43 citations · 49 across the 10 of their papers we have counts for
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q-fin.MF2019
A Binomial Asset Pricing Model in a Categorical Setting
Takanori Adachi, Katsushi Nakajima, Yoshihiro Ryu
Adachi and Ryu introduced a category Prob of probability spaces whose objects are all probability spaces and whose arrows correspond to measurable functions satisfying an absolutel…
q-fin.ST2019★ 43 cited
Market efficiency, liquidity, and multifractality of Bitcoin: A dynamic study
Tetsuya Takaishi, Takanori Adachi
This letter investigates the dynamic relationship between market efficiency, liquidity, and multifractality of Bitcoin. We find that before 2013 liquidity is low and the Hurst expo…