Graduate School of Business Administration
Yuji Shinozaki
Affiliation
/ Position		 Graduate School of Business Administration / Associate Professor
Name Yuji Shinozaki
Homepage https://sites.google.com/site/sinozakiyuji/homepage-of-shinozaki-yuji?authuser=0
E-Mail

Education

Degree
Degree : Ph.D (Tokyo Institute of Technology)
Year : 2018.9
Education
Tokyo Institute of Technology
Graduate School of Innovation Management
Year : 2018.9
Tokyo Institute of Technology
Graduate School of Innovation Management
技術経営専攻
Year : 2013.3
Nagoya University
School of Science
Department of Mathematics
Year : 2010.3

Research Areas

Research Areas
Keywords : Mathematical Finance, Higher-order Discretization Method, Stochastic Differential Equations, Malliavin Calculus, quasi-Monte Carlo Method, Deep learning, Rough path theory
Research Areas : Informatics / Computational science, Natural Science / Applied mathematics and statistics, Humanities & Social Sciences / Money and finance

Research History

2013.4 - 2018.10 Corporate Risk Management Division / Global Market Planning Division, MUFG bank
2018.12 - 2020.10 Quant, SMBC Nikko Securities Inc
2019.4 - 2025.3 Part-Time Lecturer, School of Science, Tokyo Institute of Technology
2020.11 - 2024.3 Financial System research division/Economic and Financial studies division, Bank of Japan
2024.4 - 2025.3 Department of Mathematical Engineering, Faculty of Engineering, Musashino University
2025.4 - Associate Professor, Graduate School of Business Administration, Hitotsubashi University
2025.4 - Part-time Assistant Professor, Faculty of Engineering Department of Mathematical Engineering, Musashino University
2025.4 - Part-time Assistant Professor, 理学院 数学系, Institute of Science Tokyo
2025.4 - Part-time Assistant Professor, 情報理工院 数理・計算科学系, Institute of Science Tokyo
2025.4 - 理学研究科 数理科学専攻, Tokyo Metropolitan University

Academic Society Affiliations

No. Institute Name
1. Nippon Finance Association
2. Mathematical society of japan
3. The Japan Society for Industrial and Applied Mathematics

Committee Memberships

No. Committee Group Year
1. Organizing Committee Member of the JSIAM Young Researchers’ Group The Japan Society for Industrial and Applied Mathematics 2025.4
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