Takehara Kouta 竹原浩太

… Alternative Names

TAKEHARA Kota 竹原浩太

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Researcher Number	70611747
Other IDs
Affiliation (Current)	2025: 東京都立大学, 経営学研究科, 准教授
Affiliation (based on the past Project Information) *help	2020 – 2024: 東京都立大学, 経営学研究科, 准教授 2018 – 2019: 首都大学東京, 経営学研究科, 准教授 2016 – 2017: 首都大学東京, 社会科学研究科, 准教授 2011 – 2016: 筑波大学, システム情報系, 助教 2013: 筑波大学, システム情報工学研究科(系), 助教
Review Section/Research Field	Principal Investigator Basic Section 07060:Money and finance-related / Money/ Finance / Public finance/Monetary economics Except Principal Investigator Social systems engineering/Safety system / Basic Section 12040:Applied mathematics and statistics-related / Social systems engineering/Safety system
Keywords	Principal Investigator 漸近展開法 / RFR / 解析近似解 / Fourier Transform / Forward-looking / quasi-Gaussian model / derivatives / Free-boundary SABR / 多次元モデル / free-boundary SABR … More / shifted SABR / dynamic SABR / Fourier変換 / 特性関数 / SABR-model / オプション価格評価 / 金融数値解法 / デリバティブ価格評価 / SABRモデル / オプション価格解 / BSDE / BSDE(Backward Stochastic Differential Equation) / 数値解法の高速化 / アメリカン型オプション … More Except Principal Investigator 遅れ時間 / ノイズ / カオス制御 / 複素解析 / カオス / 確率論 / 制御理論 / 確率過程 / 力学系 / ノイズ誘起現象 / 確率微分方程式 / 拡散現象 / 遅れ時間フィードバック制御 / 確率制御 / マルコフ解析 / ダウンロード数予測アルゴリズム / セキュリティー / 相殺的関係 / 相補的関係 / マルコフ連鎖 / 予測アルゴリズム / ダウンロード数 / 安定度 / 浸透度 / スマートフォン応用アプリ / 単語・文章スコア / テキストマイニング / プロファイル・ベクター / アクセスログ / VOC (Voice of Customers) / 製品組合せ販売 / ビッグデータ解析 / VOC（Voice of Customers) / スマートフォン応用ソフト / 将来値予測アルゴリズム / 判別アルゴリズム / テキスト・マイニング / プロダクト・プロファイル・ベクター / ブログ・プロファイル・ベクター / ビッグ・データ解析 / スケジューリング / 自治体実装 / 広域連携 / 選択と集中 / 公共施設 / 財政逼迫 / 人口減少 / コンパクトシティ / フリーライダー / アセットマネジメント / 地方分権 / 都市インフラ / 老朽化 / ライフ・イノベーション / 最適化アルゴリズム / 患者満足 / サービス科学 / 医療・福祉 Less

Analytical Evaluation for Derivatives on Forward-looking Interest Rates after cessation of LIBORPrincipal Investigator
- Principal Investigator
  
  竹原浩太
- Project Period (FY)
  2024 – 2026
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Tokyo Metropolitan University
Application of Asymptotic Expansion Methods to comparison among SABR-type modelsPrincipal Investigator
- Principal Investigator
  
  竹原浩太
- Project Period (FY)
  2020 – 2024
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Tokyo Metropolitan University
Controlling diffusion processes in stochastic systems through the time-delayed feedback method
- Principal Investigator
  
  Kobayashi Miki
- Project Period (FY)
  2018 – 2022
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 12040:Applied mathematics and statistics-related
- Research Institution
  Rissho University
Researches on Asymptotic Expansion Approaches around Non-Gaussian DistributionsPrincipal Investigator
- Principal Investigator
  
  Takehara Kohta
- Project Period (FY)
  2015 – 2017
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Money/ Finance
- Research Institution
  Tokyo Metropolitan University
  University of Tsukuba
Theory and Experimental Study of Selecting, Consolidating, and Overhauling Aged Urban Infrastructures
- Principal Investigator
  
