Faculty of Sustainability Studies
Department of Sustainability Studies
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Research Associate, Nihon University 1996/04/01-2001/02/28
Research Associate, Nagoya University 2001/03/01-2003/03/31
Associate Professor, Center for Integrated Research on Science and Engineering, Nagoya University 2003/04/01-2004/03/31
Associate Professor, EcoTopia Science Institute, Nagoya University 2004/04/01-2006/03/31
Associate Professor, EcoTopia Science Institute, Nagoya University 2006/04/01-2007/03/31
Associate Professor, EcoTopia Science Institute, Nagoya University 2007/04/01-2009/03/31
Associate Professor, Hosei University 2009/04/01-2013/03/31
Professor, Hosei University 2013/04/01-Present
The University of Tokyo Graduate School, Division of Engineering Doctor prophase 1995/03 Completed
The University of Tokyo Graduate School, Division of Engineering Doctor later 1996/03 Withdrawn before completion
Dr. Engineering The University of Tokyo 1998/11
Licenses and qualifications
Environmental Technology/Environmental Material
Structural Engineering, Earthquake Engineering, Maintenance Management Engineering
Research paper (scientific journal) Single COMPOSITE FACTOR ANALYSIS OF WEATHER AND DATE EFFECTS ON OUTDOOR-EVENT VISITOR NUMBER Tetsuya KITAGAWA PROCEEDINGS OF THE 25TH NATIONAL SYMPOSIUM ON WIND ENGINEERING Japan Association for Wind Engineering 121-126 2018/12 2434-5059 Company or human activities are exposed to various risks, and specifically the success of outdoor event projects is dependent on composite effects of weather and day of the week. In this study, the fluctuation of the daily visitor number of outdoor events is analyzed with the multivariate analysis using the fuzzy measure and Choquet integral, and the effect of the composite factors on the visitor number is investigated. Additionally, the accuracy and the advantage of this method are discussed, comparing the result with those of the multiple regression analysis.
Research paper (scientific journal) Single SIMULATION OF DAILY MAXIMUM WIND SPEED USING MEAN-REVERTING ORNSTEIN-UHLENBECK PROCESS Tetsuya KITAGAWA Journal of Japan Society of Civil Engineers, Ser. A1 (Structural Engineering & Earthquake Engineering (SE/EE)) Japan Society of Civil Engineers 73/ 3, 579-592 2017/11/20 A simple method to simulate time histories of daily maximum wind speed is presented, in which the mean-reverting Ornstein-Uhlenbeck process is incorporated. The data observed at a meteorological sta-tion in the past are analyzed to clarify the statistical nature of the daily maximum wind speed at the site, and to obtain the values for parameters in the method. Trials are conducted to investigate the character-istics of the method, and the time histories simulated for the daily maximum wind speed in the year of 2014 are compared with the observation data. It is shown that the simulated ones are mostly similar to the observed one whilst in some cases the simulated ones differ from the observed one in time domain as well as in statistics.
Research paper (scientific journal) Single A STUDY ON REVENUE PREDICTION FOR OUTDOOR EVENT PROJECT USING WEATHER AND DATE INDICES Tetsuya KITAGAWA PROCEEDINGS OF THE 24TH NATIONAL SYMPOSIUM ON WIND ENGINEERING 49-54 2016/12/07 0918-8231 Many of company or human activities are exposed to weather risks, and specifically the success of outdoor event projects is dependent on weather condition. For hedging the risks, it needs to estimate the effect of weather on the revenue. In this study, the fluctuation of the daily visitor number of outdoor events is analyzed, and the relationship between a few weather elements and the visitor number is investigated. A simple formula for predicting the daily visitor number is derived from the result of the investigation. The formula is applied to simulate the daily revenue and the earning at risk of the outdoor events is estimated.
Research paper (scientific journal) Single AN EX-POST ANALYSIS ON WEATHER DERIVATIVE IN JAPAN FLORA 2000 Tetsuya KITAGAWA The 23rd National Symposium on Wind Engineering 19-24 2014 0918-8231 A weather derivative was utilized out of concern for unscheduled expenditures and losses in the international gardening and landscaping exhibition Japan flora 2000, in which the index was the number of days meeting with strong wind. In this study, the effect of strong wind on the decrease in the exhibition visitor number is investigated through the analysis for the correlation between the daily visitor numbers and the daily maximum wind speeds. The price of the weather derivative is estimated with the payout simulation using a theoretical formula substituted the wind speed data recorded in the past. The simulation result is compared with the contract condition of the weather derivative, and the validity of the contract deposit is discussed.
Research paper (scientific journal) Single WIND DERIVATIVE SIMULATION FOR RISK MANAGEMENT ON ADMISSION FEE PROFIT OF A LEISURE FACILITY PROCEEDINGS OF THE 22nd NATIONAL SYMPOSIUM ON WIND ENGINEERING 31-36 2012/12/05 0918-8231 Numerous companies and organizations are exposed to weather risks, and their business profits are affected by various weather factors such as air temperature, rain/snow fall and sunshine duration. In this study, the relationship between the admission fee profit of a leisure facility and the wind speed is investigated. It is shown that in May the number of the visitors correlates with the monthly maximum wind speed, and that the visitor number decreased by strong winds can reduce the admission fee profit. A weather derivative using the monthly maximum wind speed as the index is designed to hedge the risk on the decrease in the profit. The payout with this wind derivative is simulated, and the effectiveness on the profit stabilization is discussed.
Intellectual property rights
Patent 物体振動予測システム 2005-69986 2005
Incentive Prize, JSCE 1999/05
Incentive Prize, JAWE 2002/05
IAWE Junior Award 2007/07
Strucutral Engineering Symposium Paper Award 2008/06
Memberships of academic societies
Japan Society of Civil Engineers
Japan Society of Mechanical Engineers
Japan Association for Wind Engineering
Japanese Society of Steel Construction
Japanese Association of Financial Econometrics and Engineering
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