Rchr
J-GLOBAL ID：200901099365640666   Update date: Nov. 18, 2024

AKAHORI Jiro

アカホリ ジロウ | AKAHORI Jiro
Affiliation and department：
Ritsumeikan University College of Science and Engineering Department of Mathematical Sciences

About Ritsumeikan University College of Science and Engineering Department of Mathematical Sciences


Job title： Professor
Homepage URL  (2)： http://www.ritsumei.ac.jp/~akahori/index-e.html ,  https://research-db.ritsumei.ac.jp/rithp/k03/resid/S002276?lang=en
Research field  (2)： Basic mathematics ,  Applied mathematics and statistics
Research keywords  (3)： Stochastic Analysis ,  Mathematical Finance ,  Mathematical Finance, Stochastic Analysis
Research theme for competitive and other funds  (12)：
  • 2020 - 2024 Integration by parts formulas for non-smooth diffusion processes and their applications
  • 2016 - 2020 Infinite dimensional analysis using the parametrix method
  • 2016 - 2020 A Dynamic Analysis of Corporate Profitability and Risk Choices: Theory and Empirical Data from Japanese Firms
  • 2013 - 2018 Heat Kernel Approach in Financial Engineering of New Generation
  • 2013 - 2017 The comparison with multi-factors interest rate model
Show all
Papers (60)：
  • Jiro Akahori, Norio Konno, Iwao Sato, Yuma Tamura. Absolute Zeta functions and periodicity of quantum walks on cycles. Quantum Information & Computation. 2024. 24. 11/12. 901-916
  • Jirô Akahori, Ryuya Namba, Atsuhito Watanabe. The SIML method without microstructure noise. Japanese Journal of Statistics and Data Science. 2024. 7. 677-700
  • Akahori, J., Konno, N., Okamoto, R., Sato, I. A QUANTIZATION OF INTERACTING PARTICLE SYSTEMS. Quantum Information and Computation. 2024. 24. 3-4
  • Jirô Akahori, Jie Yen Fan, Yuri Imamura. On the convergence order of a binary tree approximation of symmetrized diffusion processes. Mathematics and Computers in Simulation. 2023. 211. 263-277
  • J. Akahori, F. Barsotti, Y. Imamura. Hedging error as generalized timing risk. Quantitative Finance. 2023. 23. 4. 693-703
ｍore...
MISC (5)：
  • Jirô Akahori, Chusei Kiumi, Norio Konno, Takuya Watanabe. Eigenvalue analysis of three-state quantum walks with general coin matrices. 2023
  • Jirô Akahori, Norio Konno, Iwao Sato. Absolute zeta functions for zeta functions of quantum cellular automata. 2023
  • 赤堀 次郎. 金融市場の数理と確率解析 (特集 自然界を支配する偶然の構造 : 様々な数理科学への確率論的アプローチ). 数理科学. 2016. 54. 6. 46-51
  • AKAHORI Jiro. On the Stochastic Hamiltonian Systems(<Special Issue>ISCIE 40th Anniversary Symposium on Stochastic Systems Theory and Its Application). SYSTEMS, CONTROL AND INFORMATION. 2009. 53. 5. 184-188
  • Akahori Jiro. Discrete Ito Formulas and Their Applications to Stochastic Numerics(The 7th Workshop on Stochastic Numerics). RIMS Kokyuroku. 2006. 1462. 202-210
Books (4)：
  • Stochastic Processes and Applications to Mathematical Finance--Proceedings of 6th Ritsumeikan International Conference
    World Scientific 2007 ISBN:9789812704139
  • STOCHASTIC PROCESSES AND APPLICATIONS TO MATHEMATICAL FINANCE Proceedings of the 5th Ritsumeikan International Symposium
    World Scientific 2006 ISBN:9789812565198
  • STOCHASTIC PROCESSES AND APPLICATIONS TO MATHEMATICAL FINANCE Proceedings of the Ritsumeikan International Symposium
    World Scientific 2004 ISBN:9812387781
  • Probability with Martingales
    培風館 2004
Lectures and oral presentations  (82)：
  • Some thoughts on diffusion estimation
    (Mathematics of Risk - 2022 2022)
  • Algebraic Stochastic Calculus
    (1st Seoul-London Workshop on Mathematical Finance 2022)
  • On limit theorems of Mallivan-Mancino’s Fourier estimator
    (2022 SKKU International Conference: Trends in Digital Economy and Finance 2022)
  • Market Simulator Driven by Malliavin-Mancino Method
    (2021 KAFE-SKKU International Conference on Finance 2021)
  • On Deep Solver of Variational Inequality/Free Boundary Problem
    (Kanazawa University Mathmatical Science Colloquim 2021)
ｍore...
Education (2)：
  • - 1997 The University of Tokyo Graduate School, Division of Mathematical Sciences Department of Mathematical Sciences
  • - 1997 The University of Tokyo "Graduate School, Division of Mathematical Sciences" Department of Mathematical Sciences
Professional career (1)：
  • Ph.D. (The University of Tokyo)
Association Membership(s) (5)：
The Japanese Association of Risk, Insurance and Pensions ,  The Institute of Systems, Control and Information Engineers ,  Japan Society for Industrial and Applied Mathematics ,  The Japanese Association of Financial Econometrics and Engineering (JAFEE) ,  Mathematical Society of Japan
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