  OHSAWA Yoshiaki
- Project Period (FY)
  2013 – 2016
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  University of Tsukuba
Comparative analysis of how e-WoM (e-Word-of Mouth) may affect performances of products and services on the Internet:U.S.A vs. Japan
- Principal Investigator
  
  SUMITA Ushio
- Project Period (FY)
  2013 – 2015
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Keio University
  University of Tsukuba
Medical Service Science in Regional Key Hospitals for Patients and Staff Satisfaction
- Principal Investigator
  
  TAKAGI Hideaki
- Project Period (FY)
  2011 – 2014
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  University of Tsukuba
Research on Analytical Valuation for American OptionsPrincipal Investigator
- Principal Investigator
  
  TAKEHARA Kohta
- Project Period (FY)
  2011 – 2012
- Research Category
  
  Grant-in-Aid for Research Activity Start-up
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  University of Tsukuba

All 2024 2023 2022 2021 2020 2019 2018 2017 2016 2015 2014 2012 Other

All Journal Article Presentation

[Journal Article] マイナス金利モデルについて-金利デリバティブの視点から-2020
- Author(s)
  竹原　浩太
- Journal Title
  
  オペレーションズ・リサーチ
  
  Volume: 65(7) Pages: 381-388
- Data Source
  KAKENHI-PROJECT-20K01748
[Journal Article] マイナス金利モデルについて―金利デリバティブの視点から―2020
- Author(s)
  竹原浩太
- Journal Title
  
  オペレーションズ・リサーチ
  
  Volume: 66 Pages: 381-388
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-18K03433
[Journal Article] 時間遅れフィードバック制御の確率システムへの応用2018
- Author(s)
  安東弘泰　小林幹　竹原浩太
- Journal Title
  
  自動制御連合講演会
  
  Volume: 61
- NAID
  130007546874
- Data Source
  KAKENHI-PROJECT-18K03433
[Journal Article] Time-delayed feedback control of diffusion in random walkers2017
- Author(s)
  Hiroyasu Ando, Kohta Takehara and Miki Kobayashi
- Journal Title
  
  Physical Review E
  
  Volume: 96 Issue: 1 Pages: 012148-012153
- DOI
  10.1103/physreve.96.012148
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-15K17087
[Journal Article] A General Computation Scheme for a High-Order Asymptotic Expansion Method2012
- Author(s)
  Kohta Takehara, Masashi Toda and Akihiko Takahashi
- Journal Title
  
  International Journal of Theoretical and Applied Finance
  
  Volume: Vo l . 15-6 Pages: 903-927
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23830009
[Journal Article] A General Computation Scheme for a High-Order Asymptotic Expansion Method
- Author(s)
  Akihiko Takahashi, Kohta Takehara, Masashi Toda
- Journal Title
  
