313 citations · 874 across the 59 of their papers we have counts for
6 papers · 1 filter
Large-scale empirical study on pairs trading for all possible pairs of stocks listed on the first section of the Tokyo Stock Exchange
Mitsuaki Murota, Jun-ichi Inoue
We carry out a large-scale empirical data analysis to examine the efficiency of the so-called pairs trading. On the basis of relevant three thresholds, namely, starting, profit-tak…
Infinite-range transverse field Ising models and quantum computation
Jun-ichi Inoue
We present a brief review on information processing, computing and inference via quantum fluctuation, and clarify the relationship between the probabilistic information processing…
Maximizing a psychological uplift in love dynamics
Malay Banerjee, Anirban Chakraborti, Jun-ichi Inoue
In this paper, we investigate the dynamical properties of a psychological uplift in lovers. We first evaluate extensively the dynamical equations which were recently given by Rinal…
Probabilistic flows of inhabitants in urban areas and self-organization in housing markets
Takao Hishikawa, Jun-ichi Inoue
We propose a simple probabilistic model to explain the spatial structure of the rent distribution of housing market in city of Sapporo. Here we modify the mathematical model propos…
Measuring social inequality with quantitative methodology: analytical estimates and empirical data analysis by Gini and indices
Jun-ichi Inoue, Asim Ghosh, Arnab Chatterjee +1
Social inequality manifested across different strata of human existence can be quantified in several ways. Here we compute non-entropic measures of inequality such as Lorenz curve,…
Statistical mechanics of human resource allocation: A mathematical modeling of job-matching in labor markets
Jun-ichi Inoue, He Chen
We provide a mathematical model to investigate the human resource allocation problem for agents, say, university graduates who are looking for their positions in labor markets. The…