顔写真

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Miyamoto Koichi
宮本　幸一
Miyamoto Koichi
宮本　幸一
Institutional repository
Center for Quantum Information and Quantum Biology, Associate Professor

keyword Quantum Algorithm，Financial Engineering，Quantum Computer

Institutional repository

Research History 3

  1. 2021/01 - Present
    Osaka University

  2. 2018/01 - 2020/12
    みずほ第一フィナンシャルテクノロジー株式会社　金融工学第二部　シニアフィナンシャルエンジニア

  3. 2013/04 - 2017/12
    三菱UFJモルガン・スタンレー証券株式会社　フィナンシャルエンジニアリング部

Education 1

  1. The University of Tokyo　Graduate School of Science　Department of Physics

    2008/04 - 2013/03

Professional Memberships 2

  1. 日本物理学会

  2. 情報処理学会 量子ソフトウェア研究会

Research Areas 2

  1. Humanities & social sciences / Money and finance /

  2. Natural sciences / Mathematical physics and basic theory /

Papers 37

  1. Quantum algorithm for solving McKean-Vlasov stochastic differential equations

    Koichi Miyamoto

    arXiv:2507.10926　2025/07

  2. Tensor train representations of Greeks for Fourier-based pricing of multi-asset options

    Rihito Sakurai, Koichi Miyamoto, Tsuyoshi Okubo

    arXiv:2507.08482　2025/07

  3. Improved quantum algorithm for calculating eigenvalues of differential operators and its application to estimating the decay rate of the perturbation distribution tail in stochastic inflation

    Koichi Miyamoto, Yuichiro Tada

    Physical Review Research　Vol. 7　No. 2　2025/06/11　Research paper (scientific journal)

    Publisher: American Physical Society (APS)

  4. Learning parameter dependence for Fourier-based option pricing with tensor networks

    Rihito Sakurai, Haruto Takahashi, Koichi Miyamoto

    Mathematics　Vol. 13　No. 11　2025/05　Research paper (scientific journal)

  5. Dividing quantum circuits for the time evolution of stochastic processes by orthogonal-series-density estimation

    Koichi Miyamoto

    Physical Review A　Vol. 111　No. 4　2025/04/25　Research paper (scientific journal)

    Publisher: American Physical Society (APS)

  6. Quantum algorithm for collisionless Boltzmann simulation of self-gravitating systems

    Soichiro Yamazaki, Fumio Uchida, Kotaro Fujisawa, Koichi Miyamoto, Naoki Yoshida

    Computers & Fluids　Vol. 288　2025/02　Research paper (scientific journal)

    Publisher: Elsevier BV

  7. Quantum simulation of Burgers turbulence: Nonlinear transformation and direct evaluation of statistical quantities

    Fumio Uchida, Koichi Miyamoto, Soichiro Yamazaki, Kotaro Fujisawa, Naoki Yoshida

    arXiv:2412.17206　2024/12

  8. Application of quantum Monte Carlo integration to Markovian backward stochastic differential equations

    Masato Fujita, Koichi Miyamoto, Jun Sekine

    JSIAM Letters　Vol. 16　p. 105-108　2024/12　Research paper (scientific journal)

    Publisher: The Japan Society for Industrial and Applied Mathematics

  9. Quantum Algorithm for Copula-Based Risk Aggregation using Orthogonal Series Density Estimation

    Hitomi Mori, Koichi Miyamoto

    2024 IEEE International Conference on Quantum Computing and Engineering (QCE)　p. 322-330　2024/09/15　Research paper (international conference proceedings)

    Publisher: IEEE

  10. On the bias in iterative quantum amplitude estimation

    Koichi Miyamoto

    EPJ Quantum Technology　Vol. 11　2024/06/25　Research paper (scientific journal)

    Publisher: Springer Science and Business Media LLC

  11. Current numbers of qubits and their uses

    Tsubasa Ichikawa, Hideaki Hakoshima, Koji Inui, Kosuke Ito, Ryo Matsuda, Kosuke Mitarai, Koichi Miyamoto, Wataru Mizukami, Kaoru Mizuta, Toshio Mori, Yuichiro Nakano, Akimoto Nakayama, Ken N. Okada, Takanori Sugimoto, Souichi Takahira, Nayuta Takemori, Satoyuki Tsukano, Hiroshi Ueda, Ryo Watanabe, Yuichiro Yoshida, Keisuke Fujii

