649 citations · 1.6k across the 50 of their papers we have counts for
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q-fin.GN2007★ 5 cited
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…
physics.soc-ph2007★ 40 cited
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…