 Degree: Doctor of Engineering, Tokyo Inst. of Tech, 2000, Title of Doctoral Thesis: Study of Asymmetry for Economic Time Series by Using Simultaneous Switching Autoregressive Model. Research Fields: Time Series Analysis Research Themes: Application of Monte Carlo filter, Prediction by vecter autoregressive model

Selected Papers
(1)Sato, S. and Kunitomo, N. (1996): Some properties of the maximum likelihood estimator in simultaneous switching autoregressive model, Journal of Time Series Analysis, 17, 287-307.
(2)Kunitomo, N. and Sato, S. (1996): Asymmetry in economic time series and simultaneous switching autoregressive model, Structural Change and Economic Dynamics , 7, 1-34.
(3)Kunitomo, N. and Sato, S. (1999): Stationary and non-stationary simultaneous switching autoregressive models with an application to financial time series (with N. Kunitomo), The Japanese Economic Review, 50, 161-190.
(4)Takahashi, A. and Sato, S. (2001): Monte Carlo filtering approach for estimating the term structure of interest rates, Ann. Inst. Statist. Math., 53 (1), 50-62.

Membership of Academic Societies
Japan Statistical Society, Japanese Society of Computational Statistics, Society of Applied Economic Time Series Analysis

Professional Services
Research Associate: 21st Century Public Policy Institute, 1998- ; Financial Services Agency (FSA), 2001-2003.

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