Naoyuki Ishimura

Publication Activity (10 Years)

Years Active: 2004-2023
Publications (10 Years): 5

Top Topics

Dependence Structure

Discrete Geometry

Top Venues

Intell. Syst. Account. Finance Manag.

Appl. Math. Comput.

Publications

Andres Mauricio Molina Barreto, Naoyuki Ishimura
Remarks on a copula-based conditional value at risk for the portfolio problem. Intell. Syst. Account. Finance Manag. 30 (3) (2023)
Ledys Llasmin Salazar Gomez, Soledad Torres, Jozef Kiselák, Felix Fuders, Naoyuki Ishimura, Yasukazu Yoshizawa, Milan Stehlík
Long memory estimation in a non-Gaussian bivariate process. Appl. Math. Comput. 420 (2022)
Yasukazu Yoshizawa, Naoyuki Ishimura
Evolution of multivariate copulas in continuous and discrete processes. Intell. Syst. Account. Finance Manag. 25 (1) (2018)
Ivan Kupka, Jozef Kiselák, Naoyuki Ishimura, Yasukazu Yoshizawa, Ledys Salazar, Milan Stehlík
Time evolutions of copulas and foreign exchange markets. Inf. Sci. 467 (2018)
Naoyuki Ishimura, Yasukazu Yoshizawa
Evolution of Copulas in Discrete Processes with Application to a Numerical Modeling of Dependence Relation Between Exchange Rates. NAA (2016)
Naoyuki Ishimura, Sakkakom Maneenop
Traveling wave solutions to the nonlinear evolution equation for the risk preference. JSIAM Lett. 3 (2011)
Yasukazu Yoshizawa, Naoyuki Ishimura
Evolution of bivariate copulas in discrete processes. JSIAM Lett. 3 (2011)
Naoyuki Ishimura, Miglena N. Koleva, Lubin G. Vulkov
Numerical Solution of a Nonlinear Evolution Equation for the Risk Preference. NMA (2010)
Naoyuki Ishimura, Yuji Mita
A Note on the Optimal Portfolio Problem in Discrete Processes. Kybernetika 45 (4) (2009)
Hitoshi Imai, Naoyuki Ishimura, Hideo Sakaguchi
Computational technique for treating the nonlinear Black-Scholes equation with the effect of transaction costs. Kybernetika 43 (6) (2007)
Takao Hanada, Naoyuki Ishimura, Masaaki Nakamura
Stable finite difference scheme for a model equation of phase separation. Appl. Math. Comput. 151 (1) (2004)
Takao Hanada, Naoyuki Ishimura, Masaaki Nakamura
On the Eguchi-Oki-Matsumura Equation for Phase Separation in One Space Dimension. SIAM J. Math. Anal. 36 (2) (2004)