40 citations · 67 across the 3 of their papers we have counts for
6 papers · 1 filter
Power Law of Customers' Expenditures in Convenience Stores
Takayuki Mizuno
In a convenience store chain, a tail of the cumulative density function of the expenditure of a person during a single shopping trip follows a power law with an exponent of -2.5. T…
Pareto law of the expenditure of a person in convenience stores
Takayuki Mizuno, Masahiro Toriyama, Takao Terano +1
We study the statistical laws of the expenditure of a person in convenience stores by analysing around 100 million receipts. The density function of expenditure exhibits a fat tail…
Analysis of price diffusion in financial markets using PUCK model
Takayuki Mizuno, Hideki Takayasu, Misako Takayasu
Based on the new type of random walk process called the Potentials of Unbalanced Complex Kinetics (PUCK) model, we theoretically show that the price diffusion in large scales is am…
Potentials of Unbalanced Complex Kinetics Observed in Market Time Series
Misako Takayasu, Takayuki Mizuno, Hideki Takayasu
As a model of market price, we introduce a new type of random walk in a moving potential which is approximated by a quadratic function with its center given by the moving average o…
Correlation Networks Among Currencies
Takayuki Mizuno, Hideki Takayasu, Misako Takayasu
By analyzing the foreign exchange market data of various currencies, we derive a hierarchical taxonomy of currencies constructing minimal-spanning trees. Clustered structure of the…
Modeling a foreign exchange rate using moving average of Yen-Dollar market data
Takayuki Mizuno, Misako Takayasu, Hideki Takayasu
We introduce an autoregressive-type model with self-modulation effects for a foreign exchange rate by separating the foreign exchange rate into a moving average rate and an uncorre…