53 citations · 115 across the 4 of their papers we have counts for
4 papers
Empirical analysis of collective human behavior for extraordinary events in blogosphere
Yukie Sano, Kenta Yamada, Hayafumi Watanabe +2
To uncover underlying mechanism of collective human dynamics, we survey more than 1.8 billion blog entries and observe the statistical properties of word appearances. We focus on w…
Solvable Stochastic Dealer Models for Financial Markets
Kenta Yamada, Hideki Takayasu, Takatoshi Ito +1
We introduce solvable stochastic dealer models, which can reproduce basic empirical laws of financial markets such as the power law of price change. Starting from the simplest mode…
The Grounds For Time Dependent Market Potentials From Dealers' Dynamics
Kenta Yamada, Hideki Takayasu, Misako Takayasu
We apply the potential force estimation method to artificial time series of market price produced by a deterministic dealer model. We find that dealers' feedback of linear predicti…
Characterization of foreign exchange market using the threshold-dealer-model
Kenta Yamada, Hideki Takayasu, Misako Takayasu
We introduce a deterministic dealer model which implements most of the empirical laws, such as fat tails in the price change distributions, long term memory of volatility and non-P…