12 citations · 52 across the 19 of their papers we have counts for
21 papers
Dynamic Interaction Between Asset Prices and Bank Behavior: A Systemic Risk Perspective
Aki-Hiro Sato, Paolo Tasca, Takashi Isogai
Systemic risk in banking systems remains a crucial issue that it has not been completely understood. In our toy model, banks are exposed to two sources of risks, namely, market ris…
Segmentation procedure based on Fisher's exact test and its application to foreign exchange rates
Aki-Hiro Sato, Hideki Takayasu
This study proposes the segmentation procedure of univariate time series based on Fisher's exact test. We show that an adequate change point can be detected as the minimum value of…
Towards international E-stat for monitoring the socio-economic activities across the globe
Aki-Hiro Sato, Ken Umeno
We investigate relationship between annual electric power consumption per capita and gross domestic production (GDP) per capita for 131 countries. We found that the relationship ca…
Econoinformatics meets Data-Centric Social Sciences
Aki-Hiro Sato
Our society has been computerised and globalised due to emergence and spread of information and communication technology (ICT). This enables us to investigate our own socio-economi…
Correlational properties of two-dimensional solvable chaos on the unit circle
Aki-Hiro Sato, Ken Umeno
This article investigates correlational properties of two-dimensional chaotic maps on the unit circle. We give analytical forms of higher-order covariances. We derive the character…
Inference of Extreme Synchrony with an Entropy Measure on a Bipartite Network
Aki-Hiro Sato
This article proposes a method to quantify the structure of a bipartite graph using a network entropy per link. The network entropy of a bipartite graph with random links is calcul…