Ayato Ashihara

Ayato Ashihara

company employee

An electronic components manufacturer

Self Description

I’m 28 years old, from Nara, Japan and currently in my forth year since completing graduate studies. I majored in macroeconomics (mainly Dynamic Stochastic General Equilibruim models), and also experimented with time series analysis and text mining. In 2018, I graduated and started working for an asset management company in Tokyo, mainly in strategic planning. In March 2022, I changed jobs and started my career path as a data consultant for an electronic components manufacturer in Kyoto, Japan.

Interests

  • Macroeconomics
  • Machine Learning
  • Data Visualization
  • Business Process Restructuring/Business Process Management
  • Design, construction, and operation of database

Education

  • Policy Studies Master, 2018

    Kwansei-Gakuin University Graduate School

  • Policy Studies Bachelor, 2016

    Kwansei-Gakuin University

Skills

R

Python

SQL

C++

Matlab(Octave)

Visual Basic For Applications

Macroeconomics

Statistics

Finance?

Work Experience

 
 
 
 
 

Company employee

An electronic components manufacturer

2022 Mar – Present Chiyoda Ward, Tokyo, Japan
  • Data Utilization Promotion
 
 
 
 
 

Company employee

An asset management company

2021 Apr – 2022 Feb Kyoto, Japan
  • BPR
  • Development and maintenance of business infrastructures
  • Regulatory and institutional compliance
  • Operational Risk Management
 
 
 
 
 

Company employee

An asset management company

2020 Jun – 2021 Mar Chiyoda Ward, Tokyo, Japan
  • Budget management
  • Fund manager quantitative evaluation
  • Preparation of various meeting materials
  • Adjustments, etc…
 
 
 
 
 

Company employee

An asset management company

2018 Apr – 2020 Jul Chiyoda Ward, Tokyo, Japan
  • Preparation of management reports and RFPs for institutional investors
  • Improving the efficiency of operations using VBA (about 3 months)

Recent Posts

Get macro panel data from OECD.org via API

I used the OECD.org API to obtain macroeconomic data.
Oct 19, 2020 6 min read macroeconomics, single-shot
Get macro panel data from OECD.org via API

Rcpp to speed up data handling (using Tick data processing as an example)

Hi. I’m doing an analysis using currency tick data, and the sample size is 12 million data per year. It’s in memory, but it’s very inefficient because it takes a lot of time to process each one of them when we try to do complicated processing. This time, I would like to introduce the way to compile functions written in C++ as functions on R using Rcpp package to increase the processing speed.
Sep 10, 2020 7 min read single-shot, statistics, programming
Rcpp to speed up data handling (using Tick data processing as an example)

Automatically cropping the background of a horse body photo with Pytorch's Pre-trained model

I cropped it because the background of the stables was in the way of the horse model I made in the previous post.
Aug 12, 2020 4 min read horse racing
Automatically cropping the background of a horse body photo with Pytorch's Pre-trained model

Is that backtest really reproducible?

I’m sure that if you are a quants and are planning a new strategy, you may want to backtest to see its performance. In this post, I’ve looked at the impact of backtesting overfitting on out-of-sample performance and compiled a reminder.
Jul 8, 2020 7 min read single-shot, work-related, statistics
Is that backtest really reproducible?

I predicted the standings based on horse photos using CNN.

We created a horse racing prediction model from a new perspective of horse body photography.
Jul 5, 2020 5 min read horse_racing
I predicted the standings based on horse photos using CNN.
See all posts

Recent Publications

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Does Financial Risk Explain Japan’s Great Stagnation?
Ayato Ashihara
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Is fiscal expansion more effective in a financial crisis?
Ayato Ashihara
DOI Custom Link

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