Imai Yuto 今井悠人

… Alternative Names

今井悠人イマイユウト

Less

Researcher Number	60732229
Affiliation (Current)	2025: 二松學舍大學, 国際政治経済学部, 准教授
Affiliation (based on the past Project Information) *help	2021 – 2023: 二松學舍大學, 国際政治経済学部, 講師 2019: 二松學舍大學, 国際政治経済学部, 講師 2018: 首都大学東京, 経営学研究科, 助教 2017: 早稲田大学, 理工学術院, その他(招聘研究員)
Review Section/Research Field	Principal Investigator Basic Section 07060:Money and finance-related / Money/ Finance
Keywords	Principal Investigator 数理ファイナンス / GPU / FPGA / 機械学習 / 計算ファイナンス / 数値計算 / FFT / 幾何Lévyモデル / Computational Finance / Fast Fourier Transform … More / Local Risk Minimization / 最適ヘッジ戦略 / Le'vy processes / Lévy processes / Malliavin calculus / Fast Fourier transform / Mean-variance hedging / Local risk minimization Less

FPGAを用いた金融計算の高速化と高度化Principal Investigator
- Principal Investigator
  
  今井悠人
- Project Period (FY)
  2021 – 2024
- Research Category
  
  Grant-in-Aid for Early-Career Scientists
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Nishogakusha University
Optimal hedging strategies and its numerical methods under the incomplete marketsPrincipal Investigator
- Principal Investigator
  
  Imai Yuto
- Project Period (FY)
  2017 – 2019
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Money/ Finance
- Research Institution
  Nishogakusha University
  Tokyo Metropolitan University
  Waseda University

All 2023 2019 2018 2017

All Journal Article Presentation

[Journal Article] Position-dependent changes in phycobilisome abundance in multicellular cyanobacterial filaments revealed by Raman spectral analysis2023
- Author(s)
  Ishihara Jun-ichi、Imai Yuto
- Journal Title
  
  microPublication Biology
- DOI
  10.1101/2023.02.14.528583
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-21K13327
[Journal Article] Position-dependent changes in phycobilisome abundance in multicellular cyanobacterial filaments revealed by Raman spectral analysis2023
- Author(s)
  Jun-ichi Ishihara, and Yuto Imai
- Journal Title
  
  microPublication Biology
  
  Volume: 0 Pages: 0-0
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-21K13327
[Journal Article] Numerical analysis on quadratic hedging strategies for normal inverse Gaussian models2018
- Author(s)
  T. Arai, Y. Imai and R. Nakashima
- Journal Title
  
  Advances in Mathematical Economics
  
  Volume: 22
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17K13764
[Journal Article] A numerically efficient closed-form representation of mean-variance hedging for exponential additive processes based on Malliavin calculus2018
- Author(s)
  Arai Takuji、Imai Yuto
- Journal Title
  
  Applied Mathematical Finance
  
  Volume: 25 Issue: 3 Pages: 247-267
- DOI
  10.1080/1350486x.2018.1506259
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K03422, KAKENHI-PROJECT-17K13764, KAKENHI-PROJECT-15K04936
[Journal Article] On the difference between locally risk-minimizing and delta hedging strategies for exponential Levy models2017
- Author(s)
  Takuji Arai and Yuto Imai
- Journal Title
  
  Japan Journal of Industrial and Applied Mathematics
  
  Volume: 34 Issue: 3 Pages: 845-858
- DOI
  10.1007/s13160-017-0268-6
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-15K04936, KAKENHI-PROJECT-17K13764
[Journal Article] Local risk-minimization for Barndorff-Nielsen and Shephard models2017
- Author(s)
  Takuji Arai, Yuto Imai and Ryoichi Suzuki
- Journal Title
  
