手塚 集

Tractability properties of the weighted star discrepancy of the Halton sequence. 

Journal of Computational and Applied Mathematics 350 46-54 2019年  

On the discrepancy of generalized Niederreiter sequences. 

Journal of Complexity 29(3-4) 240-247 2013年  

Exact cubature for a class of functions of maximum effective dimension. 

Journal of Complexity 22(5) 652-659 2006年  

On the necessity of low-effective dimension. 

Journal of Complexity 21(5) 710-721 2005年  

Monte Carlo grid for financial risk management. 

Future Generation Computer Systems 21(4) 811-821 2005年  

I-binomial scrambling of digital nets and sequences. 

Journal of Complexity 19(6) 744-757 2003年  

Software changing Wall Street. 

1-105 2002年  

Discrepancy Theory and Its Application to Finance. 

Theoretical Computer Science 243-256 2000年  

Analysis of the anomaly of ran1() generator in Monte Carlo pricing of financial derivatives 

Journal of the Operations Research Society of Japan 41(3) 396-397 1998年  

On the Anomaly of ran1() in Monte Carlo Pricing of Financial Derivatives. 

Proceedings of the 28th conference on Winter simulation(WSC) 360-366 1996年  

A Note on Polynomial Arithmetic Analogue of Halton Sequences. 

ACM Transactions on Modeling and Computer Simulation (TOMACS) 4(3) 279-284 1994年  

A New Scaling Algorithm for the Maximum Mean Cut Problem. 

Algorithmica 11(3) 243-255 1994年  

Calculation of fibonacci polynomials for gfsr sequences with low discrepancies 

Mathematics of Computation 60(202) 763-770 1993年  

On the distribution of fc-dimensional vectors for simple and combined tausworthe sequences 

Mathematics of Computation 60(202) 749-761 1993年  

On the Lattice Structure of the Add-With-Carry and Subtract-With-Borrow Random Number Generators. 

ACM Transactions on Modeling and Computer Simulation (TOMACS) 3(4) 315-331 1993年  

Polynomial Arithmetic Analogue of Halton Sequences. 

ACM Transactions on Modeling and Computer Simulation (TOMACS) 3(2) 99-107 1993年  

Analysis of Add-with-Carry and Subtract-with-Borrow Generators. 

Proceedings of the 24th Winter Simulation Conference(WSC) 443-447 1992年  

Fast Generation of Low Discrepancy Points Based on Fibonacci Polynomials. 

Proceedings of the 24th Winter Simulation Conference(WSC) 433-437 1992年  

Neave effect also occurs with Tausworthe sequences. 

Proceedings of the 23th Winter Simulation Conference(WSC) 1030-1034 1991年  

A Speculative Contraction Method for Minimum Cost Flows: Toward a Practical Algorithm. 

Network Flows And Matching 219-245 1991年