    Nature Reviews Physics　2024/05/31　Research paper (scientific journal)

    Publisher: Springer Science and Business Media LLC

  12. Quantum algorithm for the Vlasov simulation of the large-scale structure formation with massive neutrinos

    Koichi Miyamoto, Soichiro Yamazaki, Fumio Uchida, Kotaro Fujisawa, Naoki Yoshida

    Physical Review Research　Vol. 6　No. 1　2024/02/26　Research paper (scientific journal)

    Publisher: American Physical Society (APS)

  13. Time series generation for option pricing on quantum computers using tensor network

    Nozomu Kobayashi, Yoshiyuki Suimon, Koichi Miyamoto

    arXiv:2402.17148　2024/02

  14. The cross-sectional stock return predictions via quantum neural network and tensor network

    Nozomu Kobayashi, Yoshiyuki Suimon, Koichi Miyamoto, Kosuke Mitarai

    Quantum Machine Intelligence　Vol. 5　2023/12　Research paper (scientific journal)

  15. Quantum Metropolis-Hastings algorithm with the target distribution calculated by quantum Monte Carlo integration

    Koichi Miyamoto

    Physical Review Research　Vol. 5　No. 3　2023/07/28　Research paper (scientific journal)

    Publisher: American Physical Society (APS)

  16. Quantum Algorithm for Position Weight Matrix Matching

    Koichi Miyamoto, Naoki Yamamoto, Yasubumi Sakakibara

    IEEE Transactions on Quantum Engineering　Vol. 4　p. 1-14　2023/07/10　Research paper (scientific journal)

    Publisher: Institute of Electrical and Electronics Engineers (IEEE)

  17. Extracting a function encoded in amplitudes of a quantum state by tensor network and orthogonal function expansion

    Koichi Miyamoto, Hiroshi Ueda

    Quantum Information Processing　Vol. 22　No. 6　2023/06/07　Research paper (scientific journal)

    Publisher: Springer Science and Business Media LLC

  18. Pricing multi-asset derivatives by variational quantum algorithms

    Kenji Kubo, Koichi Miyamoto, Kosuke Mitarai, Keisuke Fujii

    IEEE Transactions on Quantum Engineering　Vol. 4　p. 1-17　2023/04/28　Research paper (scientific journal)

    Publisher: Institute of Electrical and Electronics Engineers (IEEE)

  19. Quantum algorithm for calculating risk contributions in a credit portfolio

    Koichi Miyamoto

    EPJ Quantum Technology　Vol. 9　2022/11　Research paper (scientific journal)

  20. Gravitational wave matched filtering by quantum Monte Carlo integration and quantum amplitude amplification

    Koichi Miyamoto, Gonzalo Morrás, Takahiro S. Yamamoto, Sachiko Kuroyanagi, Savvas Nesseris

    Physical Review Research　Vol. 4　No. 3　2022/08/26　Research paper (scientific journal)

    Publisher: American Physical Society (APS)

  21. Quantum algorithms for numerical differentiation of expected values with respect to parameters

    Koichi Miyamoto

    Quantum Information Processing　Vol. 21　2022/03　Research paper (scientific journal)

  22. Quantum Pricing with a Smile: Implementation of Local Volatility Model on Quantum Computer

    Kazuya Kaneko, Koichi Miyamoto, Naoyuki Takeda, Kazuyoshi Yoshino

    EPJ Quantum Technology　Vol. 9　2022/02/12　Research paper (scientific journal)

  23. Bermudan option pricing by quantum amplitude estimation and Chebyshev interpolation

    Koichi Miyamoto

    EPJ Quantum Technology　Vol. 9　2022/02　Research paper (scientific journal)

  24. Pricing multi-asset derivatives by finite difference method on a quantum computer

    Koichi Miyamoto, Kenji Kubo

    IEEE Transactions on Quantum Engineering　Vol. 3　2022/01　Research paper (scientific journal)

  25. Linear regression by quantum amplitude estimation and its extension to convex optimization

    Kazuya Kaneko, Koichi Miyamoto, Naoyuki Takeda, Kazuyoshi Yoshino

    Physical Review A　Vol. 104　No. 2　2021/08/25　Research paper (scientific journal)

