649 citations · 1.6k across the 50 of their papers we have counts for
10 papers · 1 filter
Traders' strategy with price feedbacks in financial market
Takayuki Mizuno, Tohur Nakano, Misako Takayasu +1
We introduce an autoregressive-type model of prices in financial market taking into account the self-modulation effect. We find that traders are mainly using strategies with weight…
Statistical Laws in the Income of Japanese Companies
Takayuki Mizuno, Makoto Katori, Hideki Takayasu +1
Following the work of Okuyama, Takayasu and Takayasu [Okuyama, Takayasu and Takayasu 1999] we analyze huge databases of Japanese companies' financial figures and confirm that the Z…
The mean-field approximation model of company's income growth
Takayuki Mizuno, Misako Takayasu, Hideki Takayasu
We introduce a mean-field type approximation for description of company's income statistics. Utilizing huge company data we show that a discrete version of Langevin equation with a…
Time-scale dependence of correlations among foreign currencies
Takayuki Mizuno, Shoko Kurihara, Misako Takayasu +1
For the purpose of elucidating the correlation among currencies, we analyze daily and high-resolution data of foreign exchange rates. There is strong correlation for pairs of curre…
Investment strategy based on a company growth model
Takayuki Mizuno, Shoko Kurihara, Misako Takayasu +1
We first estimate the average growth of a company's annual income and its variance by using both real company data and a numerical model which we already introduced a couple of yea…
Analysis of high-resolution foreign exchange data of USD-JPY for 13 years
Takayuki Mizuno, Shoko Kurihara, Misako Takayasu +1
We analyze high-resolution foreign exchange data consisting of 20 million data points of USD-JPY for 13 years to report firm statistical laws in distributions and correlations of e…
The mechanism of double exponential growth in hyper-inflation
Takayuki Mizuno, Misako Takayasu, Hideki Takayasu
Analyzing historical data of price indices we find an extraordinary growth phenomenon in several examples of hyper-inflation in which price changes are approximated nicely by doubl…
Self-Similar Traffic Originating in the Transport Layer
Kensuke Fukuda, Misako Takayasu, Hideki Takayasu
We performed a network traffic simulation to clarify the mechanism producing self-similar traffic originating in the transport layer level. Self-similar behavior could be observed…
Origin of Critical Behavior in Ethernet Traffic
Kensuke Fukuda, Hideki Takayasu, Misako Takayasu
We perform a simplified Ethernet traffic simulation in order to clarify the physical mechanism of the phase transition behavior which has been experimentally observed in the flow d…
Pareto's Law for Income of Individuals and Debt of Bankrupt Companies
Hideaki Aoyama, Yuichi Nagahara, Mitsuhiro P. Okazaki +3
We analyze the distribution of income and income tax of individuals in Japan for the fiscal year 1998. From the rank-size plots we find that the accumulated probability distributio…