Yoshiyasu Tamura

Publication Activity (10 Years)

Years Active: 1998-2015
Publications (10 Years): 0

Top Topics

Financial Time Series

Probabilistic Model

Top Venues

Appl. Soft Comput.

Publications

Hui Peng, Genshiro Kitagawa, Yoshiyasu Tamura, Yanhui Xi, Yemei Qin, Xiaohong Chen
A modeling approach to financial time series based on market microstructure model with jumps. Appl. Soft Comput. 29 (2015)
Amit Lal, Yoshitaka Oku, Swen Hülsmann, Yasumasa Okada, Fumikazu Miwakeichi, Shigeharu Kawai, Yoshiyasu Tamura, Makio Ishiguro
Dual oscillator model of the respiratory neuronal network generating quantal slowing of respiratory rhythm. J. Comput. Neurosci. 30 (2) (2011)
Fumikazu Miwakeichi, Yoshitaka Oku, Yasumasa Okada, Shigeharu Kawai, Yoshiyasu Tamura, Makio Ishiguro
Detection and Visualization Method of Dynamic State Transition for Biological Spatio-Temporal Imaging Data. IEEE Trans. Medical Imaging 30 (3) (2011)
Hui Peng, Genshiro Kitagawa, Yoshiyasu Tamura, Yoko Tanokura, Min Gan, Xiaohong Chen
Detection of low-frequency large-amplitude jump in financial time series. CDC (2007)
Hui Peng, Yoshiyasu Tamura, W. Gui, Tohru Ozaki
Modelling and asset allocation for financial markets based on a stochastic volatility microstructure model. Int. J. Syst. Sci. 36 (6) (2005)
Yuriko Tsuruoka, Yoshiyasu Tamura, Shunsuke Minakuchi, Masako Tsuruoka
Time Series Analysis of Bio-Medical Signals. CBMS (2001)
Zhaoyun Shi, Yusho Kagraoka, Yoshiyasu Tamura, Tohru Ozaki
A short-term interest rate model with nonlinear mean reversion. CIFEr (2000)
Zhaoyun Shi, Yoshiyasu Tamura, Tohru Ozaki
Nonlinear time series modelling with the radial basis function-based state-dependent autoregressive model. Int. J. Syst. Sci. 30 (7) (1999)
Zhaoyun Shi, Yoshiyasu Tamura, Tohru Ozaki
RBF Neural Network is more Suitable for Function Approximating than Modeling in Nonlinear Time Series Analysis. ICONIP (1998)