Tomohiro Ando

Associate Professor of Management

Tomohiro Ando joined Melbourne Business School in 2015 as an Associate Professor of Management.

After completing his PhD in Mathematics at Kyushu University in Japan, Tomohiro held a number of visiting scholar and associate professor positions at the University of Chicago Booth School of Business, UCLA, UC Berkeley and Keio Business School.

Tomohiro has also consulted and taught executive education for a number of companies in the mining, luxury hotels, media, asset management and banking industries.

Tomohiro’s research has appeared in Annals of Statistics, Journal of the American Statistical Association, Journal of Econometrics and other distinguished publications.

Tomohiro teaches Data Analysis and Consulting on the Senior Executive MBA, Executive MBA, full-time MBA and Master of Business Analytics programs.

 

Most Notable Research

‘Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity’, Ando, T & Bai, J, 2019, Journal of the American Statistical Association.

‘A weight-relaxed model averaging approach for high-dimensional generalized linear models’, Ando, T & Li, K-C, 2018, Annals of Statistics.

‘Clustering huge number of financial time series: A panel data approach with high-dimensional predictors and factor structures’, Ando, T & Bai, J, 2018, Journal of the American Statistical Association.

‘A model averaging approach for high-dimensional regression’, Ando, T & Li, K-C, 2014, Journal of the American Statistical Association.

‘A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model’, Zellner, A & Ando, T, 2010, Journal of Econometrics.