Naoyuki Ishimura

According to our database, Naoyuki Ishimura authored at least 12 papers between 2004 and 2023.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2023

Remarks on a copula-based conditional value at risk for the portfolio problem.

Andres Mauricio Molina Barreto, Naoyuki Ishimura

Intell. Syst. Account. Finance Manag., 2023

2022

Long memory estimation in a non-Gaussian bivariate process.

Ledys Llasmin Salazar Gomez, Soledad Torres, Jozef Kiselák, Felix Fuders, Naoyuki Ishimura, Yasukazu Yoshizawa, Milan Stehlík

Appl. Math. Comput., 2022

2018

Time evolutions of copulas and foreign exchange markets.

Ivan Kupka, Jozef Kiselák, Naoyuki Ishimura, Yasukazu Yoshizawa, Ledys Salazar, Milan Stehlík

Inf. Sci., 2018

Evolution of multivariate copulas in continuous and discrete processes.

Yasukazu Yoshizawa, Naoyuki Ishimura

Intell. Syst. Account. Finance Manag., 2018

2016

Evolution of Copulas in Discrete Processes with Application to a Numerical Modeling of Dependence Relation Between Exchange Rates.

Naoyuki Ishimura, Yasukazu Yoshizawa

Proceedings of the Numerical Analysis and Its Applications - 6th International Conference, 2016

2011

Evolution of bivariate copulas in discrete processes.

Yasukazu Yoshizawa, Naoyuki Ishimura

JSIAM Lett., 2011

Traveling wave solutions to the nonlinear evolution equation for the risk preference.

Naoyuki Ishimura, Sakkakom Maneenop

JSIAM Lett., 2011

2010

Numerical Solution of a Nonlinear Evolution Equation for the Risk Preference.

Naoyuki Ishimura, Miglena N. Koleva, Lubin G. Vulkov

Proceedings of the Numerical Methods and Applications - 7th International Conference, 2010

2009

A Note on the Optimal Portfolio Problem in Discrete Processes.

Naoyuki Ishimura, Yuji Mita

Kybernetika, 2009

2007

Computational technique for treating the nonlinear Black-Scholes equation with the effect of transaction costs.

Hitoshi Imai, Naoyuki Ishimura, Hideo Sakaguchi

Kybernetika, 2007

2004

On the Eguchi-Oki-Matsumura Equation for Phase Separation in One Space Dimension.

Takao Hanada, Naoyuki Ishimura, Masaaki Nakamura

SIAM J. Math. Anal., 2004

Stable finite difference scheme for a model equation of phase separation.

Takao Hanada, Naoyuki Ishimura, Masaaki Nakamura

Appl. Math. Comput., 2004