Rchr
J-GLOBAL ID:202001010372653150
Update date: Jun. 24, 2024
Kawai Reiichiro
カワイ レイイチロウ | Kawai Reiichiro
Affiliation and department:
Job title:
Professor
Homepage URL (1):
https://sites.google.com/site/reiichirokawai/
Research theme for competitive and other funds (5):
- 2021 - 2026 Implementable optimal resource allocation and stopping theory in stochastic numerical analysis
- 2020 - 2024 Theory and implementation of probabilistic numerical methods
- 2009 - 2012 Stochastic control of Levy driven processes with application to mathematical finance
- 2009 - 2011 Numerical Analysis of Jump-Models and Applications of Malliavin Calculus in Finance
- 2008 - 2009 モンテカルロ法に関連する諸問題と金融工学への応用
Papers (72):
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Reiichiro Kawai. Unbiased density computation for stochastic resetting. Journal of Physics A: Mathematical and Theoretical. 2024. 57
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Chenxiao Song, Reiichiro Kawai. Sampling and Change of Measure for Monte Carlo Integration on Simplices. Journal of Scientific Computing. 2024. 98. 3. 64
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Qinjing Qiu, Reiichiro Kawai. A recursive representation for decoupling time-state dependent jumps from jump-diffusion processes. Stochastics. 2024. 96
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Chenxiao Song, Reiichiro Kawai. Monte Carlo and variance reduction methods for structural reliability analysis: A comprehensive review. Probabilistic Engineering Mechanics. 2023. 73. 103479-103479
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Chenxiao Song, Reiichiro Kawai. Dynamic Finite-Budget Allocation of Stratified Sampling with Adaptive Variance Reduction by Strata. SIAM Journal on Scientific Computing. 2023. 45. 2. A898-A932
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MISC (10):
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河合玲一郎, 瀬戸川昌之, 井手広康, 森山潤. 高校情報科と大学における数理・データサイエンス・AI 教育との接続に向けた課題と展望. 数理・データサイエンス・AI 教育強化拠点コンソーシアム ニュースレター. 2024. 21. 5-13
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河合玲一郎, 林和則. 2023年度モデルカリキュラム改訂について. 数理・データサイエンス・AI 教育強化拠点コンソーシアム ニュースレター. 2024. 21. 1-4
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モデルカリキュラム改訂に関する特別委員会. 数理・データサイエンス・AI(リテラシーレベル)モデルカリキュラム~データ思考の涵養~(改訂版). 数理・データサイエンス・AI教育強化拠点コンソーシアム. 2024
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モデルカリキュラム改訂に関する特別委員会. 数理・データサイエンス・AI(応用基礎レベル)モデルカリキュラム〜AI×データ活用の実践(改訂版). 数理・データサイエンス・AI教育強化拠点コンソーシアム. 2024
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数理・データサイエンス・AI 教育強化拠点コンソーシアム ニュースレター vol.20〜. 数理・データサイエンス・AI 教育強化拠点コンソーシアム. 2024
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Professional career (1):
- Ph.D. (Georgia Institute of Technology)
Work history (8):
- 2020/04 - 現在 The University of Tokyo Graduate School of Arts and Sciences Professor
- 2020/04 - 現在 The University of Tokyo Mathematics and Informatics Center Professor
- 2023/07 - 2023/09 The University of Queensland School of Mathematics and Physics Visiting Academic
- 2020/02 - 2023/01 The University of Sydney School of Mathematics and Statistics Honorary Professor
- 2012/07 - 2020/01 The University of Sydney School of Mathematics and Statistics Senior Lecturer
- 2009/07 - 2012/06 University of Leicester Department of Mathematics Lecturer
- 2007/08 - 2009/06 Osaka University Center for the Study of Finance and Insurance Assistant Professor
- 2005/03 - 2009/06 Daiwa Securities SMBC Co.Ltd. Equity Division & Fixed Income Department
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Committee career (9):
- 2023/11 - 現在 Japan Inter-University Consortium for Mathematics and Data Science Education Chair, The Special Committee on the Revision of the National Model Curriculum (Literary and Intermediate Levels)
- 2023/05 - 現在 Ministry of Education, Culture, Sports, Science and Technology The Assessment Committee, Approved Problem for Mathematics, Data Science and AI Smart Higher Education (MDASH), designated by the Government of Japan
- 2022/04 - 現在 Japan Inter-University Consortium for Mathematics and Data Science Education Chair, the Planning and Promotion Working Group
- 2022/04 - 現在 Japan Inter-University Consortium for Mathematics and Data Science Education Chair, the Research Subcommittee
- 2020/07 - 現在 Japan Statistical Society Certificate Deputy Chair, Japan Statistical Society Certificate CBT Expert Level
- 2020/07 - 現在 Japan Statistical Society Certificate Deputy Chair, Japan Statistical Society Certificate CBT Intermediate Level
- 2020/04 - 現在 Japan Inter-University Consortium for Mathematics and Data Science Education Chair, the Curriculum Subcommittee
- 2020/07 - 2023/08 One World Virtual Seminar Series - Stochastic Numerics and Inverse Problems Organizing Committee
- 2020/10 - 2022/03 Japan Mathematics and Data Science Education Consortium The Special Committee for the National Model Curriculum (Intermediate Level)
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