Naoki Makimoto

Available identifiers

zbMath Open makimoto.naokiMaRDI QIDQ931398

List of research outcomes

Publication	Date of Publication	Type
Multi-period dynamic bond portfolio optimization utilizing a stochastic interest rate model	2024-04-03	Paper
Financial Contagion through Asset Price and Interbank Networks	2021-02-05	Paper
Time Series Prediction with LSTM Networks and Its Application to Equity Investment	2021-02-05	Paper
Dynamic investment strategy with factor models under regime switches	2017-08-17	Paper
OPTIMAL TIME TO INVEST UNDER UNCERTAINTY WITH A SCALE CHANGE	2009-01-28	Paper
Optimal mortgage refinancing with regime switches	2008-09-10	Paper
Upper bound for the decay rate of the joint queue-length distribution in a two-node Markovian queueing system	2008-06-25	Paper
UPPER BOUND FOR THE DECAY RATE OF THE MARGINAL QUEUE-LENGTH DISTRIBUTION IN A TWO-NODE MARKOVIAN QUEUEING SYSTEM(<Special Issue>Network Design, Control and Optimization)	2005-04-23	Paper
ASYMPTOTIC PROPERTIES OF STATIONARY DISTRIBUTIONS IN TWO-STAGE TANDEM QUEUEING SYSTEMS	2002-07-11	Paper
GEOMETRIC DECAY OF THE STEADY-STATE PROBABILITIES IN A QUASI-BIRTH-AND-DEATH PROCESS WITH A COUNTABLE NUMBER OF PHASES	2002-05-09	Paper
https://portal.mardi4nfdi.de/entity/Q4945037	2000-03-22	Paper
An efficient algorithm for finding the minimum norm point in the convex hull of a finite point set in the plane	1995-01-11	Paper
Quasi-stationary distributions in a PH/PH/c queue	1993-10-04	Paper
Computation of the quasi-stationary distributions in \(M(n)/GI/1/K\) and \(GI/M(n)/1/K\) queues	1993-01-17	Paper
A unified approach to gi/m(n)/l/k and m(n)/g/1/k queues via finite quasi-birth-death processes	1992-09-27	Paper
On interchangeability for exponential single-server queues in tandem	1990-01-01	Paper
Stochastic Minimization of the Makespan in Flow Shops with Identical Machines and Buffers of Arbitrary Size	1990-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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