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pro vyhledávání: '"KUBO, Kenji"'
Pricing a multi-asset derivative is an important problem in financial engineering, both theoretically and practically. Although it is suitable to numerically solve partial differential equations to calculate the prices of certain types of derivatives
Externí odkaz:
http://arxiv.org/abs/2207.01277
Quantum kernel method is one of the key approaches to quantum machine learning, which has the advantages that it does not require optimization and has theoretical simplicity. By virtue of these properties, several experimental demonstrations and disc
Externí odkaz:
http://arxiv.org/abs/2111.02951
Autor:
Miyamoto, Koichi, Kubo, Kenji
Following the recent great advance of quantum computing technology, there are growing interests in its applications to industries, including finance. In this paper, we focus on derivative pricing based on solving the Black-Scholes partial differentia
Externí odkaz:
http://arxiv.org/abs/2109.12896
Publikováno v:
Phys. Rev. A 103, 052425 (2021)
Stochastic differential equations (SDEs), which models uncertain phenomena as the time evolution of random variables, are exploited in various fields of natural and social sciences such as finance. Since SDEs rarely admit analytical solutions and mus
Externí odkaz:
http://arxiv.org/abs/2012.04429
Publikováno v:
In Finance Research Letters May 2023 53
Autor:
Someko, Hidehiro, Okazaki, Yuji, Tsujimoto, Yasushi, Ishikane, Masahiro, Kubo, Kenji, Kakehashi, Tomoki
Publikováno v:
In Clinical Microbiology and Infection March 2023 29(3):310-319
Publikováno v:
In International Journal of Infectious Diseases December 2022 125:1-9
Autor:
Kubo, Kenji, Watanabe, Hikaru, Kumeta, Hiroyuki, Aizawa, Tomoyasu, Seki, Chigusa, Nakano, Hiroto, Tokuraku, Kiyotaka, Uwai, Koji
Publikováno v:
In Bioorganic & Medicinal Chemistry 15 August 2022 68
Autor:
Kubo, Kenji, Sakuraya, Masaaki, Sugimoto, Hiroshi, Takahashi, Nozomi, Kano, Ken-ichi, Yoshimura, Jumpei, Egi, Moritoki, Kondo, Yutaka
Publikováno v:
Critical Care Medicine; Oct2024, Vol. 52 Issue 10, pe522-e534, 13p
Autor:
Kubo, Kenji, Morinari, Takao
Publikováno v:
J. Phys. Soc. Jpn. 83 (2014) 033702
We investigate the spin-ordered states in multilayer massless Dirac fermion systems under magnetic fields, in which the intralayer interaction is ferromagnetic owing to the exchange interaction, while the interlayer interaction is antiferromagnetic a
Externí odkaz:
http://arxiv.org/abs/1406.7109