1.
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Book
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Advanced Studies on Financial Technologies and Cryptocurrency Markets (Collaboration) 2020/07
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2.
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Article
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Inherent Limitations of Portfolio Diversification through Fat Tails of the Return Distributions: An Empirical Evidence The North American Journal of Economics and Finance 56,pp.101358 (Collaboration) 2020/04
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3.
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Article
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Financial Innovations and Blockchain Applications: New Digital Paradigms in Global Cybersociety Advanced Studies on Financial Technologies and Cryptocurrency Markets pp.1-9 (Collaboration) 2020/07
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4.
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Article
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Time Series Analysis of Relationships among Crypto-asset Exchange Rates Advanced Studies on Financial Technologies and Cryptocurrency Markets pp.139-162 (Collaboration) 2020/07
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5.
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Article
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The optimal foreign exchange futures hedge on the bitcoin exchange rate: an application to the U.S. dollar and the Euro Advanced Studies on Financial Technologies and Cryptocurrency Markets pp.163-182 (Collaboration) 2020/07
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6.
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Article
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Time Series Analysis of Ether Cryptocurrency Prices: Efficiency, Predictability, and Arbitrage on Exchange Rates Advanced Studies on Financial Technologies and Cryptocurrency Markets pp.183-196 (Collaboration) 2020/07
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7.
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Book
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Network Theory and Agent-Based Modeling in Economics and Finance (Collaboration) 2019/12
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8.
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Article
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Artificial Neural Networks for Realized Volatility Prediction in Cryptocurrency Time Series Lecture Notes in Computer Science 11554,pp.165-172 (Collaboration) 2019/07
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9.
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Article
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Market efficiency of the bitcoin exchange rate: Weak and semi-strong form tests with the spot, futures and forward foreign exchange rates International Review of Financial Analysis 64,pp.273-281 (Collaboration) 2019/07
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10.
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Article
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Risk Characteristic of Fat-Tails in Return Distributions revisited: Evidence from the Korean stock market Physica A 526,pp.121055-121072 (Collaboration) 2019/07
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11.
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Article
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Bitcoin-based triangular arbitrage and its foreign futures hedge: forecasting on a bivariate GARCH model with U.S. dollar and Euro Quantitative Finance and Economics 3(2),pp.347-365 (Collaboration) 2019/06
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12.
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Article
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Bitcoin and Investor Sentiment: Statistical Characteristics and Predictability Physica A 514,pp.511-521 (Collaboration) 2019/01
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13.
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Article
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Computational intelligence methods for data mining of causality extent in time series International Journal of Computational Science and Engineering 16(4),pp.411-418 (Collaboration) 2018/07
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14.
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Article
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Stock Market Crash of 2008: an empirical study of the deviation of share prices from company fundamentals Applied Economics Letters 26(5),pp.362-369 (Collaboration) 2018/07
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15.
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Article
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Realized FX Volatility: Statistical Characterization and Applications Korean Journal of Futures and Options 26(1),pp.1-25 (Collaboration) 2018
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16.
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Article
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Volatility Analysis of Bitcoin Price Time Series Quantitative Finance and Economics 1(4),pp.474-485 (Collaboration) 2017/12
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17.
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Article
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Investment Climate and Firm Productivity: An application to Vietnamese manufacturing firms Applied Economics 49(44),pp.4394-4409 (Collaboration) 2017/01
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18.
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Article
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Analysis of Market Trend Regimes for March 2011, USDJPY Exchange Rate Tick Data Lecture Notes in Computer Science (Autonomous Agents and Multiagent Systems) 10003,pp.184-196 (Collaboration) 2016/09
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19.
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Article
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Power Law Distributions for Share Price and Financial Indicators: Analysis at the Regional Level Frédéric Abergel et al: Econophysics and Sociophysics: Recent Progress and Future Directions Chapter 6,pp.1-17 (Collaboration) 2016
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20.
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Article
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Why does the power law for stock price hold? Chaos, Solitons and Fractals 88,pp.19-23 (Collaboration) 2016
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21.
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Article
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Effects of the market factor on portfolio diversification: the case of market crashes Investment Analysts Journal 44(1),pp.71-83 2015
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22.
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Article
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Super-exponential endogenous bubbles in an equilibrium model of fundamentalist and chartist traders Journal of Economic Behavior & Organization 112,pp.289-310 (Collaboration) 2015
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23.
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Article
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Using Neural Networks for Forecasting of Commodity Time Series Trends Databases in Networked Information Systems, (Lecture Notes in Computer Science) 7813,pp.95-102 (Collaboration) 2013
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24.
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Article
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Full characterization of the fractional Poisson process Europhysics Letters 96(2),pp.20004 (Collaboration) 2011
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25.
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Article
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Temporal evolution into a more efficient stock market Physica A 390(11),pp.2002-2008 2011
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26.
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Article
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Market Bubble and Crash, in Rama Cont (ed.) Encyclopedia of Quantitative Finance (Collaboration) 2010/04
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27.
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Article
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Multiple equilibria and chaos in a discrete tâtonnement process Journal of economic Behavior and Organiztion 76(3),pp.597-599 (Single) 2010
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28.
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Article
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Effect of changing data size on eigenvalues in the Korean and Japanese stock markets Physica A 388(22),pp.4780-4786 (Collaboration) 2009
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29.
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Article
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Group dynamics of the Japanese market Physica A 387(2-3),pp.pp. 537-542 (Collaboration) 2008
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30.
