ph_makimoto200x150

Naoki Makimoto

Professor of Financial Engineering and Applied Probability

Affiliation

Faculty of Business Sciences

Biography

MAKIMOTO Naoki received the Ph.D. from Tokyo Institute of Technology in 1992. He was a research associate at Tokyo Institute of Technology from 1992 to 1994, and a Lecturer from 1994 to 1997. In 1997, he joined University of Tsukuba where he is currently a Professor at the Master's Program and Doctoral Program in Business Administration.

His research interest includes stochastic processes, stochastic control theory, time series analysis and their applications to financial engineering. Especially, he is interested in optimal investment decision making under uncertainty. He is a Fellow of Operations Research Society of Japan.

Research Area

  • Investment Science
  • Financial Data Analysis
  • Stochastic Processes and Applications

Lectures

  • Mathematical Models for Business (Master's Program in Business Administration)
  • Operations Research (Master's Program in Business Administration)
  • Econometrics (Master’s Program Master's Program in Business Administration)
  • Time Series Analysis (Master's Program in Business Administration)
  • Stochastic Models for Decision Making (Doctoral Program in Business Administration)
  • Financial Data Analysis (Doctoral Program in Business Administration)

Research Achievement

https://trios.tsukuba.ac.jp/en/researcher/0000000401

Contact Information

makimoto_contact_en

Back to Master’s Professor
Back to page top