Invited Speakers-REPE2020


Prof. Ryuji Matsuhashi, The University of Tokyo, Japan

Yuji Yamada received his B.S degree in Engineering from the University of Chiba in 1993, and his M.S. and Ph.D. degrees in Engineering from the Tokyo Institute of Technology in 1995 and 1998, respectively. He joined the Graduate School of Business Sciences, University of Tsukuba, as an associate professor in 2002, where he has been a professor since 2013. Before joining the University of Tsukuba, he served as a postdoctoral scholar at Control and Dynamical Systems, Caltech. He was a chair of the Master’s Program in Systems Management from 2015 to 2017, and has been a dean of the Faculty of Business Sciences, University of Tsukuba since 2018. At the University of Tsukuba, he teaches courses in Mathematical Finance and Financial Engineering.

Dr. Yamada’s research interests are at the intersection between finance, optimization, and control theory, where he is currently working on forecast based risk management techniques for electricity market and renewable energy trading, and prediction error weather derivatives. Dr. Yamada is a member of IEEE, JAFEE, SICE, ORSJ, and NFA, and has served as an associate editor of APFM and JAFEE journal and a Board Committee Member of JAFEE. He has received Best Paper Awards from SICE and JAFEE and selected as 2013 Best Faculty Member of University of Tsukuba.

 


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