論文

• Syoiti NINOMIYA, Yuji SHINOZAKI. Higher-order Discretization Methods of Forward-backward SDEs Using KLNV-scheme and Their Applications to XVA Pricing, Applied Mathematical Finance, Vol. 26, Issue 3, pp. 257--292, July 2019.  公式リンク  
  
• Mariko Ninomiya, Syoiti Ninomiya. A new higher-order weak approximation scheme of stochastic differential equations and the Runge-Kutta method, Finance and Stochastics, Springer Verlag, Vol. 13, No. 3, pp. 415--443, Sept. 2009.  公式リンク  
  
• Syoiti Ninomiya, Nicolas Victoir. Weak approximation of stochastic differential equations and application to derivative pricing, Applied Mathematical Finance, Routledge, Vol. 15, No. 2, pp. 107--121, Apr. 2008.
• syoiti ninomiya. A new simulation scheme of diffusion processes: application of the Kusuoka approximation fo finance problems, Mathematics and Computers in Simulation, Elsevier Ltd., Vol. 62/3, No. 6, pp. 479--486, Mar. 2003.
• syoiti ninomiya. A partial sampling method applied to the Kusuoka approximation, Monte Carlo Methods and Applications, Vol. 9, No. 1, pp. 27--38, Jan. 2003.
• Fujita Takahiko, Ito Shunji, Ninomiya Syoiti. The generalized van der Corput sequence and its application to numerical integration, Monte Carlo Methods and Applications, Vol. 8, No. 2, pp. 149--158, June 2002.  公式リンク  
  
• Takahiko Fujita Shunji Ito Syoiti Ninomiya. Symbolical and geometrical characterizations of Kronecker sequences by using the accelerated Brun algorithm, Journal of Mathematical Sciences, The University of Tokyo, Vol. 7, No. 2, pp. 163--193, 2000.
• Akira Tajima, Shu Tezuka, Syoiti Ninomiya. Analysis of the anomaly of ran1() generator in Monte Carlo Pricing of Financial Derivatives, Journal of the Operating Research Society of Japan, The Operations Research Society of Japan, Vol. 41, No. 3, pp. 387--397, Sept. 1998.
• syoiti ninomiya. Constructing a new class of low-discrepancy sequences by using the beta-adic transformations, Mathematics and Computers in Simulation, Elsevier Science B.V., Vol. 47, No. 2-5, pp. 405--420, Aug. 1998.
• syoiti ninomiya. On the discrepancy of the beta-adic van der Corput sequences, Journal of Mathematical Sciences, The University of Tokyo, Graduate School of Mathematical Sciences, The University of Tokyo, Vol. 5, No. 2, pp. 345--366, 1998.  公式リンク  公式リンク  
  
• Syoiti Ninomiya Shu Tezuka. Toward real-time pricing of complex financial derivatives, Applied Mathematical Finance, Vol. 3, No. 1, pp. 1--20, July 1996.  公式リンク  
  
• syoiti ninomiya. Fourier--Sato Transformation of pure sheaves, Journal of The Faculty of Science, The University of Tokyo Sec. IA, University of Tokyo. Faculty of Science, Vol. 38, No. 1, pp. 185-207, Mar. 1991.

国際会議発表 (査読有り)

• syoiti ninomiya, yuming ma. New deep learning machine architecture based on higher-order weak approximation algorithms for SDEs, Conference on Modern Topics in Stochastic Analysis and Applications in honour of Terry Lyons’ 70th birthday, Apr. 2024.
• Syoiti Ninomiya, Yuji Shinozaki. Practical high-order recombination algorithms for weak approximation of stochastic differential equations : Recursive patch dividing and its effects to singularities of terminal conditions, ICIAM 2023 Tokyo (10th International Congress on Industrial and Applied Mathematics), Aug. 2023.
• syoiti ninomiya, yuming ma. New deep NN architecture using higher-order weak approximation, ICIAM 2023 Tokyo (10th International Congress on Industrial and Applied Mathematics), Aug. 2023.
• Syoiti Ninomiya, Yuji Shinozaki. Patch dividing algorithms for high-order recombination and its application to weak approximations of stochastic differential equations, Workshop on Probabilistic methods, Signatures, Cubature and Geometry, Jan. 2023.
• syoiti ninomiya. Applications of Low-discrepancy sequences in practice, Motives, related topics, applications, 2007.
• syoiti ninomiya. A new simulation method of diffusion processes applied to finance, Stochastic Processes and Applications to Mathematical Finance 2003, Stochastic processes and application to mathematical finance, Proceedings of the Ritsumeikan International Symposium, July 2004.
• syoiti ninomiya. Partial sampling problem in the Kusuoka approximation, 5th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, 2002.
• syoiti ninomiya. Constructing a new class of low-discrepancy sequences by using an ergodic transformation, IMACS Seminar on Monte Carlo Methods, Elsevier Science B.V., Vol. 47, pp. 405--420, Aug. 1998.
• syoiti ninomiya. On the discrepancy of β-adic van der Corput sequences, XIV. Austrian Congress of Mathematics, 1997.

