YUASA TOMOOKI - My portal

Profile Information

Affiliation: Assistant Professor, Faculty of Economics and Business Administration, Graduate School of Management, Tokyo Metropolitan University

Researcher number: 80875914
ORCID ID: https://orcid.org/0000-0002-4104-7230
J-GLOBAL ID: 202001008984886184
researchmap Member ID: R000005203

External link: https://scholar.google.com/citations?hl=en&user=xyyxR8kAAAAJ

Research Interests

Research Areas

Research History

Apr, 2023 - Present

Part-time Lecturer, Department of Mathematical Sciences, College of Systems Engineering and Science, Shibaura Institute of Technology
Apr, 2022 - Present

Assistant Professor, Faculty of Economics and Business Administration, Graduate School of Management, Tokyo Metropolitan University
Apr, 2020 - Mar, 2022

Assistant Professor, Department of Mathematical Sciences, College of Science and Engineering, Ritsumeikan University
Apr, 2017 - Mar, 2019

DC2, Research Fellow, A Japan Society for the Promotion of Science

Papers

Three candidate election strategy

Dorje C. Brody, Tomooki Yuasa

arXiv:2305.00693, May, 2023
Semi-implicit Euler–Maruyama scheme for polynomial diffusions on the unit ball

Takuya Nakagawa, Dai Taguchi, Tomooki Yuasa

Journal of Mathematical Analysis and Applications, 519(2) 126829-126829, Mar, 2023 Peer-reviewed
Higher-Order Error Estimates of the Discrete-Time Clark–Ocone Formula

Tsubasa Nishimura, Kenji Yasutomi, Tomooki Yuasa

Journal of Theoretical Probability, 35(4) 2518-2539, Dec, 2022 Peer-reviewedCorresponding author
Lq-error estimates for approximation of irregular functionals of random vectors

Dai Taguchi, Akihiro Tanaka, Tomooki Yuasa

IMA Journal of Numerical Analysis, 42(1) 840-873, Jan 21, 2022 Peer-reviewed
An efficient weak Euler–Maruyama type approximation scheme of very high dimensional SDEs by orthogonal random variables

Jirô Akahori, Masahiro Kinuya, Takashi Sawai, Tomooki Yuasa

Mathematics and Computers in Simulation, 187 540-565, Sep, 2021 Peer-reviewedCorresponding author
Second order probabilistic parametrix method for unbiased simulation of stochastic differential equations

Patrik Andersson, Arturo Kohatsu-Higa, Tomooki Yuasa

Stochastic Processes and their Applications, 130(9) 5543-5574, Sep, 2020 Peer-reviewed
Unbiased simulation method with the poisson kernel method for stochastic differential equations with reflection

Tomooki Yuasa

Japan Journal of Industrial and Applied Mathematics, 37(1) 263-282, Jan, 2020 Peer-reviewedCorresponding author

Presentations

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, Jan 28, 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, Oct 14, 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, May 29, 2021
Multi-dimensional Avikainen’s estimates -- irregular functionals of random variables

2020年度確率論シンポジウム, Dec 23, 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, May 13, 2020
Introduction to parametrix method

立命館大学数理ファイナンスセミナー, Apr 25, 2019
Second order unbiased simulation method for reflected stochastic differential equations

日本数学会 2018年度年会, Mar 20, 2018
Second order Unbiased simulation method for Reflected stochastic differential equations

2018年度新潟確率論ワークショップ, Mar 16, 2018
Second order Unbiased simulation method for Reflected stochastic differential equations

2017年度確率論シンポジウム, Dec 11, 2017
株価の数学的記述からブラックショールズモデルの誕生

立命館大学ライスボールセミナー, Nov 17, 2017
Second order unbiased simulation method

応用確率論 in 静岡, Aug 16, 2017
Importance sampling for parametrix simulation method

立命館大学数理ファイナンスセミナー, Mar 17, 2017
確率微分方程式に対するParametrix methodとその数値計算手法

2017年度確率論早春セミナー, Mar 8, 2017
Parametrix expansions for simulation of stochastic differential equations

2016年度確率論シンポジウム, Dec 22, 2016
Parametrix expansions for simulation of stochastic differential equations -some importance sampling-

2016年度確率論ヤングサマーセミナー, Aug 11, 2016
Parametrix method for unbounded coefficients

2016年度確率論早春セミナー, Mar 7, 2016
Parametrix method with Localization for simulation of stochastic differential equations

AQFC 2016 The Fourth Asian Quantitative Finance Conference Program, Feb 21, 2016
Parametrix method for simulation of stochastic differential equations

2015年度確率論シンポジウム, Dec 27, 2015
The Parametrix method with Localization

The 47th ISCIE International Symposium on Stochastic Systems Theory and Its Applications, Dec 5, 2015
Parametrix method for simulation of stochastic differential equations

立命館大学数理ファイナンスセミナー, Nov 26, 2015

Teaching Experience

Sep, 2023 - Feb, 2024

多変量解析 (芝浦工業大学システム理工学部数理科学科)
Sep, 2023 - Feb, 2024

ファイナンス演習 (東京都立大学大学院経営学研究科ファイナンスプログラム)
Apr, 2023 - Jul, 2023

確率統計 (芝浦工業大学システム理工学部数理科学科)
Apr, 2023 - Jul, 2023

ファイナンス考究 (東京都立大学大学院経営学研究科ファイナンスプログラム)
Apr, 2021 - Mar, 2022

理工学特殊研究 (立命館大学大学院理工学研究科基礎理工学専攻)
Apr, 2021 - Mar, 2022

卒業研究 (立命館大学理工学部数理科学科)
Sep, 2021 - Feb, 2022

数理統計学 (立命館大学理工学部数理科学科)
Sep, 2021 - Feb, 2022

数理ファイナンスII (立命館大学理工学部数理科学科)
Sep, 2021 - Feb, 2022

確率過程論 (立命館大学理工学部数理科学科)
Apr, 2020 - Mar, 2021

卒業研究 (立命館大学理工学部数理科学科)
Sep, 2020 - Feb, 2021

数値解析論演習 (立命館大学理工学部数理科学科)
Apr, 2020 - Jul, 2020

数理ファイナンスI (立命館大学理工学部数理科学科)

Research Projects

複雑な金融モデルに対応する数値計算手法の開発

Grants-in-Aid for Scientific Research Grant-in-Aid for Early-Career Scientists, Japan Society for the Promotion of Science, Apr, 2022 - Mar, 2027

Tomooki Yuasa
非有界係数を持つ確率微分方程式の解析

研究高度化推進制度科研費獲得推進型, Ritsumeikan University, Apr, 2021 - Mar, 2022

Tomooki Yuasa
Unbiased simulationにおけるHigher order理論の構築

研究高度化推進制度科研費獲得推進型, Ritsumeikan University, Apr, 2020 - Mar, 2021

Tomooki Yuasa
確率微分方程式に関する数値計算手法の開発

Grants-in-Aid for Scientific Research Grant-in-Aid for JSPS Fellows, Japan Society for the Promotion of Science, Apr, 2017 - Mar, 2019

Tomooki Yuasa