Naoyuki Ishimura

12 papers Journal 10Unranked 2
YearRankTypeTitle / Venue / Authors
2023 J jnl
Remarks on a copula-based conditional value at risk for the portfolio problem.
Intell. Syst. Account. Finance Manag.
Andres Mauricio Molina Barreto, Naoyuki Ishimura
2022 J jnl
Long memory estimation in a non-Gaussian bivariate process.
Appl. Math. Comput.
Ledys Llasmin Salazar Gomez, Soledad Torres, Jozef Kiselák, Felix Fuders, Naoyuki Ishimura, Yasukazu Yoshizawa, Milan Stehlík
2018 J jnl
Evolution of multivariate copulas in continuous and discrete processes.
Intell. Syst. Account. Finance Manag.
Yasukazu Yoshizawa, Naoyuki Ishimura
2018 J jnl
Time evolutions of copulas and foreign exchange markets.
Inf. Sci.
Ivan Kupka, Jozef Kiselák, Naoyuki Ishimura, Yasukazu Yoshizawa, Ledys Salazar, Milan Stehlík
2016 — conf
Evolution of Copulas in Discrete Processes with Application to a Numerical Modeling of Dependence Relation Between Exchange Rates.
NAA
Naoyuki Ishimura, Yasukazu Yoshizawa
2011 J jnl
Evolution of bivariate copulas in discrete processes.
JSIAM Lett.
Yasukazu Yoshizawa, Naoyuki Ishimura
2011 J jnl
Traveling wave solutions to the nonlinear evolution equation for the risk preference.
JSIAM Lett.
Naoyuki Ishimura, Sakkakom Maneenop
2010 — conf
Numerical Solution of a Nonlinear Evolution Equation for the Risk Preference.
NMA
Naoyuki Ishimura, Miglena N. Koleva, Lubin G. Vulkov
2009 J jnl
A Note on the Optimal Portfolio Problem in Discrete Processes.
Kybernetika
Naoyuki Ishimura, Yuji Mita
2007 J jnl
Computational technique for treating the nonlinear Black-Scholes equation with the effect of transaction costs.
Kybernetika
Hitoshi Imai, Naoyuki Ishimura, Hideo Sakaguchi
2004 J jnl
On the Eguchi-Oki-Matsumura Equation for Phase Separation in One Space Dimension.
SIAM J. Math. Anal.
Takao Hanada, Naoyuki Ishimura, Masaaki Nakamura
2004 J jnl
Stable finite difference scheme for a model equation of phase separation.
Appl. Math. Comput.
Takao Hanada, Naoyuki Ishimura, Masaaki Nakamura