    Publisher: American Physical Society (APS)

  26. Quantum Speedup of Monte Carlo Integration with respect to the Number of Dimensions and its Application to Finance

    Kazuya Kaneko, Koichi Miyamoto, Naoyuki Takeda, Kazuyoshi Yoshino

    Quantum Information Processing　Vol. 20　2021/05/21　Research paper (scientific journal)

  27. Reduction of Qubits in Quantum Algorithm for Monte Carlo Simulation by Pseudo-random Number Generator

    Koichi Miyamoto, Kenji Shiohara

    Physical Review A　Vol. 102　No. 2　2019/11/28　Research paper (scientific journal)

    Publisher: American Physical Society (APS)

  28. CMB distortion anisotropies due to the decay of primordial magnetic fields

    Koichi Miyamoto, Toyokazu Sekiguchi, Hiroyuki Tashiro, Shuichiro Yokoyama

    PHYSICAL REVIEW D　Vol. 89　No. 6　2014/03　Research paper (scientific journal)

  29. Cosmological and astrophysical constraints on superconducting cosmic strings

    Koichi Miyamoto, Kazunori Nakayama

    Journal of Cosmology and Astroparticle Physics　Vol. 2013　No. 07　p. 012-012　2013/07/08　Research paper (scientific journal)

    Publisher: IOP Publishing

  30. Forecast constraints on cosmic strings from future CMB, pulsar timing, and gravitational wave direct detection experiments

    Sachiko Kuroyanagi, Koichi Miyamoto, Toyokazu Sekiguchi, Keitaro Takahashi, Joseph Silk

    Physical Review D　Vol. 87　No. 2　2013/01/24　Research paper (scientific journal)

    Publisher: American Physical Society (APS)

  31. Non-Gaussian isocurvature perturbations in dark radiation

    Etsuko Kawakami, Masahiro Kawasaki, Koichi Miyamoto, Kazunori Nakayama, Toyokazu Sekiguchi

    Journal of Cosmology and Astroparticle Physics　Vol. 2012　No. 07　p. 037-037　2012/07/19　Research paper (scientific journal)

    Publisher: IOP Publishing

  32. Forecast constraints on cosmic string parameters from gravitational wave direct detection experiments

    Sachiko Kuroyanagi, Koichi Miyamoto, Toyokazu Sekiguchi, Keitaro Takahashi, Joseph Silk

    Physical Review D　Vol. 86　No. 2　2012/07/03　Research paper (scientific journal)

    Publisher: American Physical Society (APS)

  33. Isocurvature perturbations in extra radiation

    Toyokakzu Sekiguchi, Etsuko Kawakami, Masahiro Kawasaki, Koich Miyamoto, Kazunori Nakayama

    Journal of Cosmology and Astroparticle Physics　Vol. 2012　No. 02　p. 022-022　2012/02/16　Research paper (scientific journal)

    Publisher: IOP Publishing

  34. Cosmological effects of decaying cosmic string loops with TeV scale width

    Masahiro Kawasaki, Koichi Miyamoto, Kazunori Nakayama

    2011/05/23

  35. Kähler moduli double inflation

    Masahiro Kawasaki, Koichi Miyamoto

    Journal of Cosmology and Astroparticle Physics　Vol. 2011　No. 02　p. 004-004　2011/02/02　Research paper (scientific journal)

    Publisher: IOP Publishing

  36. B-mode polarization induced by gravitational waves from kinks on infinite cosmic strings

    Masahiro Kawasaki, Koichi Miyamoto, Kazunori Nakayama

    Physical Review D　Vol. 82　No. 10　2010/11/03　Research paper (scientific journal)

    Publisher: American Physical Society (APS)

  37. Gravitational waves from kinks on infinite cosmic strings

    Masahiro Kawasaki, Koichi Miyamoto, Kazunori Nakayama

    Physical Review D - Particles, Fields, Gravitation and Cosmology　Vol. 81　No. 10　2010/05/19　Research paper (scientific journal)

Presentations 41

  1. Improved quantum algorithm for calculating eigenvalues of differential operators and its application to estimating the decay rate of the perturbation distribution tail in stochastic inflation

    Koichi Miyamoto

    Quantum Innovation 2025　2025/07/30

  2. Improved quantum algorithm for calculating eigenvalues of differential operators and its application to estimating the decay rate of the perturbation distribution tail in stochastic inflation

