Taihei Sone

Economist


About

I am an Economist in the Research and Statistics Department at the Bank of Japan. My current work analyzes economic conditions through large-scale text analysis using generative AI and retrieval-augmented generation (RAG). My earlier experience and continuing interests span financial data analytics, agent-based simulation, NLP with large language models, and machine learning for clinical and healthcare data. I am passionate about bridging rigorous quantitative methods with real-world economic, policy, and healthcare questions.


Research Interests


Education

M.S. in Data Science, University of Colorado Boulder

Boulder, CO, USA · Conferred May 2026

M.Eng. in Engineering, University of Tokyo

GPA: 4.0/4.0 · Thesis: Simulation analysis of bank network stabilization by liquidity risk management

B.Eng. in Engineering, University of Tokyo

Thesis: An analysis of policies for the stabilization of interbank network using agent-based simulation


Publications & Presentations

Conference Paper

Sone, T. (2025). Wage sentiment indices derived from survey comments via large language models. In Proceedings of the 2025 IEEE International Conference on Big Data (IEEE BigData 2025), Macau, China, December 8–11, 2025.

Sone, T., Izumi, K., Sakaji, H., Matsushima, H., and Shimada, T. (2019). Simulation analysis of bank network stabilization by liquidity risk management. In Proceedings of the 22nd Meeting of the Special Interest Group on Financial Informatics (SIG-FIN), the Japanese Society for Artificial Intelligence (JSAI), Seikei University, Tokyo, Japan, March 3, 2019.

Yonenoh, H., Sone, T., and Izumi, K. (2017). An analysis of policies for the stabilization of interbank network using agent-based simulation. In Proceedings of the 31st Annual Conference of the Japanese Society for Artificial Intelligence (JSAI), WINC AICHI, Aichi, Japan, May 23–26, 2017.

Conference Presentations

Sone, T., Rau, N., Bastias, A. G., Chastain, D. B., and Henao-Martínez, A. F. (2026). Corticosteroid dose-response and invasive candidiasis risk in a large real-world EHR cohort. Accepted for poster presentation at IDWeek 2026, Washington, DC, USA, October 21–24, 2026.

Rau, N., Haluza, M., Sone, T., Edwards, B., Chastain, D. B., Thompson, G. R. III, and Henao-Martínez, A. F. (2026). Body temperature at the time of candidemia diagnosis and its association with short-term mortality. Accepted for poster presentation at IDWeek 2026, Washington, DC, USA, October 21–24, 2026.

Rehring, J., Morris, L. M., Cuddy, Q. J., Chittathoor, A., Mantha, A., Van Hook, R., Jurica, J., Fling, C., Sone, T., Sampath, A., Chastain, D. B., Bastias, A. G., Rhoads, S., Maloney, J., and Henao-Martínez, A. F. (2026). Risk factors for Pneumocystis jirovecii pneumonia (PJP) in non-HIV, non-hematopoietic cell transplant hospitalized adults: a case-control study. Accepted for poster presentation at IDWeek 2026, Washington, DC, USA, October 21–24, 2026.

Sone, T., Henao-Martínez, A. F., Chastain, D. B., Chiu, C.-Y., and Bastias, A. G. (2026). Machine learning identifies 1,3-β-D-glucan as the strongest prediagnostic predictor of Pneumocystis jirovecii pneumonia. Accepted for poster presentation at the Mycoses Study Group Education and Research Consortium (MSGERC) 2026 Biennial Meeting, Omni Interlocken Hotel, Denver, CO, USA, September 9–11, 2026.

Sone, T., Chastain, D. B., Bastias, A. G., and Henao-Martínez, A. F. (2026). Corticosteroid prescription burden and subtype-specific invasive fungal infection risk: a dual-cohort EHR analysis. Accepted for poster presentation at the Mycoses Study Group Education and Research Consortium (MSGERC) 2026 Biennial Meeting, Omni Interlocken Hotel, Denver, CO, USA, September 9–11, 2026.

Working Papers

Sone, T., Henao-Martínez, A. F., Chastain, D. B., Chiu, C.-Y., Poveda, L. V., Giacobbe, D. R., Agudelo Higuita, N. I., and Bastias, A. G. (2026). Machine learning identifies serum 1,3-β-D-glucan as the strongest pre-diagnostic predictor of Pneumocystis jirovecii pneumonia in a federated EHR cohort. Under review at the Journal of Infectious Diseases.

Bastias, A. G., Diaz, S., Ryan, X., and Sone, T. (2026). Income support, consumer spending, and reported domestic violence during the COVID-19 pandemic: weekly evidence from Colorado. Under review at the Journal of Family Violence.

Maehashi, K., Miyakawa, D., Sasaki, T., and Sone, T. (2025). Skewed interest rate expectations and effects of central banks' market operations: empirical findings using granular transaction data. Bank of Japan Working Paper Series No. 25-E-7. Under review at the Review of Monetary and Financial Studies.

