Tomohiro Ando

Publication Activity (10 Years)

Years Active: 2004-2022
Publications (10 Years): 2

Top Topics

Dynamic Pricing

Top Venues

Ann. Oper. Res.

J. Oper. Res. Soc.

Expert Syst. Appl.

Publications

Tomohiro Ando, Matthew Greenwood-Nimmo, Yongcheol Shin
Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks. Manag. Sci. 68 (4) (2022)
Tomohiro Ando
Merchant selection and pricing strategy for a platform firm in the online group buying market. Ann. Oper. Res. 263 (1-2) (2018)
Tomohiro Ando
Bayesian corporate bond pricing and credit default swap premium models for deriving default probabilities and recovery rates. J. Oper. Res. Soc. 65 (3) (2014)
Jiashen You, Tomohiro Ando
A statistical modeling methodology for the analysis of term structure of credit risk and its dependency. Expert Syst. Appl. 40 (12) (2013)
Jiashen You, Tomohiro Ando
Bayesian dynamic linear modeling for exploring the impact of recent financial crisis on Japan Credit Default Swap market. Expert Syst. Appl. 39 (10) (2012)
Ruey S. Tsay, Tomohiro Ando
Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market. Comput. Stat. Data Anal. 56 (11) (2012)
Tomohiro Ando
Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood. J. Multivar. Anal. 100 (8) (2009)
Tomohiro Ando
Bayesian inference for the hazard term structure with functional predictors using Bayesian predictive information criteria. Comput. Stat. Data Anal. 53 (6) (2009)
Tomohiro Ando
Bayesian State Space Modeling Approach for Measuring the Effectiveness of Marketing Activities and Baseline Sales from POS Data. ICDM (2006)
Tomohiro Ando, Seiya Imoto, Satoru Miyano
Functional Data Analysis of the Dynamics of Gene Regulatory Networks. KELSI (2004)