| Publication | Date of Publication | Type |
|---|
Information cascade on networks and phase transitions
Physica A | 2024-08-26 | Paper |
| Self-exciting negative binomial distribution process and critical properties of intensity distribution | 2023-01-17 | Paper |
Parameter estimation of default portfolios using the Merton model and phase transition
Physica A | 2022-08-22 | Paper |
Optimal learning dynamics of multiagent system in restless multiarmed bandit game
Physica A | 2022-08-18 | Paper |
Phase transition in the Bayesian estimation of the default portfolio
Physica A | 2022-05-16 | Paper |
A response function of Merton model and kinetic Ising model
Advanced Studies of Financial Technologies and Cryptocurrency Markets | 2021-02-05 | Paper |
Information cascade on networks
Physica A | 2018-11-13 | Paper |
Two kinds of phase transitions in a voting model
Journal of Physics A: Mathematical and Theoretical | 2012-11-02 | Paper |
Digital herders and phase transition in a voting model
Journal of Physics A: Mathematical and Theoretical | 2011-07-25 | Paper |
Moody's correlated binomial default distributions for inhomogeneous portfolios
Quantitative Finance | 2011-04-28 | Paper |
Phase transition and information cascade in a voting model
Journal of Physics A: Mathematical and Theoretical | 2010-08-18 | Paper |
Correlated binomial models and correlation structures
Journal of Physics A: Mathematical and General | 2007-02-05 | Paper |
Unitary matrix models and Painlevé. III
Modern Physics Letters A | 2001-07-31 | Paper |
Matrix models of two-dimensional gravity and discrete Toda theory
Modern Physics Letters A | 2001-07-31 | Paper |
Coupled nonlinear Schrödinger equation and Toda equation. (The root of integrability)
Journal of the Physical Society of Japan | 2001-04-03 | Paper |
Integrable Multi-Component Hybrid Nonlinear Schrödinger Equations
Journal of the Physical Society of Japan | 2000-07-26 | Paper |
Integrable Dynamics of Discrete Surfaces II
Journal of the Physical Society of Japan | 2000-07-26 | Paper |
Integrable Dynamics of Discrete Surfaces
Journal of the Physical Society of Japan | 2000-07-26 | Paper |
Motion of Discrete Surfaces
Journal of the Physical Society of Japan | 2000-07-26 | Paper |
The Davey-Stewartson System and the Bäcklund Transformations
Journal of the Physical Society of Japan | 2000-07-26 | Paper |
Gauge Transformations among Generalised Nonlinear Schrödinger Equations
Journal of the Physical Society of Japan | 2000-07-26 | Paper |
Motion of Discrete Curves in the Plane
Journal of the Physical Society of Japan | 2000-07-26 | Paper |
Hungry Volterra Equation, Multi Boson KP Hierarchy and Two Matrix Models
Journal of the Physical Society of Japan | 2000-07-26 | Paper |
Moving discrete curve and geometric phase
Physics Letters. A | 2000-03-07 | Paper |
Breather trapping mechanism in piecewise homogeneous DNA
Physics Letters. A | 2000-03-07 | Paper |
Five-Dimensional Gauge Theories and Whitham–Toda Equation
Modern Physics Letters A | 1998-10-25 | Paper |
KPZ Equation and Surface Growth Model
(available as arXiv preprint) | N/A | Paper |
