User profiles for Hideki Takayasu
hideki takayasuSony Computer Science Laboratories Verified email at csl.sony.co.jp Cited by 10030 |
[BOOK][B] Fractals in the physical sciences
H Takayasu - 1990 - books.google.com
… Takayasu 1990 … Reprinted in 1990 British Library cataloguing in publication data
Takayasu, H. … Finally, I express my gratitude to my wife Misako Takayasu for her devoted help …
Takayasu, H. … Finally, I express my gratitude to my wife Misako Takayasu for her devoted help …
1/f noise in a traffic model
M Takayasu, H Takayasu - fractals, 1993 - World Scientific
One-dimensional traffic flow is simulated by a cellular-automaton-type discrete model. As we
increase the car density, the model shows a phase transition between a jam phase and a …
increase the car density, the model shows a phase transition between a jam phase and a …
Statistical properties of deterministic threshold elements—the case of market price
H Takayasu, H Miura, T Hirabayashi… - Physica A: Statistical …, 1992 - Elsevier
We analyze statistical properties of a set of deterministic threshold elements which is
introduced as a model for the stock market. The macroscopic variable of the stock market price …
introduced as a model for the stock market. The macroscopic variable of the stock market price …
[BOOK][B] Empirical science of financial fluctuations: The advent of econophysics
H Takayasu - 2013 - books.google.com
Financial fluctuations were generally neglected in classical ecnomics and their basic statistical
properties have only recently been elucidated in the emerging field of econophysics, a …
properties have only recently been elucidated in the emerging field of econophysics, a …
Financial brownian particle in the layered order-book fluid and fluctuation-dissipation relations
We introduce a novel description of the dynamics of the order book of financial markets as
that of an effective colloidal Brownian particle embedded in fluid particles. The analysis of …
that of an effective colloidal Brownian particle embedded in fluid particles. The analysis of …
Zipf's law in income distribution of companies
K Okuyama, M Takayasu, H Takayasu - Physica A: Statistical Mechanics …, 1999 - Elsevier
Distribution functions of annual income of companies are analyzed based on two company
databases. A clear power law distribution consistent with the Zipf's law can be confirmed for …
databases. A clear power law distribution consistent with the Zipf's law can be confirmed for …
Stable infinite variance fluctuations in randomly amplified Langevin systems
A general discrete stochastic process involving random amplification with additive external
noise is analyzed theoretically and numerically. Necessary and sufficient conditions to realize …
noise is analyzed theoretically and numerically. Necessary and sufficient conditions to realize …
Correlation networks among currencies
By analyzing the foreign exchange market data of various currencies, we derive a hierarchical
taxonomy of currencies constructing minimal-spanning trees. Clustered structure of the …
taxonomy of currencies constructing minimal-spanning trees. Clustered structure of the …
[BOOK][B] Practical fruits of econophysics
H Takayasu - 2006 - Springer
Some economic phenomena are predictable and controllable, and some are impossible to
foresee. Existing economic theories do not provide satisfactory answers as to what degree …
foresee. Existing economic theories do not provide satisfactory answers as to what degree …
[HTML][HTML] Rumor diffusion and convergence during the 3.11 earthquake: a Twitter case study
We focus on Internet rumors and present an empirical analysis and simulation results of
their diffusion and convergence during emergencies. In particular, we study one rumor that …
their diffusion and convergence during emergencies. In particular, we study one rumor that …