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Statistical properties of deterministic threshold elements : the case of market price

Takayasu, Hideki (contributor) - 1992

Persistent link: https://www.econbiz.de/10000877838

Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]

Takayasu, Hideki (ed.) - 2002

Persistent link: https://www.econbiz.de/10001608695

The application of econophysics : proceedings of the Second Nikkei Econophysics Symposium

Takayasu, Hideki (ed.) - 2004

Persistent link: https://www.econbiz.de/10001795365

Transaction interval analysis of high resolution foreign exchange data

Takayasu, Misako; Takayasu, Hideki; Okazaki, Mitsuhiro P. - In: Empirical science of financial fluctuations : the …, (pp. 18-25). 2002

Persistent link: https://www.econbiz.de/10001679216

Derivation of ARCH(1) process from market price changes based on deterministic microscopic multi-agent

Sato, Aki-hiro; Takayasu, Hideki - In: Empirical science of financial fluctuations : the …, (pp. 171-178). 2002

Persistent link: https://www.econbiz.de/10001679482

Market price simulator based on analog electrical circuit

Sato, Aki-hiro; Takayasu, Hideki - In: Empirical science of financial fluctuations : the …, (pp. 214-221). 2002

Persistent link: https://www.econbiz.de/10001679489

Statistical laws in the income of Japanese companies

Mizuno, Takayuki; Katori, Makoto; Takayasu, Hideki; … - In: Empirical science of financial fluctuations : the …, (pp. 321-330). 2002

Persistent link: https://www.econbiz.de/10001679521

Practical fruits of econophysics : proceedings of the Third Nikkei Econophysics Symposium

Takayasu, Hideki (contributor) - 2005

Persistent link: https://www.econbiz.de/10003055677

Financial Brownian particle in the layered order book fluid and fluctuation-dissipation relations

Yura, Yoshihiro; Takayasu, Hideki; Sornette, Didier; … - 2014

We introduce a novel description of the dynamics of the order book of financial markets as that of an effective colloidal Brownian particle embedded in fluid particles. The analysis of a comprehensive market data enables us to identify all motions of the fluid particles. Correlations between the...

Persistent link: https://www.econbiz.de/10010337982

On the nonstationarity of the exchange rate process

Ohnishi, Takaaki; Takayasu, Hideki; Itō, Takatoshi; … - In: International review of financial analysis 23 (2012), pp. 30-34

Persistent link: https://www.econbiz.de/10009690133