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Response of double-auction markets to instantaneous selling-buying signals with stochastic Bid-Ask spread
Ibuki, Takero; Inoue, Jun-ichi - In: Journal of economic interaction and coordination : JEIC 6 (2011) 2, pp. 93-120
Persistent link: https://www.econbiz.de/10009316166
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Learning curve for collective behavior of zero-intelligence agents in successive job-hunting processes with a diversity of Jaynes–Shannon’s MaxEnt principle
Chen, He; Inoue, Jun-ichi - In: Evolutionary and institutional economics review 10 (2013) 1, pp. 55-80
Persistent link: https://www.econbiz.de/10010240569
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Cluster analysis and Gaussian mixture extimation of correlated time-series by means of multi-dimensional scaling
Ibuki, Takero; Suzuki, Sei; Inoue, Jun-ichi - In: Econophysics of systemic risk and network dynamics : …, (pp. 239-259). 2013
Persistent link: https://www.econbiz.de/10010211805
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Statistical mechanics of labor markets
Chen, He; Inoue, Jun-ichi - In: Econophysics of systemic risk and network dynamics : …, (pp. 157-171). 2013
Persistent link: https://www.econbiz.de/10010211851
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Dynamics of probabilistic labor markets : statistical physics perspective
Chen, He; Inoue, Jun-ichi - In: Managing market complexity : the approach of artificial …, (pp. 53-64). 2012
Persistent link: https://www.econbiz.de/10009580055
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Large-scale empirical study on pairs trading for all possible pairs of stocks listed in the first section of the Tokyo Stock Exchange
Murota, Mitsuaki; Inoue, Jun-ichi - In: Evolutionary and institutional economics review 12 (2015) 1, pp. 61-79
Persistent link: https://www.econbiz.de/10011300172
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Characterizing financial crisis by means of the three states random field Ising model
Murota, Mitsuaki; Inoue, Jun-ichi - In: Econophysics of agent-based models, (pp. 83-98). 2014
Persistent link: https://www.econbiz.de/10011281725
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Agent-based modeling of zapping behavior of viewers, television commercial allocation, and advertisement markets
Kyan, Hiroyuki; Inoue, Jun-ichi - In: Econophysics of agent-based models, (pp. 3-26). 2014
Persistent link: https://www.econbiz.de/10011281733