Quantum computing · Tensor networks

Rihito Sakurai

Research notes CV Google Scholar GitHub

Recent publications

• R. Sakurai, K. Miyamoto, T. Okubo, Tensor train representations of Greeks for Fourier-based pricing of multi-asset options

• K. Sakaue, H. Shinaoka, R. Sakurai, Adaptive sampling-based optimization of quantized tensor trains for noisy functions: applications to quantum simulations, SciPost Phys. 19, 038 (2025)

• K. Kinjo, R. Sakurai, T. Kishimoto, and J. Ohkubo, Permutation of Tensor-Train Cores for Computing moments on Stochastic Differential Equations, J. Phys. Soc. Jpn. 94, 084001 (2025)

• R. Sakurai, H. Takahashi, K. Miyamoto, Learning parameter dependence for Fourier-based option pricing with tensor trains, Mathematics 2025, 13(11), 1828

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Software & resources

1. QCMaterialNew — Quantum–classical hybrid algorithms for quantum impurity problems.

2. Dynamical Mean-Field Theory Calculation by IPT

3. Tensor train learning for derivative option pricing