  • 19th International Joint Conference CFE–CMStatistics 2025 (Computational and Financial Econometrics & Computational and Methodological Statistics), Birkbeck, University of London, London, UK — December 13–15, 2025
  • Japan Society of Monetary Economics (JSME) 2025 Autumn Meeting, Nagasaki University, Nagasaki, Japan — November 15–16, 2025
  • International Symposium on Advances in Quantitative Finance and Actuarial Science, organized by the Japanese Association of Financial Econometrics and Engineering (JAFEE), the Society for Financial and Insurance Econometrics (SOFINE), and the Institute of Statistical Mathematics (ISM), Seijo University, Tokyo, Japan — September 20–21, 2025

Miyakawa, D., Oda, T., and Sone, T. (2023). Regulatory reforms and price heterogeneity in an OTC derivative market. Bank of Japan Working Paper Series No. 23-E-12.

  • Finance Workshop, Institute for Monetary and Economic Studies (IMES), Bank of Japan, Tokyo, Japan — November 10, 2023
  • 2023 SKKU–KAFE International Conference on Finance and Economics (Sungkyunkwan University and Korean Association of Financial Engineering), Sungkyunkwan University, Seoul, Korea — October 25–27, 2023
  • JAFEE 59th 2023 Summer Conference (The Japanese Association of Financial Econometrics and Engineering), Seijo University, Tokyo, Japan — August 17, 2023
  • First Waseda Summer Workshop in Finance, Waseda University, Tokyo, Japan — July 22, 2023
  • Finance Workshop, Financial Services Agency, The Japanese Government (JFSA), Tokyo, Japan — July 2023
  • 4th Fall Conference of the Nippon Finance Association (NFA), Nagoya University of Commerce & Business, Aichi, Japan — November 5, 2022
  • Finance Seminar, School of Commerce, Waseda University, Tokyo, Japan — October 2022
  • Faculty Seminar, School of Business Administration, Hitotsubashi University, Tokyo, Japan — August 2022
  • 7th Finance Workshop, Hitotsubashi University Center for Financial Research (HCFR), Tokyo, Japan — July 14, 2022
  • Brown Bag Seminar, IMES, Bank of Japan, Tokyo, Japan — July 2022
  • Finance Workshop, The Research Institute of Economy, Trade and Industry (RIETI), Tokyo, Japan — June 2022
  • Finance Workshop, JFSA, Tokyo, Japan — June 2022

Research Experience

Graduate Researcher (ML Models), indi-AI — University of Colorado Boulder & Anschutz

Developing machine learning models for infectious disease research as part of the indi-AI initiative, a cross-campus collaboration between CU Boulder and CU Anschutz. Work includes predictive modeling for invasive fungal infection risk, COVID-19 vs. streptococcal pneumonia classification, and PCP/PJP case-control classification.

Graduate Researcher, University of Colorado Boulder

Conducted empirical analysis on the relationship between domestic violence (DV), COVID-19 lockdowns, mobility restrictions, and the slowdown of economic activity in Colorado.

Researcher, Bank of Japan

Conducting empirical research at the Bank of Japan in collaboration with academic and central-bank economists. Earlier work used interest rate swap data to assess regulatory impacts and monetary policy transmission.

Graduate Researcher, University of Tokyo

Developed agent-based simulations to evaluate interbank liquidity stress and regulatory effects, culminating in a master's thesis and academic presentation.

Research Intern, Mitsubishi UFJ Trust Investment Technology Institute

Earned academic credit through a two-week internship focused on financial data analysis and machine learning applications, culminating in a final presentation titled "Predicting Short-Term Order Patterns Using Machine Learning."

Undergraduate Researcher, University of Tokyo

Simulated financial contagion in interbank networks and evaluated stabilization policies; results were compiled in a bachelor's thesis and presented at a conference.


Professional Experience

Economist, Bank of Japan

Economist in the Research and Statistics Department (since May 2026), following the completion of an M.S. in Data Science at the University of Colorado Boulder (on study leave, 2024–2026). Current work centers on analyzing how exchange-rate pass-through to domestic prices differs depending on the underlying driver of the currency movement, alongside developing and applying large-scale text analysis methods using generative AI and retrieval-augmented generation (RAG) to support economic analysis. Former roles (Associate): Financial Markets Department; Payment and Settlement Systems Department; Kagoshima Branch. Work included OTC-derivatives analytics, payment-system stability simulations, regional economic research, and contributions to international central-bank meetings.


Teaching & Academic Service

Teaching Assistant — Data Mining, University of Colorado Boulder

Teaching Assistant — Data Structures and Algorithms, University of Colorado Boulder

Teaching Assistant - Strategic Management of Technology, University of Tokyo

Teaching Assistant (JICA Internship) - National University of Timor-Leste

Assisted in teaching mathematics, physics, and programming.

Volunteer Teaching Assistant - Japanese Language Instruction, University of Tokyo


Technical Skills

Programming

Python, R, SQL, C++, Java, VBA, X10

Tools & Platforms

Linux, WSL, VirtualBox, Docker, Git, Jupyter, RStudio, Positron, Spyder, VS Code, Eclipse, DBeaver, Generative AI APIs, Dify, Google Cloud Platform, LaTeX

Languages

Japanese (Native) · English (TOEFL iBT 102)


Awards

Department Chair's Award (Top Student in Department), University of Tokyo