40 citations · 105 across the 5 of their papers we have counts for
4 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…
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…