国際会議発表 (査読なし・不明)

• Mariko Ninomiya, Syoiti Ninomiya, Shigeo Kusuoka. Pricing barrier options by higher order discretization methods, The Fourth Asian Quantitative Finance Conference, Feb. 2016.
• syoiti ninomiya, Yusuke Kubo. A new semi-closed form solutions to some financial problems: a note on Bayer-Friz-Loeffen’s work’, Rough Paths and PDEs, 2012.
• syoiti ninomiya. QMC and Higher order methods for SDEs, Workshop for Quasi-Monte Carlo and Pseudo Random Number Generation, 2012.
• syoiti ninomiya. On the higher-order weak approximation of SDEs, The third workshop on numerical methods for solving the filtering problem and high order methods for solving parabolic PDEs, 2012.
• Shigeo Kusuoka, Mariko Ninomiya, Syoiti Ninomiya. Higher-order weak approximation algorithms for SDEs: Some trials on barrier option problem and higher order algorithms, Stochastic PDEs, 2011.
• syoiti ninomiya, mariko ninomiya. A higher-order weak approximation method of SDEs and the Runge--Kutta method, Conference on small time asymptotics, perturbation theory and heat kernel methods in mathematical finance,, 2009.
• syoiti ninomiya, mariko ninomiya. On an extension of a higher-order weak approximation method for SDEs, Workshop on numerical methods for solving the filtering problem and high order methods for solving parabolic PDEs, 2009.
• syoiti ninomiya, mariko ninomiya. A higher-order weak approximation method of SDEs., Computational Finance, 2009.
• syoiti ninomiya. Uniformly distributed sequences and their applications, Ergodic theory and its applications, 2007.
• syoiti ninomiya. On the algorithms for the Kusuoka scheme', The International Conference on Mathematical Finance and its Applications, 2006.
• syoiti ninomiya. Kusuoka's simulation scheme applied to finance problems, Satellite Conference of International Congress of Mathematics 2002, The 3rd. Colloquium on Backward Stochastic Differential Equations, Finance and Applications, 2002.
• syoiti ninomiya. Partial sampling methods applied to the Kusuoka approximation, WORKSHOP ON RANDOM NUMBER GENERATORS AND HIGHLY UNIFORM POINT SETS, 2002.
• syoiti ninomiya. Generalized van der Corput sequence and its application to Numerical Integration, Monte Carlo and Quasi-Monte Carlo Methods 2000, 2000.
• syoiti ninomiya. Kronecker sequences, accelerated Brun's alghorithm, and stepped surfaces, The 2nd. IMACS Seminar on Monte Carlo Methods, 1999.

国内会議発表 (査読なし・不明)

• チョウ イ, 中田和秀, 二宮祥一, 張志鋒:. 準モンテカルロ法を用いた平均回帰金利に基づく多期間ポートフォリオ最適化, 日本オペレーションズ・リサーチ学会 2018 年秋季研究発表会, Sept. 2018.
• 二宮 祥一, 小澤 昂. 楠岡近似の構成方法のある応用について, 確率解析とその応用, July 2018.
• Mariko Ninomiya, Syoiti Ninomiya, Shigeo Kusuoka. Application of the Kusuoka Approximation to pricing barrier options, The 47th ISCIE International Symposium on Stochastic Systems Theory and Its Applications, Dec. 2015.
• 二宮祥一. Estimating the lead/lag between asset price processes -- a new approach (1), 金融リスクの計測・管理・制御と資本市場に纏わる諸問題, Mar. 2014.
• 二宮祥一. 楠岡近似に現われる確率変数族の構成について, 第三回数理ファイナンス合宿型セミナー, Jan. 2014.
• 二宮 真理子, 二宮 祥一. 確率微分方程式の楠岡近似を実現するソフトウェアライブラリ, 情報化ネットワーク 社会に向けた高度な専門的数理技術ライブラリの研究と開発, 2012.
• 二宮祥一. 確率微分方程式の新しい弱近似法: 楠岡近似とそれを実現するアルゴリズム, 計算による数理科学の展開 2009, 2009.
• 二宮祥一. 楠岡近似のアルゴリズムについて, ファイナンスのための数理ワークショップ, 2008.
• 二宮祥一. Kusuoka Scheme: A new weak approximation methods of diffusion processes, 金融工学・数理計量ファイナンスの諸問題 2008, 2008.

その他の論文・著書など

• 二宮 祥一. 確率論的手法による確率微分方程式の高次弱近似法について, 応用数理, 日本応用数理学会, Vol. 30, No. 4, pp. 152-159, Dec. 2020.
• 二宮祥一. 金融の現場におけるシミュレーション, 計測と制御, Vol. 39, No. 7, pp. 431--434, July 2000.
• 二宮祥一. デリバティブってなに?, 電子情報通信学会会誌, Vol. 83, pp. 751--755, 2000.
• 二宮 祥一 田島玲 水田秀行. 金融リスク管理におけるITの最前線, 情報処理, Vol. 39, No. 8, pp. 794--799, Aug. 1998.  公式リンク  
  

学位論文

• 一様分布列の食い違い量および低食い違い量列の力学系的特徴付,  本文,  博士(数理科学),  東京大学,  1999/03/31, 

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