199 citations · 552 across the 9 of their papers we have counts for
Showing 2014Show all
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q-fin.TR2014★ 2 cited
On possible origins of trends in financial market price changes
Ryo Murakami, Tomomichi Nakamura, Shin Kimura +2
We investigate possible origins of trends using a deterministic threshold model, where we refer to long-term variabilities of price changes (price movements) in financial markets a…
physics.data-an2014
Constructing directed networks from multivariate time series using linear modelling technique
Toshihiro Tanizawa, Tomomichi Nakamura, Fumihiko Taya +1
We describe a method to construct directed networks from multivariate time series which has several advantages over the widely accepted methods. This method is based on an informat…