  International Journaul of Theoretical and Applied Finance
  
  Volume: (印刷中)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23830009
[Presentation] A Characteristic Function Approach to Options on Backward-looking RFRs2024
- Author(s)
  Kohta Takehara
- Organizer
  Quantitative Methods in Finance
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K01748
[Presentation] マクロ経済変数を用いた住宅ローンのデフォルト及びプリペイメント分析2023
- Author(s)
  竹原　浩太
- Organizer
  第17回日本統計学会春季大会
- Data Source
  KAKENHI-PROJECT-20K01748
[Presentation] Application of Asymptotic Expansion Method to Constrained Optimal Portfolio Problem2023
- Author(s)
  Kohta Takehara
- Organizer
  Global Finance Seminar
- Data Source
  KAKENHI-PROJECT-20K01748
[Presentation] On RFR Options with Asymptotic Expansion around Non-Gaussian Distribution2022
- Author(s)
  竹原　浩太
- Organizer
  ファイナンス経済セミナー
- Data Source
  KAKENHI-PROJECT-20K01748
[Presentation] A New Monte Carlo Acceleration Scheme with Asymptotic Expansion around Non-Gaussian Distributions2021
- Author(s)
  竹原　浩太
- Organizer
  社会経済・工学セミナー
- Data Source
  KAKENHI-PROJECT-20K01748
[Presentation] On Computation in Asymptotic Expansion via Change of Measure2021
- Author(s)
  竹原　浩太
- Organizer
  ファイナンス経済セミナー
- Data Source
  KAKENHI-PROJECT-20K01748
[Presentation] Monte Carlo Acceleration with Asymptotic Expansion around Non-Gaussian Distributions2020
- Author(s)
  Kohta Takehara
- Organizer
  The 2nd SMU-TMU Joint Workshop on Mathematical Finance and Financial Engineering(canceled by COVID-19)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K01748
[Presentation] Monte Carlo Acceleration with Asymptotic Expansion around Non-Gaussian Distributions2020
- Author(s)
  Kohta Takehara
- Organizer
  The second SMU-TMU Joint Workshop on Mathematical Finance and Financial Engineering
- Data Source
  KAKENHI-PROJECT-18K03433
[Presentation] Monte Carlo Acceleration with Asymptotic Expansion around Non-Gaussian Distributions2020
- Author(s)
  竹原　浩太
- Organizer
  社会経済・工学セミナー
- Data Source
  KAKENHI-PROJECT-20K01748
[Presentation] Monte Carlo Acceleration with Asymptotic Expansion around Non-Gaussian Distributions2020
- Author(s)
  竹原　浩太
- Organizer
  ファイナンス経済セミナー
- Data Source
  KAKENHI-PROJECT-20K01748
[Presentation] Approximations to SABR-type models2019
- Author(s)
  Kohta Takehara
- Organizer
  Quntitative Methods in Finance 2019
- Data Source
  KAKENHI-PROJECT-18K03433
[Presentation] Approximations to SABR-type models2019
- Author(s)
  竹原浩太
- Organizer
  The First SMU-TMU Joint-Workshop on Mathematical Finance and Financial Engineering
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K03433
[Presentation] SABR model expansion around zero correlation2018
- Author(s)
  Kohta Takehara
- Organizer
  Quantitative Methods in Finance
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K17087
[Presentation] Approximation for Time-Delayed SDEs2018
- Author(s)
  Kohta Takehara
- Organizer
  制御工学セミナー
- Data Source
  KAKENHI-PROJECT-15K17087
[Presentation] Approximation for Time-Delayed SDEs2017
- Author(s)
  Kohta Takehara
- Organizer
  ファイナンス経済セミナー
- Data Source
  KAKENHI-PROJECT-15K17087
[Presentation] An Asymptotic Expansion Approach around Non-Gaussian Distributions2017
- Author(s)
  Kohta Takehara
- Organizer
  丸の内QFセミナー
- Data Source
  KAKENHI-PROJECT-15K17087
[Presentation] SABR model expansion around zero correlation2017
- Author(s)
  Kohta Takehara
- Organizer
  ファイナンス経済セミナー
- Data Source
  KAKENHI-PROJECT-15K17087
[Presentation] An Asymptotic Expansion Approach around Non-Gaussian Distributions2016
- Author(s)
  竹原浩太
- Organizer
  第2回丸の内QFセミナー
- Place of Presentation
  首都大学東京丸の内キャンパス
- Year and Date
  2016-05-23
- Data Source
  KAKENHI-PROJECT-25242029
[Presentation] An Asymptotic Expansion Approach around Non-Gaussian Distributions2016
- Author(s)
  Kohta Takehara
- Organizer
  TMU Workshop on Financial Mathematics and Statistics 2016
- Place of Presentation
  秋葉原ダイビル
- Year and Date
  2016-11-29
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25242029
[Presentation] An Asymptotic Expansion Approach around Non-Gaussian Distributions2016
- Author(s)
  Kohta Takehara
- Organizer
  丸の内QFセミナー
- Place of Presentation
  首都大学東京
- Year and Date
  2016-05-23
- Data Source
  KAKENHI-PROJECT-15K17087
[Presentation] An Asymptotic Expansion Approach around Non-Gaussian Distributions2016
- Author(s)
  Kohta Takehara
- Organizer
  ファイナンス経済セミナー
- Place of Presentation
  東京，丸の内
- Year and Date
  2016-08-18
- Data Source
  KAKENHI-PROJECT-15K17087
[Presentation] 非正規分布を中心とする漸近展開法の応用2015
- Author(s)
  竹原浩太
- Organizer
  TMU 金融工学セミナー
- Place of Presentation
  首都大学秋葉原サテライトキャンパス（東京都・台東区）
- Year and Date
  2015-05-23
- Data Source
  KAKENHI-PROJECT-25242029
[Presentation] An Asymptotic Expansion Approach around Non-Gaussian Distributions2015
- Author(s)
  Kohta Takehara
- Organizer
  Quantitative Methods in Finance
- Place of Presentation
  Hilton Sydney, Australia
- Year and Date
  2015-12-17
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K17087
[Presentation] An Asymptotic Expansion Approach around Non-Gaussian Distributions2014
- Author(s)
  竹原浩太
- Organizer
  Quantitative Methods in Finance 2014
- Place of Presentation
  Hilton Hotel, Sydney,Australia
- Year and Date
  2014-12-17
- Data Source
  KAKENHI-PROJECT-25242029

