Projects per year
Personal profile
Campus career
経済学部経済経営学科 基幹教員
学部運営への参画状況・・・有-教授会
担当授業科目に係る状況・・・主要授業科目担当
学部運営への参画状況・・・有-教授会
担当授業科目に係る状況・・・主要授業科目担当
Education/Academic qualification
一橋大学大学院経済学研究科
2021/04/01 → 2023/11/30
一橋大学大学院経済学研究科
2017/04/01 → 2019/03/31
一橋大学
2013/04/01 → 2017/03/31
Fingerprint
Dive into the research topics where Riu Naito is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
- 2 Similar Profiles
Projects
- 2 Active
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深層学習を用いた偏微分方程式の新しい数値計算法
Naito, R. (Principal Investigator)
Japan Society for the Promotion of Science
2025/04/01 → 2030/03/31
Project: Research Project
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A new deep learning-based algorithm for stochastic control problems in finance
Naito, R. (Principal Investigator)
Japan Society for the Promotion of Science
2024/07/31 → 2026/03/31
Project: Research Project
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Asymptotic Expansion and Weak Approximation for a Stochastic Control Problem on Path Space
Translated title of the contribution :Asymptotic Expansion and Weak Approximation for a Stochastic Control Problem on Path Space Research output: Contribution to journal › Article › peer-review
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Asymptotic Expansion and Weak Approximation for a Stochastic Control Problem on Path Space
Kannari, M., Naito, R. & Yamada, T., 2024/02, In: Entropy. 26, 2, 119.Research output: Contribution to journal › Article › peer-review
Open Access -
Deep Kusuoka Approximation: High-Order Spatial Approximation for Solving High-Dimensional Kolmogorov Equations and Its Application to Finance
Naito, R. & Yamada, T., 2024/09, In: Computational Economics. 64, 3, p. 1443-1461 19 p.Research output: Contribution to journal › Article › peer-review
1 Scopus citations -
Pricing high-dimensional Bermudan options using deep learning and higher-order weak approximation
Naito, R. & Yamada, T., 2024/06, In: Journal of Computational Finance. 28, 1, p. 65-94 30 p.Research output: Contribution to journal › Article › peer-review
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Pricing high-dimensional Bermudan options using deep learning and high-order weak approximation
Naito, R. & Yamada, T., 2024, In: Journal of Computational Finance.Research output: Contribution to journal › Article › peer-review
Activities
- 9 Oral presentation
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Remark on expansion for utility indifference pricing problems
Kannari, M. (Speaker), Naito, R. (Speaker) & Yamada, T. (Speaker)
2024/03/05Activity: Talk or presentation › Oral presentation
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Neural network SDE simulator
Naito, R. (Speaker) & Yamada, T. (Speaker)
2024/02/18Activity: Talk or presentation › Oral presentation
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Deep Learning-Based Expansion Around Elliptic Diffusions
Naito, R. (Speaker) & Yamada, T. (Speaker)
2023/12/04Activity: Talk or presentation › Oral presentation
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New deep learning-based algorithms for high-dimensional Bermudan option pricing
Naito, R. (Speaker) & Yamada, T. (Speaker)
2023/08/24Activity: Talk or presentation › Oral presentation
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A deep learning-based efficient approximation for high-dimensional nonlinear PDEs : application to CVA computation
Naito, R. (Speaker)
2022/10/21Activity: Talk or presentation › Oral presentation