Naoki Makimoto

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Multi-period dynamic bond portfolio optimization utilizing a stochastic interest rate model Asia-Pacific Financial Markets	2024-04-03	Paper
Financial contagion through asset price and interbank networks Advanced Studies of Financial Technologies and Cryptocurrency Markets	2021-02-05	Paper
Time series prediction with LSTM networks and its application to equity investment Advanced Studies of Financial Technologies and Cryptocurrency Markets	2021-02-05	Paper
Dynamic investment strategy with factor models under regime switches Asia-Pacific Financial Markets	2017-08-17	Paper
OPTIMAL TIME TO INVEST UNDER UNCERTAINTY WITH A SCALE CHANGE Journal of the Operations Research Society of Japan	2009-01-28	Paper
Optimal mortgage refinancing with regime switches Asia-Pacific Financial Markets	2008-09-10	Paper
Upper bound for the decay rate of the joint queue-length distribution in a two-node Markovian queueing system Queueing Systems	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) Journal of the Operations Research Society of Japan	2005-04-23	Paper
ASYMPTOTIC PROPERTIES OF STATIONARY DISTRIBUTIONS IN TWO-STAGE TANDEM QUEUEING SYSTEMS Journal of the Operations Research Society of Japan	2002-07-11	Paper
GEOMETRIC DECAY OF THE STEADY-STATE PROBABILITIES IN A QUASI-BIRTH-AND-DEATH PROCESS WITH A COUNTABLE NUMBER OF PHASES Stochastic Models	2002-05-09	Paper
scientific article; zbMATH DE number 1420965 (Why is no real title available?)	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 Operations Research Letters	1995-01-11	Paper
Quasi-stationary distributions in a PH/PH/c queue Communications in Statistics. Stochastic Models	1993-10-04	Paper
Computation of the quasi-stationary distributions in \(M(n)/GI/1/K\) and \(GI/M(n)/1/K\) queues Queueing Systems	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 Communications in Statistics. Stochastic Models	1992-09-27	Paper
On interchangeability for exponential single-server queues in tandem Journal of Applied Probability	1990-01-01	Paper
Stochastic Minimization of the Makespan in Flow Shops with Identical Machines and Buffers of Arbitrary Size Operations Research	1990-01-01	Paper

Research outcomes over time

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