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Researcher List Yuji Shinozaki Yuji Shinozaki (篠崎 裕司) Please select the form format to download from below 「Education and research environment」format 「No. 4, the Ministry of Education document style ①Outline for Vitae」format 「No. 4, the Ministry of Education document style ②Education and research environment」format 「List of Teachers」format Profile Information AffiliationAssociate Professor, Graduate School of Business Administration, Hitotsubashi UniversityInstitute of Science TokyoTokyo Metropolitan UniversityFaculty of Engineering Department of Mathematical Engineering, Musashino UniversityDegreePh.D(Sep, 2018, Tokyo Institute of Technology)Researcher number40912803J-GLOBAL ID202401016158264870researchmap Member IDR000065281External linkhttps://sites.google.com/site/sinozakiyuji/homepage-of-shinozaki-yuji?authuser=0 Research Interests 7 Mathematical Finance Stochastic Differential Equations Higher-order Discretization Method quasi-Monte Carlo Method Malliavin Calculus Rough path theory Deep learning Research Areas 3 Natural sciences / Applied mathematics and statistics / Informatics / Computational science / Humanities & social sciences / Money and finance / Major Research History 10 Apr, 2025 - Present Associate Professor, Graduate School of Business Administration, Hitotsubashi University Apr, 2024 - Mar, 2025 Department of Mathematical Engineering (Associate Professor), Faculty of Engineering, Musashino University Nov, 2020 - Mar, 2024 Financial System research division/Economic and Financial studies division, Bank of Japan Dec, 2018 - Oct, 2020 Quant, SMBC Nikko Securities Inc Apr, 2013 - Oct, 2018 (Associate), Corporate Risk Management Division / Global Market Planning Division, MUFG bank More Education 3 Oct, 2014 - Sep, 2018 Graduate School of Innovation Management, Tokyo Institute of Technology Apr, 2010 - Mar, 2013 Graduate School of Innovation Management, Tokyo Institute of Technology Apr, 2006 - Mar, 2010 Department of Mathematics, School of Science, Nagoya University Major Papers 9 Efficient simulation methods for the Quasi-Gaussian term-structure model with volatility smiles: practical applications of the KLNV-scheme Yuji Shinozaki Quantitative Finance, 21(7) 1147-1161, Feb 4, 2021 Peer-reviewed Higher-order Discretization Methods of Forward-backward SDEs Using KLNV-scheme and Their Applications to XVA Pricing Syoiti Ninomiya, Yuji Shinozaki Applied Mathematical Finance, 26(3) 257-292, May 4, 2019 Peer-reviewedCorresponding author Construction of a Third-Order K-Scheme and Its Application to Financial Models Yuji Shinozaki SIAM Journal on Financial Mathematics, 8(1) 901-932, Jan, 2017 Peer-reviewed More Teaching Experience 6 Apr, 2024 - Present アルゴリズム (武蔵野大学) Apr, 2019 - Present 数学特別講義Q/数学最先端特別講義W (東京工業大学) Oct, 2024 - Mar, 2025 多変量解析 (武蔵野大学) Apr, 2024 - Mar, 2025 卒業研究 (武蔵野大学) Apr, 2024 - Mar, 2025 数理工学研究(学部3年生セミナー) (武蔵野大学) More
Yuji Shinozaki (篠崎 裕司) Please select the form format to download from below 「Education and research environment」format 「No. 4, the Ministry of Education document style ①Outline for Vitae」format 「No. 4, the Ministry of Education document style ②Education and research environment」format 「List of Teachers」format Profile Information AffiliationAssociate Professor, Graduate School of Business Administration, Hitotsubashi UniversityInstitute of Science TokyoTokyo Metropolitan UniversityFaculty of Engineering Department of Mathematical Engineering, Musashino UniversityDegreePh.D(Sep, 2018, Tokyo Institute of Technology)Researcher number40912803J-GLOBAL ID202401016158264870researchmap Member IDR000065281External linkhttps://sites.google.com/site/sinozakiyuji/homepage-of-shinozaki-yuji?authuser=0 Research Interests 7 Mathematical Finance Stochastic Differential Equations Higher-order Discretization Method quasi-Monte Carlo Method Malliavin Calculus Rough path theory Deep learning Research Areas 3 Natural sciences / Applied mathematics and statistics / Informatics / Computational science / Humanities & social sciences / Money and finance / Major Research History 10 Apr, 2025 - Present Associate Professor, Graduate School of Business Administration, Hitotsubashi University Apr, 2024 - Mar, 2025 Department of Mathematical Engineering (Associate Professor), Faculty of Engineering, Musashino University Nov, 2020 - Mar, 2024 Financial System research division/Economic and Financial studies division, Bank of Japan Dec, 2018 - Oct, 2020 Quant, SMBC Nikko Securities Inc Apr, 2013 - Oct, 2018 (Associate), Corporate Risk Management Division / Global Market Planning Division, MUFG bank More Education 3 Oct, 2014 - Sep, 2018 Graduate School of Innovation Management, Tokyo Institute of Technology Apr, 2010 - Mar, 2013 Graduate School of Innovation Management, Tokyo Institute of Technology Apr, 2006 - Mar, 2010 Department of Mathematics, School of Science, Nagoya University Major Papers 9 Efficient simulation methods for the Quasi-Gaussian term-structure model with volatility smiles: practical applications of the KLNV-scheme Yuji Shinozaki Quantitative Finance, 21(7) 1147-1161, Feb 4, 2021 Peer-reviewed Higher-order Discretization Methods of Forward-backward SDEs Using KLNV-scheme and Their Applications to XVA Pricing Syoiti Ninomiya, Yuji Shinozaki Applied Mathematical Finance, 26(3) 257-292, May 4, 2019 Peer-reviewedCorresponding author Construction of a Third-Order K-Scheme and Its Application to Financial Models Yuji Shinozaki SIAM Journal on Financial Mathematics, 8(1) 901-932, Jan, 2017 Peer-reviewed More Teaching Experience 6 Apr, 2024 - Present アルゴリズム (武蔵野大学) Apr, 2019 - Present 数学特別講義Q/数学最先端特別講義W (東京工業大学) Oct, 2024 - Mar, 2025 多変量解析 (武蔵野大学) Apr, 2024 - Mar, 2025 卒業研究 (武蔵野大学) Apr, 2024 - Mar, 2025 数理工学研究(学部3年生セミナー) (武蔵野大学) More