Rchr
J-GLOBAL ID：202001003002323260
Update date: Apr. 17, 2024
Miyamoto Koichi
ミヤモト コウイチ | Miyamoto Koichi
Affiliation and department：
Research field (2)：
Money and finance
, Mathematical physics and basic theory
Research keywords (3)：
Quantum Algorithm
, Financial Engineering
, Quantum Computer
Research theme for competitive and other funds (2)：
- 2022 - 2025 量子コンピューティングによる新規デリバティブプライシング手法の開発
- 2011 - 2012 超弦理論に基づく宇宙モデルが観測に及ぼす影響の研究
Papers (29)：
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Hitomi Mori, Koichi Miyamoto. Quantum algorithm for copula-based risk aggregation using orthogonal series density estimation. arXiv:2404.10624. 2024
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Koichi Miyamoto, Soichiro Yamazaki, Fumio Uchida, Kotaro Fujisawa, Naoki Yoshida. Quantum algorithm for the Vlasov simulation of the large-scale structure formation with massive neutrinos. Physical Review Research. 2024. 6. 1. 013200
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Nozomu Kobayashi, Yoshiyuki Suimon, Koichi Miyamoto. Time series generation for option pricing on quantum computers using tensor network. arXiv:2402.17148. 2024
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Nozomu Kobayashi, Yoshiyuki Suimon, Koichi Miyamoto, Kosuke Mitarai. The cross-sectional stock return predictions via quantum neural network and tensor network. Quantum Machine Intelligence. 2023. 5. 46
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Koichi Miyamoto. On the bias in iterative quantum amplitude estimation. arXiv:2311.16560. 2023
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Lectures and oral presentations (28)：
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Quantum algorithm for the Vlasov simulation of the large-scale structure formation with massive neutrinos
(2024)
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Quantum algorithm for the Vlasov simulation of the large-scale structure formation with massive neutrinos
(2024)
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Quantum Metropolis-Hastings algorithm with the target distribution calculated by quantum Monte Carlo integration
(Quantum Techniques in Machine Learning 2023 2023)
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Quantum Metropolis-Hastings algorithm with the target distribution calculated by quantum Monte Carlo integration
(QUANTUM INNOVATION 2023 2023)
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Quantum Algorithms for Pricing Multi-asset Derivatives Based on the Finite Difference Method with the Focus on the Read-out Problem
(IEEE International Conference on Quantum Computing and Engineering (QCE) 2023: Workshop "Quantum Algorithms for Financial Applications" 2023)
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Education (1)：
- 2008 - 2013 The University of Tokyo Graduate School of Science Department of Physics
Work history (3)：
- 2021/01 - 現在 Osaka University
- 2018/01 - 2020/12 みずほ第一フィナンシャルテクノロジー株式会社 金融工学第二部 シニアフィナンシャルエンジニア
- 2013/04 - 2017/12 三菱UFJモルガン・スタンレー証券株式会社 フィナンシャルエンジニアリング部
Association Membership(s) (3)：
日本物理学会
, 日本金融・証券計量・工学学会
, 情報処理学会 量子ソフトウェア研究会
