Zobrazeno 1 - 7
of 7
pro vyhledávání: '"Kei Katahira"'
Autor:
Kei Katahira, Yu Chen
Publikováno v:
Journal of Systems Science and Complexity. 35:221-244
This study is a detailed analysis of Speculation Game, a simple agent-based model of financial markets, in which the round-trip trading and the dynamic wealth evolution with variable trading volumes are implemented. Instead of herding behavior, the a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7612c311f55e004c992012df6d56ef64
https://doi.org/10.1007/s11424-021-0147-8
https://doi.org/10.1007/s11424-021-0147-8
Publikováno v:
Physica A: Statistical Mechanics and its Applications. 582:126227
We sophisticate the Speculation Game to relax the need for rigorous tuning of a part of parameters for the emergence of characteristic statistics of price returns. Named as Self-organized Speculation Game (SOSG), thanks to the concept of the Bak–Ta
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::033bb4c055fd49018eb8e1a94dab9d92
https://doi.org/10.1016/j.physa.2021.126227
https://doi.org/10.1016/j.physa.2021.126227
Autor:
Nobukazu Fuwa, Daisaku Suga, Ryoji Ida, Tosiaki Miyati, Kazuki Terashima, Kei Katahira, Masayuki Kanamoto
Publikováno v:
Radiological Physics and Technology. 10:234-239
The purpose of this study was to compare between superparamagnetic iron oxide (SPIO)-enhanced three-dimensional balanced turbo field-echo (B-TFE) sequence with T2 preparation pulse (T2 prep) and T2*-weighted imaging (T2*WI) for the simultaneous detec
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::51c10c6d6c49bca441398c3886389d86
https://doi.org/10.1007/s12194-017-0389-2
https://doi.org/10.1007/s12194-017-0389-2
Simultaneous reproduction of all financial stylized facts is so difficult that most existing stochastic process-based and agent-based models are unable to achieve the goal. In this study, by extending the decision-making structure of Minority Game, w
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a7ecdaa6bbca7fb582abf1749ee5222e
Autor:
Kei Katahira, Yu Chen
The speculation game is an agent-based toy model to investigate the dynamics of the financial market. Our model has achieved the reproduction of 10 of the well-known stylized facts for financial time series. However, there is also a divergence from t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b6a0ce787d497fa59026630d29036184
Autor:
Kei Katahira, Yu Chen
Publikováno v:
Proceedings of the Asia-Pacific Econophysics Conference 2016 — Big Data Analysis and Modeling toward Super Smart Society — (APEC-SSS2016).
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7c54cc24e59bfdaaa09d1a2ebb739cad
https://doi.org/10.7566/jpscp.16.011009
https://doi.org/10.7566/jpscp.16.011009
Autor:
Masayuki, Kanamoto, Tosiaki, Miyati, Kazuki, Terashima, Kei, Katahira, Ryoji, Ida, Daisaku, Suga, Nobukazu, Fuwa
Publikováno v:
Radiological physics and technology. 10(2)
The purpose of this study was to compare between superparamagnetic iron oxide (SPIO)-enhanced three-dimensional balanced turbo field-echo (B-TFE) sequence with T
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=pmid________::175d66af27d84117c1e38c23f36001a5
https://pubmed.ncbi.nlm.nih.gov/28160221
https://pubmed.ncbi.nlm.nih.gov/28160221