Zobrazeno 1 - 10
of 69
pro vyhledávání: '"Masato Hisakado"'
Publikováno v:
Physics, Vol 6, Iss 1, Pp 123-137 (2024)
Ant colony optimization (ACO) is a stochastic optimization algorithm inspired by the foraging behavior of ants. We investigate a simplified computational model of ACO, wherein ants sequentially engage in binary decision-making tasks, leaving pheromon
Externí odkaz:
https://doaj.org/article/793ea009dc4847b986174636c0952cb3
Publikováno v:
Scientific Reports, Vol 7, Iss 1, Pp 1-8 (2017)
Abstract We study a simple model for social-learning agents in a restless multiarmed bandit (rMAB). The bandit has one good arm that changes to a bad one with a certain probability. Each agent stochastically selects one of the two methods, random sea
Externí odkaz:
https://doaj.org/article/9e250b018c12484b82a9e9fc551d2d65
Autor:
Masato Hisakado, Takuya Kaneko
Publikováno v:
Journal of the Physical Society of Japan; 1/15/2025, Vol. 94 Issue 1, p1-11, 11p
Publikováno v:
Physical Review E. 106
This study considers a new multi-term urn process that has a correlation in the same term and temporal correlation. The objective is to clarify the relationship between the urn model and the Hawkes process. Correlation in the same term is represented
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::436c5fe8bb71e7e7b2757600320e385a
https://doi.org/10.1103/physreve.106.034106
https://doi.org/10.1103/physreve.106.034106
In this study, we apply a multidimensional self-exciting negative binomial distribution (SE-NBD) process to default portfolios with 13 sectors. The SE-NBD process is a Poisson process with a gamma-distributed intensity function. We extend the SE-NBD
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::553e83f426594ab738deb13e7c1a013f
http://arxiv.org/abs/2205.14146
http://arxiv.org/abs/2205.14146
Autor:
Takuya Kaneko, Masato Hisakado
Publikováno v:
Digital Designs for Money, Markets, and Social Dilemmas ISBN: 9789811909368
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9dd3bec68296a87128b7d2991a110854
https://doi.org/10.1007/978-981-19-0937-5_15
https://doi.org/10.1007/978-981-19-0937-5_15
Publikováno v:
Journal of the Physical Society of Japan. 90
P\'{o}lya urn is a stochastic process in which balls are randomly drawn from an urn of red and blue balls, and balls of the same color as the drawn balls are added. The probability of a ball of a certain color being drawn is equal to the percentage o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8692c12e4943c3cb386215162b63f107
https://doi.org/10.7566/jpsj.90.114010
https://doi.org/10.7566/jpsj.90.114010
Publikováno v:
Scientific Reports, Vol 7, Iss 1, Pp 1-8 (2017)
Scientific Reports
Scientific Reports
We study a simple model for social-learning agents in a restless multiarmed bandit (rMAB). The bandit has one good arm that changes to a bad one with a certain probability. Each agent stochastically selects one of the two methods, random search (indi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::717fc4c6903e02ca5d386c66da7168bb
https://doaj.org/article/9e250b018c12484b82a9e9fc551d2d65
https://doaj.org/article/9e250b018c12484b82a9e9fc551d2d65
Autor:
Masato Hisakado, Kaneko Takuya
Publikováno v:
Advanced Studies of Financial Technologies and Cryptocurrency Markets ISBN: 9789811544972
We study contagious defaults of banks by applying a voting model. The network of banks are created by the relation, lending and borrowing among banks. We introduce the response function from Merton model. Using this response function we calculate the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::08021eb57f4ec6d8a9e1426ba22e5e60
https://doi.org/10.1007/978-981-15-4498-9_5
https://doi.org/10.1007/978-981-15-4498-9_5
Publikováno v:
Proceedings of NetSci-X 2020: Sixth International Winter School and Conference on Network Science ISBN: 9783030389642
In the information cascade experiment, several subjects sequentially answer a two-choice question, after referring to previous subjects’ choices. Information cascade is defined as a tendency to follow the majority choice, even if, one’s private s
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::67b9248cd18b721c9afaea912c5ca0dd
https://doi.org/10.1007/978-3-030-38965-9_14
https://doi.org/10.1007/978-3-030-38965-9_14