User profiles for Hideki Takayasu

hideki takayasu

Sony 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 …

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 …

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 …

[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 …

Financial brownian particle in the layered order-book fluid and fluctuation-dissipation relations

Y Yura, H Takayasu, D Sornette, M Takayasu - Physical review letters, 2014 - APS
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 …

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 …

Stable infinite variance fluctuations in randomly amplified Langevin systems

H Takayasu, AH Sato, M Takayasu - Physical Review Letters, 1997 - APS
A general discrete stochastic process involving random amplification with additive external
noise is analyzed theoretically and numerically. Necessary and sufficient conditions to realize …

Correlation networks among currencies

T Mizuno, H Takayasu, M Takayasu - Physica A: Statistical Mechanics and …, 2006 - Elsevier
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 …

[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 …

[HTML][HTML] Rumor diffusion and convergence during the 3.11 earthquake: a Twitter case study

M Takayasu, K Sato, Y Sano, K Yamada, W Miura… - PLoS one, 2015 - journals.plos.org
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 …