Hideki Takayasu
Tokyo Institute of Technology
331 Papers
1.2K Citations
Hideki Takayasu is an academic researcher from Tokyo Institute of Technology. The author has contributed to research in topics: Foreign exchange market & Random walk. The author has an hindex of 38, co-authored 305 publications. Previous affiliations of Hideki Takayasu include Nagoya University & Yale University.
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Papers
Patent
Price fluctuation predicting device and predicting method, price fluctuation warning device and method, and program providing medium
Hideki Takayasu,Misako Takayasu +1 more
- 07 Jul 2000
TL;DR: In this article, the authors have transcendentally reached the following properties in the open market; that trading prices change in the direction of narrowing the gap with the virtual equilibrium price, and that the virtual equilibria price fluctuates according to the nature of dealers which is that dealers are affected by recent price changes.
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Triangular arbitrage and negative auto-correlation of foreign exchange rates
Yukihiro Aiba,Naomichi Hatano,Hideki Takayasu,Kouhei Marumo,Tokiko Shimizu +4 more
- 15 Aug 2003
TL;DR: In this article, the authors show that triangular arbitrage makes the auto-correlation function of foreign exchange rates negative in a short time scale, on the basis of a stochastic model.
19
Transaction Interval Analysis of High Resolution Foreign Exchange Data
Misako Takayasu,Hideki Takayasu,Mitsuhiro P. Okazaki +2 more
- 01 Jan 2002
TL;DR: In this article, the authors analyzed yen-dollar transaction intervals from tick-by-tick data of a 6-month period containing more than a million transactions with time stamps in seconds.
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The mean-field approximation model of company's income growth
TL;DR: In this paper, a mean-field-type approximation for description of company's income statistics was proposed, and the Zipf's law of income distribution was shown to be held in a steady-sate widely, and country dependence of the income distribution can also be nicely implemented in numerical simulation.
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Simulations of a monomer-dimer catalysis model on a Sierpinski gasket
A. Y. Tretyakov,Hideki Takayasu +1 more
TL;DR: Results of numerical simulations for a generalized monomer-dimer catalysis model on a Sierpinski gasket indicate the existence of a steady-state region, which is much thinner than in the case of the two-dimensional square lattice, although the shape of the phase diagram is the same.
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