12 citations · 13 across the 2 of their papers we have counts for
2 papers
q-fin.CP2024★ 1 cited
Generation of synthetic financial time series by diffusion models
Tomonori Takahashi, Takayuki Mizuno
Despite its practical significance, generating realistic synthetic financial time series is challenging due to statistical properties known as stylized facts, such as fat tails, vo…
cond-mat.stat-mech2003★ 12 cited
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…