    Koichi Miyamoto

    QI2025 Satellite Workshop on Practical Quantum Computing　2025/07/25

  3. Improved quantum algorithm for calculating eigenvalues of differential operators and its application to estimating the decay rate of the perturbation distribution tail in stochastic inflation

    Koichi Miyamoto

    第15回量子ソフトウェア研究発表会　2025/06/26

  4. Quantum computing for stochastic inflation: calculating eigenvalues of differential operators and estimating the decay rate of the perturbation distribution tail

    Koichi Miyamoto

    The Frontier of Particle Physics. Exploring Muons, Quantum Science and the Cosmos　2025/06/19

  5. Improved quantum algorithm for calculating eigenvalues of differential operators and its application to estimating the decay rate of the perturbation distribution tail in stochastic inflation

    Koichi Miyamoto

    High Energy Physics in the Quantum Era　2024/12/03

  6. 量子コンピューティングのファイナンスへの応用：モンテカルロシミュレーションを中心に

    宮本幸一

    2024年度中之島ワークショップ 金融工学・数理計量ファイナンスの諸問題 2024　2024/11/29

  7. Dividing quantum circuits for time evolution of stochastic processes by orthogonal series density estimation

    Koichi Miyamoto

    第13回量子ソフトウェア研究発表会　2024/10/29

  8. 量子アルゴリズムの金融における応用

    宮本幸一

    ムーンショット目標6 ミニシンポジウム2024 量子コンピュータは、未来をどう変えうるか ～FTQCとそこに至る過程で期待されるアプリケーション～　2024/10/01

  9. 量子アルゴリズムの宇宙論への応用

    宮本幸一

    第13回 観測的宇宙論ワークショップ　2024/09/24

  10. Quantum algorithm for the Vlasov simulation of the large-scale structure formation with massive neutrinos

    Koichi Miyamoto, Soichiro Yamazaki, Fumio Uchida, Kotaro Fujisawa, Naoki Yoshida

    IEEE International Conference on Quantum Computing and Engineering (QCE) 2024: Workshop "Quantum Computing for Natural Sciences: Technology and Applications"　2024/09/17

  11. On the bias in iterative quantum amplitude estimation

    Koichi Miyamoto

    第12回量子ソフトウェア研究発表会　2024/06/28

  12. 生命科学におけるパターンマッチングへの量子コンピューティングの応用

    宮本幸一

    量子生命科学会 第６回大会　2024/05/31

  13. ボルツマン方程式求解の量子アルゴリズム：宇宙大規模構造形成シミュレーションを例に

    宮本幸一

    第1回 Quantum CAE研究会　2024/05/09

  14. Quantum algorithm for the Vlasov simulation of the large-scale structure formation with massive neutrinos

    Koichi Miyamoto, Soichiro Yamazaki, Fumio Uchida, Kotaro Fujisawa, Naoki Yoshida

    2024/03/28

  15. Quantum algorithm for the Vlasov simulation of the large-scale structure formation with massive neutrinos

    2024/03/11

  16. Quantum Metropolis-Hastings algorithm with the target distribution calculated by quantum Monte Carlo integration

    Koichi Miyamoto

    Quantum Techniques in Machine Learning 2023　2023/11/24

  17. Quantum Metropolis-Hastings algorithm with the target distribution calculated by quantum Monte Carlo integration

    Koichi Miyamoto

    QUANTUM INNOVATION 2023　2023/11/16

  18. Quantum Algorithms for Pricing Multi-asset Derivatives Based on the Finite Difference Method with the Focus on the Read-out Problem

    Koichi Miyamoto

    IEEE International Conference on Quantum Computing and Engineering (QCE) 2023: Workshop "Quantum Algorithms for Financial Applications"　2023/09/22

  19. Quantum algorithms to search patterns in data: from gravitational waves to DNA

    Koichi Miyamoto

    IEEE International Conference on Quantum Computing and Engineering (QCE) 2023: Workshop "Quantum Computing for Natural Sciences: Technology and Applications"　2023/09/20

