Professor Nakahiro Yoshida is a faculty member at the Graduate School of Mathematical Sciences, The University of Tokyo.

After holding positions as Assistant Professor at Osaka University, Associate Professor at The Institute of Statistical Mathematics, and Associate Professor at the Graduate School of Mathematical Sciences at The University of Tokyo, he assumed his current position as Professor in 2003.

His research specialties are Theoretical Statistics and Probability Theory. He is renowned for proposing quasi-likelihood analysis, which provides the foundation for the statistical inference theory of nonlinear stochastic processes. Furthermore, he established the asymptotic expansion theory for stochastic processes by successfully integrating infinite-dimensional stochastic analysis into statistics. His work is highly influential, with methods such as the asymptotic expansion method for option pricing and the Hayashi-Yoshida estimator for asynchronous covariance estimation being widely utilized in the field of finance.

Professor Yoshida is a recipient of several prestigious awards, including the Analysis Prize of the Mathematical Society of Japan, the Research Award and the Japan Statistical Society Award from the Japan Statistical Society, the Hiroshi Fujiwara Prize for Mathematical Sciences, and the MSJ Autumn Prize. He has also made significant contributions to the development of the international probability and statistics community, notably by serving as a member of the Executive Committee of the Bernoulli Society.

He graduated from the Faculty of Science, Department of Mathematics, Kyoto University, and completed the Master's Program at the Graduate School of Engineering Science, Osaka University. He holds a Doctor of Engineering degree.