湯浅智意

ユアサトモオキ | Yuasa Tomooki

所属機関・部署：
職名：准教授
ホームページURL (2件)： https://scholar.google.co.jp/citations?user=xyyxR8kAAAAJ&hl=ja , https://scholar.google.com/citations?hl=en&user=xyyxR8kAAAAJ

研究分野 (4件)：基礎解析学 , 応用数学、統計数学 , 金融、ファイナンス , 統計科学

研究キーワード (5件)：確率論 , 確率過程論 , 確率解析 , Malliavin解析 , 数値解析

競争的資金等の研究課題 (2件)：

論文 (9件)：

Dorje C. Brody, Tomooki Yuasa. How fake news can turn against its spreader. PLOS One. 2025. 20. 9. e0331608
Ryo Nakamura, Tomooki Yuasa, Takafumi Amaba, Jun Fujiki. Simple variational inference based on minimizing Kullback-Leibler divergence. Information Geometry. 2024. 7. 2. 449-470
Dorje C. Brody, Tomooki Yuasa. Three-candidate election strategy. Royal Society Open Science. 2023. 10. 9
Takuya Nakagawa, Dai Taguchi, Tomooki Yuasa. Semi-implicit Euler-Maruyama scheme for polynomial diffusions on the unit ball. Journal of Mathematical Analysis and Applications. 2023. 519. 2. 126829
Tsubasa Nishimura, Kenji Yasutomi, Tomooki Yuasa. Higher-Order Error Estimates of the Discrete-Time Clark-Ocone Formula. Journal of Theoretical Probability. 2022. 35. 4. 2518-2539

MISC (1件)：

Kohta Takehara, Chiaki Hara, Tomooki Yuasa, Takanori Adachi. Strategic Interactions in Setting Up Decentralized Exchanges: Conflict of Interest between Liquidity Providers and Platformers. SSRN:4973251. 2024

講演・口頭発表等 (8件)：

Second-order unbiased simulation methods for stochastic differential equations
(The Second Sookmyung-TMU Mathematical Finance Workshop with Young Researchers 2026)
Second-order unbiased simulation methods for stochastic differential equations
(Winter Workshop on Operations Research, Finance and Mathematics, 2026 2026)
Randomized multi-factor approximation for stochastic volterra equations with fractional kernel
(広島経済大学・東京都立大学共同ファイナンス研究会 -定量分析と実務応用の新展開- 2026)
Randomized multi-factor approximation for stochastic volterra equations with fractional kernel
(SKKU-Sookmyung Joint International Workshop on Quantitative Finance & Applied Probability 2025)
Second-order unbiased simulation methods for stochastic differential equations
(Sookmyung-TMU Mathematical Finance Workshop with Young Researchers 2025)

経歴 (5件)：

所属学会 (3件)：

日本応用数理学会 , 数理経済学会 , 日本金融・証券計量・工学学会

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湯浅 智意