Nishogakusha University · Faculty of International Political Science, Economics and Communication · 准教授

Research keywordsEconometrics・Numerical Methods for Finance・Mathematical Finance・High Performance Computing

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• Quaternifications and Extensions of Current Algebras on S-3
• Option pricing for Barndorff-Nielsen and Shephard model by supervised deep learning/Takuji Arai and Yuto Imai/2025
• On the difference between locally risk-minimizing and delta hedging strategies for exponential Le’vy model
• Local risk-minimization for Barndorff-Nielsen and Shephard models

• 非完備市場における金融派生証券に対する最適ヘッジ戦略と数値計算
• FPGAを用いた金融計算の高速化と高度化 2021/04 ～ 2025/03
• FPGAを用いた金融計算の高速化と高度化
• 現代数学の見地に立った和算の発展と業績、自然科学との関連について 二松學舍大学東アジア学術総合研究所 2020/04 ～ 2023/03

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