38 citations · 54 across the 2 of their papers we have counts for
2 papers
q-fin.ST2008★ 38 cited
Random walker in a temporally deforming higher-order potential forces observed in financial crisis
Kota Watanabe, Hideki Takayasu, Misako Takayasu
Basic peculiarities of market price fluctuations are known to be well described by a recently developed random walk model in a temporally deforming quadric potential force whose ce…
physics.soc-ph2006★ 16 cited
Extracting the exponential behaviors in the market data
Kota Watanabe, Hideki Takayasu, Misako Takayasu
We introduce a mathematical criterion defining the bubbles or the crashes in financial market price fluctuations by considering exponential fitting of the given data. By applying t…