J-GLOBAL ID:202001008984886184   Update date: Oct. 25, 2023

Yuasa Tomooki

ユアサ トモオキ | Yuasa Tomooki
Affiliation and department:
Job title: Assistant Professor
Homepage URL  (2): https://scholar.google.co.jp/citations?user=xyyxR8kAAAAJ&hl=jahttps://scholar.google.com/citations?hl=en&user=xyyxR8kAAAAJ
Research field  (4): Basic mathematics ,  Applied mathematics and statistics ,  Money and finance ,  Statistical science
Research keywords  (5): Probability theory ,  Stochastic process ,  Stochastic calculus ,  Malliavin calculus ,  Numerical analysis
Research theme for competitive and other funds  (2):
  • 2022 - 2027 複雑な金融モデルに対応する数値計算手法の開発
  • 2017 - 2019 確率微分方程式に関する数値計算手法の開発
Papers (7):
  • 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. 126829-126847
  • 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
  • Dai Taguchi, Akihiro Tanaka, Tomooki Yuasa. $L^{q}$-error estimates for approximation of irregular functionals of random vectors. IMA Journal of Numerical Analysis. 2022. 42. 1. 840-873
  • Jirô Akahori, Masahiro Kinuya, Takashi Sawai, Tomooki Yuasa. An efficient weak Euler-Maruyama type approximation scheme of very high dimensional SDEs by orthogonal random variables. Mathematics and Computers in Simulation. 2021. 187. 540-565
Lectures and oral presentations  (24):
  • Unbiased simulationの紹介
    (東京都立大学 金融工学研究センター 丸の内QFセミナー 第65回研究会 2022)
  • Higher-order error estimates of the discrete-time Clark--Ocone formula
    (立命館大学 数理ファイナンスセミナー 2021)
  • 非有界係数を持つstochastic volatility modelの汎関数に対する部分積分公式(論文Chen-Frikha-Li (2021+)の紹介)
    (岡山確率論セミナー 2021)
  • Multi-dimensional Avikainen’s estimates -- irregular functionals of random variables
    (2020年度 確率論シンポジウム 2020)
  • Euler--Maruyama method by orthonormal random variables and unbiased simulation method by the parametrix method
    (東京都立大学 金融工学研究センター 丸の内QFセミナー 第55回研究会 2020)
Work history (4):
  • 2022/04 - 現在 Tokyo Metropolitan University Faculty of Economics and Business Administration, Graduate School of Management Assistant Professor
  • 2023/04 - 2024/03 Shibaura Institute of Technology Department of Mathematical Sciences, College of Systems Engineering and Science Part-time Lecturer
  • 2020/04 - 2022/03 Ritsumeikan University Department of Mathematical Sciences, College of Science and Engineering Assistant Professor
  • 2017/04 - 2019/03 A Japan Society for the Promotion of Science DC2, Research Fellow
Association Membership(s) (3):
The Japan Society for Industrial and Applied Mathematics ,  The Japanese Society for Mathematical Economics ,  Japanese Association of Financial Econometrics and Engineering
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