Rchr
J-GLOBAL ID：201101019924368194   Update date: Jul. 23, 2024

ninomiya syoiti

ninomiya syoiti
Affiliation and department：
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About -


Homepage URL  (1)： http://sites.google.com/a/craft.titech.ac.jp/ninomiya-craft-e/
Research field  (3)： Applied mathematics and statistics ,  Computational science ,  Basic mathematics
Research keywords  (26)： IT ,  非因果的確率解析 ,  信用リスク分析 ,  信用情報共有基盤 ,  金利期間構造モデル ,  インサイダー取引モデル ,  ロジットモデル ,  market timer現象 ,  国際分散投資 ,  ネットワーク ,  倒産リスク評価 ,  乱数 ,  数値積分 ,  低食い違い量列 ,  半生定値問題 ,  金融リスク管理 ,  確率論 ,  拡散過程 ,  確率微分方程式 ,  金融派生商品 ,  ファイナンス ,  準モンテカルロ法 ,  数理ファイナンス ,  信用リスク ,  確率微分方程式の数値解法 ,  シミュレーション
Research theme for competitive and other funds  (14)：
  • 2021 - 2024 A numerical method for stochastic differential equations for interest rate modeling and regulation after the global financial crises of 2007-2008
  • 2018 - 2023 高頻度データの実時間解析への確率微分方程式の理論からの研究
  • 2012 - 2015 Non-smooth stochastic differential equations: Applications to numerical simulations
  • 2010 - 2014 Higher Order weak approximation of Stochastic Differential Equations with application to finance
  • 2008 - 2012 Research and development of the advanced expert mathematical library for the information network society
Show all
Papers (13)：
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MISC (7)：
  • Kusuoka Shigeo, Ninomiya Syoiti. A NEW SIMULATION METHOD OF DIFFUSION PROCESSES APPLIED TO FINANCE (6th Workshop on Stochastic Numerics). RIMS Kokyuroku. 2004. 1351. 217-228
  • 二宮祥一. 金融の現場における一様分布列の応用について (解析数論の展望と諸問題). 数理解析研究所講究録. 2001. 1219. 62-67
  • Fujita Takahiko, Ito Shunji, Ninomiya Syoiti. The generalized van der Corput sequence and its application to numerical integration (5th Workshop on Stochastic Numerics). RIMS Kokyuroku. 2001. 1240. 114-124
  • Fujita Takahiko, Ito Shunji, Ninomiya Syoiti. Symbolical and geometrical characterizations of Kronecker sequences by using the accelerated Brun's algorithm (4th Workshop on Stochastic Numerics). RIMS Kokyuroku. 2000. 1127. 88-114
  • 二宮 祥一. 金融の現場におけるシミュレーション. 計測と制御 = Journal of the Society of Instrument and Control Engineers. 2000. 39. 7. 431-434
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Lectures and oral presentations  (4)：
  • New deep learning machine architecture based on higher-order weak approximation algorithms for SDEs’
    (Conference on Modern Topics in Stochastic Analysis and Applications in honour of Terry Lyons’ 70th birthday 2024)
  • New deep NN architecture using higher-order weak approximation
    (ICIAM 2023 Tokyo (10th International Congress on Industrial and Applied Mathematics) 2023)
  • Practical high-order recombination algorithms for weak approximation of stochastic differential equations : Recursive patch dividing and its effects to singularities of terminal conditions
    (ICIAM 2023 Tokyo (10th International Congress on Industrial and Applied Mathematics) 2023)
  • Patch dividing algorithms for high-order recombination and its application to weak approximations of stochastic differential equations
    (Workshop on Probabilistic methods, Signatures, Cubature and Geometry (York University, York, UK) 2023)
Work history (4)：
  • 2016/04 - 現在 Department of Mathematics, School of Science, Tokyo Institute of Technology Professor
  • 2005 - 2016/03 Tokyo Institute of Technology Graduate School of Innovation Management, Center for Research in Advanced Financial Technology Professor
  • 2000 - 2004 Tokyo Institute of Technology Center for Research in Advauced Financial Technology
  • 1999 - 東京工業大学 大学院・理財工学研究センター 助教授
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