2 papers
cond-mat.stat-mech2003
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…
cond-mat.stat-mech2003
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…