201 citations · 475 across the 27 of their papers we have counts for
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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…
Characteristic market behaviors caused by intervention in a foreign exchange market
Takayuki Mizuno, Yukiko Umeno Saito, Tsutomu Watanabe +1
In foreign exchange markets monotonic rate changes can be observed in time scale of order of an hour on the days that governmental interventions took place. We estimate the startin…
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…