  20. Quantum Metropolis-Hastings algorithm with the target distribution calculated by quantum Monte Carlo integration

    Koichi Miyamoto

    2023/06/29

  21. Application of quantum computing to gravitational wave astronomy

    Koichi Miyamoto

    i-LINK workshop on observational cosmology　2023/06/07

  22. Quantum algorithm for position weight matrix matching

    Koichi Miyamoto, Naoki Yamamoto, Yasubumi Sakakibara

    2023/03/14

  23. Pricing multi-asset derivatives by finite difference method on a quantum computer

    Koichi Miyamoto, Kenji Kubo, Kosuke Mitarai, Keisuke Fujii

    Quantum Techniques in Machine Learning 2022　2022/11/11

  24. Extracting a function encoded in amplitudes of a quantum state by tensor network and orthogonal function expansion

    2022/10/27

  25. Gravitational wave matched filtering by quantum Monte Carlo integration and quantum amplitude amplification

    Koichi Miyamoto

    QCE22　2022/09/19

  26. Gravitational wave matched filtering by quantum Monte Carlo integration and quantum amplitude amplification

    Koichi Miyamoto, Gonzalo Morras, Takahiro S. Yamamoto, Sachiko Kuroyanagi, Savvas Nesseris

    2022/09/07

  27. Toward the Broad;Quantum Advantage in Finance

    2022/07/14

  28. Gravitational wave matched filtering by quantum Monte Carlo integration and quantum amplitude amplification

    Koichi Miyamoto, Gonzalo Morrás, Takahiro S. Yamamoto, Sachiko Kuroyanagi, Savvas Nesseris

    2022/07/07

  29. Pricing multi-asset derivatives by finite difference method on a quantum computer

    宮本幸一

    量子ソフトウェア研究会第五回研究発表会　2022/03/25

  30. Pricing Multi-asset Derivatives by Finite Difference Method on a Quantum Computer

    2022/02/19

  31. Linear Regression by Quantum Amplitude Estimation and its Extension to Convex Optimization

    Koichi Miyamoto

    Quantum Techniques in Machine Learning 2021　2021/11/08

  32. Quantum Algorithms for Monte Carlo Integration using Pseudo-random Numbers

    QCE21　2021/10/20

  33. Linear Regression by Quantum Amplitude Estimation and its Extension to Convex Optimization

    2021/10/14

  34. Quantum Speedup of Monte Carlo Integration with respect to the Number of Dimensions and its Application to Finance

    宮本幸一

    量子ソフトウェア研究会第二回研究発表会　2021/03/29

  35. Quantum Pricing with a Smile: Implementation of Local Volatility Model on Quantum Computer

    2021/02/21

  36. Quantum Pricing with a Smile: Implementation of Local Volatility Model on Quantum Computer

    24th Annual Conference on Quantum Information Processing (QIP2021)　2021/02/02

  37. Quantum Pricing with a Smile: Implementation of Local Volatility Model on Quantum Computer

    量子ソフトウェア研究会第一回研究発表会　2020/10/16

  38. 量子コンピューティングの金融実務への応用

    東京ファイナンスフォーラム第18回研究会　2020/07

  39. Reduction of Qubits in Quantum Algorithm for Monte Carlo Simulation by Pseudo-random Number Generator

    KQCC Seminar　2020/06

  40. 量子コンピュータによるモンテカルロシミュレーションにおける量子ビット数の疑似乱数生成器を用いた削減―ファイナンスへの応用に向けて―

    日本ファイナンス学会第２８回大会　2020/06

  41. Reduction of Qubits in Quantum Algorithm for Monte Carlo Simulation by Pseudo-random Number Generator

    分野横断ワークショップ「量子コンピュータ研究開発の現在とこれから-量子ビットからソフトウェア・アプリケーションまで-」　2020/01

Institutional Repository 3

Content Published in the University of Osaka Institutional Repository (OUKA)

  1. Dividing quantum circuits for the time evolution of stochastic processes by orthogonal-series-density estimation

    Miyamoto Koichi

    Physical Review A　Vol. 111　2025/04/25

  2. On the bias in iterative quantum amplitude estimation

    Miyamoto Koichi

    EPJ Quantum Technology　Vol. 11　No. 1　2024/06/25

  3. Quantum algorithm for the Vlasov simulation of the large-scale structure formation with massive neutrinos

    Miyamoto Koichi, Yamazaki Soichiro, Uchida Fumio, Fujisawa Kotaro, Yoshida Naoki

    Physical Review Research　Vol. 6　No. 1　2024/02/26