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Article
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Increasing market efficiency in the stock markets European Physical Journal B 61,pp.pp. 241-246 (Collaboration) 2008
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31.
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Article
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Symbolic analysis of indicator time series by quantitative sequence alignment Computational Statistics & Data Analysis 53(2),pp.pp. 486-495 (Collaboration) 2008
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32.
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Article
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Volatility return intervals analysis of the Japanese market European Physical Journal B 62,pp.pp. 113-119 (Collaboration) 2008
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33.
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Article
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Econophysics Colloquium 2006 and Third Bonzenfreies Colloquium Physica A 383,pp.xi-xii (Collaboration) 2007/09
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34.
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Article
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Correlation patterns of NIKKEI index constituents: Towards a mean field model Physica A 383(1),pp.16-21 (Collaboration) 2007
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35.
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Article
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Forecasting and volatility in the Tokyo Stock Market: The advantage of long memory models Journal of Economic Dynamics and Control 31(6),pp.1808-1843 (Collaboration) 2007
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36.
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Article
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Quantitative agent-based firm dynamics simulation with parameters estimated by financial and transaction data analysis Physica A 375,pp.651-667 (Collaboration) 2007
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37.
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Article
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Quantitative agent-based firm dynamics simulation with parameters estimated on financial and transaction data analysis Physica A 375,pp.pp. 651-667 (Collaboration) 2007
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38.
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Article
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Regional Business Cycle Synchronization without Interregional Trade Linkages Physica A 383,pp.pp. 102-107 (Collaboration) 2007
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39.
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Article
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Response of firm agent network to exogenous shock Physica A 382,pp.138-148 (Collaboration) 2007
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40.
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Article
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Stylized facts in internal rates of return on stock index and its derivative transactions Physica A 382,pp.pp. 219-227 (Collaboration) 2007
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41.
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Article
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An interacting-agent model of financial markets from the viewpoint of nonextensive statistical mechanics Physica A 370,pp.pp. 109-113 (Single) 2006
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42.
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Article
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Correlation in business networks Physica A 370,pp.151-155 (Collaboration) 2006
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43.
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Article
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On the Symbolic Analysis of Market Indicators with the Dynamic Programming Approach Lecture Notes in Computer Science 3973,pp.pp. 432-441 (Collaboration) 2006
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44.
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Article
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Power laws and market crashes: Empirical laws on bursting bubbles Progress of Theoretical Physics Supplement 162,pp.pp. 165-172 (Single) 2006
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45.
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Article
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Precursors of Market Crashes: Empirical laws of the Japan’s internet bubbles European Physical Journal B 50,pp.123-127 (Single) 2006
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46.
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Article
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Re-examination of the size distribution of firms Evolutionary and Institutional Economics Review 2(2),pp.183-198 (Collaboration) 2006
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47.
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Article
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Relationship between trader types and their long-run wealth in an artificial financial market The ICFAI Journal of Behavioral Finance 3(1),pp.43-60 (Collaboration) 2006
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48.
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Article
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Waiting times between orders and trades in double-auction markets Physica A 366,pp.pp. 463-471 (Collaboration) 2006
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49.
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Book
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The Complex Networks of Economic Interactions: Essays in Agent-Based Economics and Econophysics (Lecture Notes in Economics and Mathematical Systems) (Collaboration) 2005/12
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50.
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Article
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Collective Efficiency in Two-Side Matching Artificial Economics: Lecture Notes in Economics and Mathematical Systems 564,pp.pp. 115-126 (Collaboration) 2005
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51.
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Article
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Spatial distribution of large income earners: an empirical study on the formation of exclusive residential districts Physica A 347,pp.pp.575-582 (Single) 2005
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52.
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Article
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Spatial distribution of large income earners: an empirical study on the formation of exclusive residential districts Physica A 347,pp.575-582 (Single) 2005
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53.
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Article
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Statistical properties of the volatility and a stochastic model of markets with heterogeneous agents Heterogeneous Agents and Nonlinear Dynamics: Lecture Notes in Economics and Mathematical Systems (Single) 2005
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54.
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Article
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A mechanism leasing bubbles to crashes: the case of the Japanese land markets Physica A 344,pp.138-141 (Collaboration) 2004
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55.
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Article
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Inflations and deflations in financial markets Physica A 343,pp.662-668 (Single) 2004
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56.
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Article
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Intermittent chaos in a model of financial markets with heterogeneous agents Chaos, Solitons, & Fractals 20(2),pp.323-327 (Single) 2004
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57.
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Article
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Power law for ensembles of stock prices Physica A 345,pp.240-243 (Collaboration) 2004
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58.
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Article
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Power-laws for the calm-time interval distribution of changes in share prices Physica A 336,pp.563-570 (Collaboration) 2004
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59.
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Article
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Growth and fluctuations of personal income Physica A 321(3-4),pp.598-604 (Collaboration) 2003
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60.
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Article
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Scaling behavior in land markets Physica A 326(1-2),pp.256-264 (Single) 2003
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61.
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Article
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Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents Physica A 316(1-4),pp.441-452 2002
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62.
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Article
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A model of international financial crises Physica A 299(1-2),pp.279-293 (Single) 2001
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63.
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Article
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Speculative bubbles and crashes in stock markets:
an interacting-agent model of speculative activity Physica A 287,pp.493-506 (Single) 2000
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64.
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Article
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Multiple equilibria and chaotic tatonnement: applications of the Yamaguti, Matano theorem Journal of Economic Behavior and Organization 24,pp.357-362 (Single) 1994
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