Naoki Makimoto

发表

A unified approach to gi/m(n)/l/k and m(n)/g/1/k queues via finite quasi-birth-death processes

Naoki Makimoto, Masaaki Kijima, M. Kijima, 1992 .

On interchangeability for exponential single-server queues in tandem

M. Kijima, Naoki Makimoto, 1990, Journal of Applied Probability.

Dynamic Investment Strategy with Factor Models Under Regime Switches

Naoki Makimoto, Takahiro Komatsu, 2015 .

GEOMETRIC DECAY OF THE STEADY-STATE PROBABILITIES IN A QUASI-BIRTH-AND-DEATH PROCESS WITH A COUNTABLE NUMBER OF PHASES

Naoki Makimoto, Kou Fujimoto, Yukio Takahashi, 2001 .

Computation of quasi-stationary distributions in Markovian queues

M. Kijima, Naoki Makimoto, 1994 .

Optimal Execution of Multiasset Block Orders under Stochastic Liquidity

Naoki Makimoto, Y. Sugihara, 2010 .

Dynamic Investment Strategy for Factor Portfolios with Regime Switches (Financial Modeling and Analysis)

Naoki Makimoto, Takahiro Komatsu, 2011 .

Optimal Mortgage Refinancing with Regime Switches

Naoki Makimoto, Toshio Kimura, 2008 .

Dynamic Investment Strategy with Factor Models Under Regime Switches

Naoki Makimoto, Takahiro Komatsu, 2015, Asia-Pacific Financial Markets.

Time Series Prediction with LSTM Networks and Its Application to Equity Investment

Naoki Makimoto, Ken Matsumoto, Naoki Makimoto, 2020 .

Instability of Wealth Effect on Consumption and Investment Under Regime Switches

Naoki Makimoto, Toshio Kimura, 2018 .

Upper bound for the decay rate of the joint queue-length distribution in a two-node Markovian queueing system

Ken'ichi Katou, Naoki Makimoto, Yukio Takahashi, 2008, Queueing Syst. Theory Appl..

ASYMPTOTIC PROPERTIES OF STATIONARY DISTRIBUTIONS IN TWO-STAGE TANDEM QUEUEING SYSTEMS

Naoki Makimoto, Kou Fujimoto, Yukio Takahashi, 1998 .

UPPER BOUND FOR THE DECAY RATE OF THE MARGINAL QUEUE-LENGTH DISTRIBUTION IN A TWO-NODE MARKOVIAN QUEUEING SYSTEM( Network Design, Control and Optimization)

Ken'ichi Katou, Naoki Makimoto, Yukio Takahashi, 2004 .

Analyses of Risk-sharing Contract of Airport and Airline Vertical Relationship: Bargaining and Agency Analyses

Naoki Makimoto, Katsuya Hihara, 2018, Advances in Airline Economics.

Optimal slice of a block trade

Naoki Makimoto, Naoki Makimoto, Hizuru Konishi, 2001 .

Financial Contagion through Asset Price and Interbank Networks

Naoki Makimoto, Junpei Sakazaki, 2020 .

Capacity Market and Investments in Power Generations: Risk-Averse Decision-Making of Power Producer

Ryuta Takashima, Naoki Makimoto, 2023, Energies.

A Hybrid Approach for Performance Evaluation of Web-Legacy Client/Server Systems

Naoki Makimoto, Hiroyuki Sakata, Naoki Makimoto, 2008 .

Response Time Analysis of a Multi-Server Processor Sharing Model

Naoki Makimoto, Naoki Makimoto, 2007 .

Multi-period Dynamic Bond Portfolio Optimization Utilizing a Stochastic Interest Rate Model

Naoki Makimoto, Yoshiyuki Shimai, 2023, Asia-Pacific Financial Markets.

LINEAR REBALANCING STRATEGY FOR MULTI-PERIOD DYNAMIC PORTFOLIO OPTIMIZATION UNDER REGIME SWITCHES

Naoki Makimoto, Takahiro Komatsu, Naoki Makimoto, 2018, Journal of the Operations Research Society of Japan.