Concepedia

Tomoyuki Ichiba

TI

Statistics

Publications

11

Citations

447

H-Index

10

Active since

2007

Affiliations

University of California, Santa Barbara(Current)

Columbia University

University of California System

Mathematical Sciences Research Institute

Tomoyuki Ichiba is an author at University of California, Santa Barbara specializing in business, finance, and economics.

Top concepts

BusinessFinanceEconomicsGame TheoryAsset PricingManagementStatisticsCentral BankingFinancial CrisisFinancial System

Publications per year

2007–2020

11

Publications

11

Hybrid Atlas models

Tomoyuki Ichiba, Vassilios Papathanakos, Adrian Banner et al. · The Annals of Applied Probability · 2011 · 115 citations · Full text

Geometric Modeling, Portfolio Optimization, Engineering +15

Stability in a Model of Interbank Lending

Jean‐Pierre Fouque, Tomoyuki Ichiba · SIAM Journal on Financial Mathematics · 2013 · 83 citations

Financial System, Economics, Multiple Bank Failures +11

Strong solutions of stochastic equations with rank-based coefficients

Tomoyuki Ichiba, Ioannis Karatzas, Mykhaylo Shkolnikov · Probability Theory and Related Fields · 2012 · 62 citations · Full text

Strong Solutions, Stochastic Differential Equation, Stochastic Calculus +1

Convergence rates for rank-based models with applications to portfolio theory

Tomoyuki Ichiba, Soumik Pal, Mykhaylo Shkolnikov · Probability Theory and Related Fields · 2012 · 51 citations · Full text

Low-rank Approximation, Portfolio Optimization, Asset Pricing +8

Planar diffusions with rank-based characteristics and perturbed Tanaka equations

E. Robert Fernholz, Tomoyuki Ichiba, Ioannis Karatzas et al. · Probability Theory and Related Fields · 2012 · 29 citations · Full text

Planar Diffusions, Diffusion Process, Anomalous Diffusion +1

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