1. YOSHISE Akiko (50234472)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
2. TAKAGI Hideaki (30260467)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
3. IKUINE Fumihiko (10377046)

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4. UEICHI Hideo (20334534)

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5. KURATA Hisashi (20508428)

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6. SHIGENO Maiko (40272687)

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7. MISUE Kazuo (50375424)

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8. ILIC Mika (60269214)

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9. ZHANG Yongbing (80242353)

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10. OKADA Yukihiko (80432053)

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11. YAMASHITA Keizo (00239964)

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12. KAWANO Satoru (90323295)

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13. OHSAWA Yoshiaki (50183760)

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14. SUMITA Ushio (10236044)

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15. OKADA Masahiro (70327667)

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16. HAYASHI Takaki (80420826)

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17. HACHIMORI Masayasu (00344862)

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18. Kobayashi Miki (10547011)

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19. 鈴木勉 (00282327)

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20. 秋山英三 (40317300)

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21. 宮川雅至 (50400627)

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22. 小市俊悟 (50513602)

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23. 渡辺俊 (60212320)

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24. 堤盛人 (70292886)

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25. 藤井さやか (70422194)

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26. 有田智一 (90344861)

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27. 田中健一 (90408724)

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28. 小林佑輔 (40581591)

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29. 櫻井一宏 (20581383)

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30. 安東弘泰 (20553770)

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31. SHIRAKAWA Yoko

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32. KURAMOCHI Ryoko

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33. NOTAKE Noriko

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Takehara Kouta 竹原 浩太

TAKEHARA Kota 竹原 浩太

Research Projects

Research Products

Co-Researchers

Analytical Evaluation for Derivatives on Forward-looking Interest Rates after cessation of LIBORPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Application of Asymptotic Expansion Methods to comparison among SABR-type modelsPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Controlling diffusion processes in stochastic systems through the time-delayed feedback method

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Researches on Asymptotic Expansion Approaches around Non-Gaussian DistributionsPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Theory and Experimental Study of Selecting, Consolidating, and Overhauling Aged Urban Infrastructures

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Comparative analysis of how e-WoM (e-Word-of Mouth) may affect performances of products and services on the Internet:U.S.A vs. Japan

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Medical Service Science in Regional Key Hospitals for Patients and Staff Satisfaction

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Research on Analytical Valuation for American OptionsPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Journal Article] マイナス金利モデルについて-金利デリバティブの視点から-2020

Author(s)

Journal Title

Data Source

[Journal Article] マイナス金利モデルについて―金利デリバティブの視点から―2020

Author(s)

Journal Title

Data Source

[Journal Article] 時間遅れフィードバック制御の確率システムへの応用2018

Author(s)

Journal Title

NAID

Data Source

[Journal Article] Time-delayed feedback control of diffusion in random walkers2017

Author(s)

Journal Title

DOI

Data Source

[Journal Article] A General Computation Scheme for a High-Order Asymptotic Expansion Method2012

Author(s)

Journal Title

Data Source

[Journal Article] A General Computation Scheme for a High-Order Asymptotic Expansion Method

Author(s)

Journal Title

Data Source

[Presentation] A Characteristic Function Approach to Options on Backward-looking RFRs2024

Takehara Kouta 竹原浩太

TAKEHARA Kota 竹原浩太