Manabu Asai

Publication Activity (10 Years)

Years Active: 2008-2021
Publications (10 Years): 3

Top Topics

Statistical Topic Models

Continuous Space

Top Venues

Comput. Stat. Data Anal.

Commun. Stat. Simul. Comput.

Publications

Manabu Asai, Mike K. P. So
A simulation smoother for long memory time series with correlated and heteroskedastic additive noise. Commun. Stat. Simul. Comput. 50 (2) (2021)
Seiichi Inoue, Taichi Aida, Mamoru Komachi, Manabu Asai
Modeling Text using the Continuous Space Topic Model with Pre-Trained Word Embeddings. ACL (student) (2021)
Tsunehiro Ishihara, Yasuhiro Omori, Manabu Asai
Matrix exponential stochastic volatility with cross leverage. Comput. Stat. Data Anal. 100 (2016)
Manabu Asai, Michael McAleer, Marcelo C. Medeiros
Modelling and forecasting noisy realized volatility. Comput. Stat. Data Anal. 56 (1) (2012)
Manabu Asai
Bayesian analysis of stochastic volatility models with mixture-of-normal distributions. Math. Comput. Simul. 79 (8) (2009)
Manabu Asai, Michael McAleer, Bernardo da Veiga
Portfolio single index (PSI) multivariate conditional and stochastic volatility models. Math. Comput. Simul. 78 (2-3) (2008)