  Finance & Stochastics
  
  Volume: 21 Issue: 2 Pages: 551-592
- DOI
  10.1007/s00780-017-0324-8
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-15K04936, KAKENHI-PROJECT-17K13764
[Presentation] A Numerically Efficient Closed Form Representation of Mean-Variance Hedging for Exponential Additive Processes and Hardware Acceleration for Financial Analysis2019
- Author(s)
  Imai, Yuto
- Organizer
  Soedirman’s International Conference on Mathematics and Applied Sciences
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K13764
[Presentation] Transform methods and numerical analysis for exponential Le'vy models2019
- Author(s)
  Yuto Imai
- Organizer
  The First SMU-TMU Joint Workshop on Mathematical Finance and Financial Engineering
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K13764
[Presentation] Monte Carlo simulations for finance and its hardware accelerations2019
- Author(s)
  Imai, Yuto
- Organizer
  School on Mathematical Modeling and Simulation, State Islamic University of Syarif Hidayatullah Jakarta
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K13764
[Presentation] Monte Carlo simulations for finance and its hardware accelerations2019
- Author(s)
  今井悠人
- Organizer
  第1回八戸数学応用数理研究集会
- Invited
- Data Source
  KAKENHI-PROJECT-17K13764
[Presentation] Local Risk Minimization Strategies and Transform Techniques2018
- Author(s)
  今井悠人
- Organizer
  丸の内QFセミナー
- Invited
- Data Source
  KAKENHI-PROJECT-17K13764
[Presentation] How to model option prices under incomplete markets - with short history of mathematical finance2018
- Author(s)
  Yuto Imai
- Organizer
  Seminar nasional matematika dan terapannya ‘Mathematics in Theory and Application to Nature’, Universitas Jenderal Soedirman(Indonesia)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K13764
[Presentation] On the difference between locally risk-minimizing and delta hedging strategies for exponential Lèvy models2017
- Author(s)
  今井悠人
- Organizer
  2017年度中之島ワークショップ「金融工学・数理計量ファイナンスの諸問題 2017」
- Invited
- Data Source
  KAKENHI-PROJECT-17K13764

1. 新井拓児

# of Collaborated Projects: 0 results

# of Collaborated Products: 3 results

Imai Yuto 今井 悠人

今井 悠人 イマイ ユウト

Research Projects

Research Products

Co-Researchers

FPGAを用いた金融計算の高速化と高度化Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Optimal hedging strategies and its numerical methods under the incomplete marketsPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Journal Article] Position-dependent changes in phycobilisome abundance in multicellular cyanobacterial filaments revealed by Raman spectral analysis2023

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Position-dependent changes in phycobilisome abundance in multicellular cyanobacterial filaments revealed by Raman spectral analysis2023

Author(s)

Journal Title

Data Source

[Journal Article] Numerical analysis on quadratic hedging strategies for normal inverse Gaussian models2018

Author(s)

Journal Title

Data Source

[Journal Article] A numerically efficient closed-form representation of mean-variance hedging for exponential additive processes based on Malliavin calculus2018

Author(s)

Journal Title

DOI

Data Source

[Journal Article] On the difference between locally risk-minimizing and delta hedging strategies for exponential Levy models2017

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Local risk-minimization for Barndorff-Nielsen and Shephard models2017

Author(s)

Journal Title

DOI

Data Source

[Presentation] A Numerically Efficient Closed Form Representation of Mean-Variance Hedging for Exponential Additive Processes and Hardware Acceleration for Financial Analysis2019

Author(s)

Organizer

Data Source

[Presentation] Transform methods and numerical analysis for exponential Le'vy models2019

Author(s)

Organizer

Data Source

[Presentation] Monte Carlo simulations for finance and its hardware accelerations2019

Author(s)

Organizer

Data Source

[Presentation] Monte Carlo simulations for finance and its hardware accelerations2019

Author(s)

Organizer

Data Source

[Presentation] Local Risk Minimization Strategies and Transform Techniques2018

Author(s)

Organizer

Data Source

[Presentation] How to model option prices under incomplete markets - with short history of mathematical finance2018

Author(s)

Organizer

Data Source

[Presentation] On the difference between locally risk-minimizing and delta hedging strategies for exponential L&#232;vy models2017

Author(s)

Organizer

Data Source

Imai Yuto 今井悠人

今井悠人イマイユウト

[Presentation] On the difference between locally risk-minimizing and delta hedging strategies for exponential Lèvy models2017