output
20152026
most citedAnalysis of the Impact of High-Frequency Trading on Artificial Market Liquidity

12 citations

7 papers

math.AG2026

A Riemann-Hilbert correspondence for cohomology theories of closed 1-forms

Yota Shamoto

Motivated by the work of Kontsevich-Soibelman on the comparison of isomorphisms conjecture for closed algebraic -forms, we establish a Riemann-Hilbert correspondence of Deligne-…

math.PR2023

A Subgeometric Convergence Formula for Total-variation Error of the Level-increment Truncation Approximation of M/G/1-type Markov Chains

Katsuhisa Ouchi, Hiroyuki Masuyama

This paper considers the level-increment (LI) truncation approximation of M/G/1-type Markov chains. The LI truncation approximation is usually used to implement Ramaswami's recursi…

q-fin.TR2020★ 12 cited

Analysis of the Impact of High-Frequency Trading on Artificial Market Liquidity

Isao Yagi, Yuji Masuda, Takanobu Mizuta

Many empirical studies have discussed market liquidity, which is regarded as a measure of a booming financial market. Further, various indicators for objectively evaluating market…

math.AG2020

Stokes filtered sheaves and differential-difference modules

Yota Shamoto

We introduce the notion of Stokes filtered quasi-local systems. It is proved that the category of Stokes filtered quasi-local systems is abelian. We also give a geometric way to co…

math.AG2019★ 2 cited

Stability conditions on morphisms in a category

Kotaro Kawatani

Let be the homotopy category of a stable infinity category . Then the homotopy category of morphisms in the sta…

physics.app-ph2018

High-voltage Pulse Generation Based on Relaxed Self-Excited Oscillation Using Electrostatic Induction in External Capacitors

Taku Saiki

Simple method of producing high voltage pulses with short rising times based on electrostatic induction in external capacitor used for pulse power applications is proposed. The cir…

math.PR2015★ 8 cited

On the Refracted-Reflected Spectrally Negative Lévy Processes

José-Luis Pérez, Kazutoshi Yamazaki

We study a combination of the refracted and reflected Lévy processes. Given a spectrally negative Lévy process and two boundaries, it is reflected at the lower boundary while, when…