Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Kaichi KONDO"'
Publikováno v:
Journal of Mathematical Finance. :726-746
We investigate the stochastic behavior of the transaction price process formed by the information-based dealer model. We extend two-agent model of Nadi Serhan Ayd?n to multi-agent case to see the effect of the market size and noise correlations. Appl
Autor:
Kazutomo KITAGAWA, Syujiro ONO, Osamu MIKUNI, Chikara SAITO, Keiichi SUZUKI, Junichiro YOURA, Yoichi KITAMURA, Nobuyuki TSUTSUI, Tsuneo INUI, Takeshi NISHIMURA, Takashi HADA, Makoto KATO, Susumu MINOWA, Taro OYAMA, Kikuo MATSUSAKA, Kaichi KONDO, Takuo ANDO, Etsuro SHUTO, Toru SAITO, Hiroshi NONAKA, Kiyoyuki IGARASHI, Shiro SAKODA, Takehiko SHIBAI, Satoshi MORISHITA, Mineo SHIMIZU, Kameo MATSUKURA, Nobuyuki TAKAHASHI, Yasuo SHINAGAWA, Yuzo SADAMURA, Narumi ANDO, Kenji TAKAHASHI, Koe NAKAJIMA, Shohei FUJISU, Ryukichi HASIGUCHI, Naohio IGATA, Tomomi OKA, Hiroshi NEMOTO, Asaji HOSOI, Kinji YAMASAKI
Publikováno v:
Tetsu-to-Hagane. 50:2099-2109
Autor:
Kazutomo KITAGAWA, Syujiro ONO, Osamu MIKUNI, Chikara SAITO, Keiichi SUZUKI, Junichiro YOURA, Yoichi KITAMURA, Nobuyuki TSUTSUI, Tsuneo INUI, Takeshi NISHIMURA, Takashi HADA, Makoto KATO, Susumu MINOWA, Taro OYAMA, Kikuo MATSUSAKA, Kaichi KONDO, Takuo ANDO, Etsuro SHUTO, Toru SAITO, Hiroshi NONAKA, Kiyoyuki IGARASHI, Shiro SAKODA, Takehiko SHIBAI, Satoshi MORISHITA, Mineo SHIMIZU, Kameo MATSUKURA, Nobuyuki TAKAHASHI, Yasuo SHINAGAWA, Yuzo SADAMURA, Narumi ANDO, Kenji TAKAHASHI, Koe NAKAJIMA, Shohei FUJISU, Ryukichi HASIGUCHI, Naohio IGATA, Tomomi OKA, Hiroshi NEMOTO, Asaji HOSOI, Kinji YAMASAKI
Publikováno v:
Tetsu-to-Hagane. 50:2083-2091
Autor:
Kazutomo KITAGAWA, Syujiro ONO, Osamu MIKUNI, Chikara SAITO, Keiichi SUZUKI, Junichiro YOURA, Yoichi KITAMURA, Nobuyuki TSUTSUI, Tsuneo INUI, Takeshi NISHIMURA, Takashi HADA, Makoto KATO, Susumu MINOWA, Taro OYAMA, Kikuo MATSUSAKA, Kaichi KONDO, Takuo ANDO, Etsuro SHUTO, Toru SAITO, Hiroshi NONAKA, Kiyoyuki IGARASHI, Shiro SAKODA, Takehiko SHIBAI, Satoshi MORISHITA, Mineo SHIMIZU, Kameo MATSUKURA, Nobuyuki TAKAHASHI, Yasuo SHINAGAWA, Yuzo SADAMURA, Narumi ANDO, Kenji TAKAHASHI, Koe NAKAJIMA, Shohei FUJISU, Ryukichi HASIGUCHI, Naohio IGATA, Tomomi OKA, Hiroshi NEMOTO, Asaji HOSOI, Kinji YAMASAKI
Publikováno v:
Tetsu-to-Hagane. 50:2074-2082
Autor:
Kazutomo KITAGAWA, Syujiro ONO, Osamu MIKUNI, Chikara SAITO, Keiichi SUZUKI, Junichiro YOURA, Yoichi KITAMURA, Nobuyuki TSUTSUI, Tsuneo INUI, Takeshi NISHIMURA, Takashi HADA, Makoto KATO, Susumu MINOWA, Taro OYAMA, Kikuo MATSUSAKA, Kaichi KONDO, Takuo ANDO, Etsuro SHUTO, Toru SAITO, Hiroshi NONAKA, Kiyoyuki IGARASHI, Shiro SAKODA, Takehiko SHIBAI, Satoshi MORISHITA, Mineo SHIMIZU, Kameo MATSUKURA, Nobuyuki TAKAHASHI, Yasuo SHINAGAWA, Yuzo SADAMURA, Narumi ANDO, Kenji TAKAHASHI, Koe NAKAJIMA, Shohei FUJISU, Ryukichi HASIGUCHI, Naohio IGATA, Tomomi OKA, Hiroshi NEMOTO, Asaji HOSOI, Kinji YAMASAKI
Publikováno v:
Tetsu-to-Hagane. 50:2091-2099