I am a Project Assistant Professor at the Institute of Statistical Mathematics. I got a PhD. at the Department of Economics at Kobe University, supervised by Professor Shigeyuki Hamori. The main direction of my research is the time series analysis offinancial market crises. I specialize in using econometric models such as ARMA-GARCH models, DCC-GARCH models, TVP-VAR models, Data mining techniques, and machine learning models.