H. Takayasu

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Person:1279308

Available identifiers

zbMath Open takayasu.hidekiWikidataQ11669148 ScholiaQ11669148MaRDI QIDQ1279308

List of research outcomes





PublicationDate of PublicationType
Exact solution to two-body financial dealer model: revisited from the viewpoint of kinetic theory2022-11-11Paper
Diffusion-localization transition point of gravity type transport model on regular ring lattices and Bethe lattices2022-03-17Paper
Random coefficient autoregressive processes and the PUCK model with fluctuating potential2021-08-17Paper
Motif formation and industry specific topologies in the Japanese business firm network2020-08-11Paper
Rapid detection of the switching point in a financial market structure using the particle filter2020-03-12Paper
Smoluchowski equation for networks: Merger induced intermittent giant node formation and degree gap2019-01-17Paper
Generalised central limit theorems for growth rate distribution of complex systems2014-07-10Paper
Random walk or a run. Market microstructure analysis of foreign exchange rate movements based on conditional probability2014-01-17Paper
NON-GAUSSIAN DISTRIBUTION IN RANDOM TRANSPORT DYNAMICS2013-06-12Paper
Continuum Limit and Renormalization of Market Price Dynamics Based on PUCK Model2009-08-10Paper
Hubs and Authorities on Japanese Inter-Firm Network: Characterization of Nodes in Very Large Directed Networks2009-08-10Paper
Estimation of Parameters from Discrete Random Nonstationary Time Series2009-08-10Paper
Observation of Two Types of Behaviors of Financial Bubbles and the Related Higher-Order Potential Forces2009-08-10Paper
MINORITY AND MAJORITY GAMES IN FINANCIAL MARKETS2008-07-02Paper
A stochastic map model of phase transition in internet traffic2005-03-30Paper
https://portal.mardi4nfdi.de/entity/Q44320262003-10-22Paper
Finite-time singularity signature of hyperinflation2003-06-23Paper
Analysis of high-resolution foreign exchange data of USD-JPY for 13 years2003-05-21Paper
A dynamical structure of high frequency currency exchange market2003-05-21Paper
Triangular arbitrage and negative auto-correlation of foreign exchange rates2003-05-21Paper
Self-modulation processes and resulting generic \(1/f\) fluctuations2003-05-21Paper
UNIVERSALITY OF 1-DIMENSIONAL REACTION MODELS2003-01-20Paper
Triangular arbitrage as an interaction among foreign exchange rates2002-06-12Paper
The mechanism of double-exponential growth in hyper-inflation2002-05-23Paper
Predictability of currency market exchange2002-05-23Paper
Dynamical models of stock market exchanges: From microscopic determinism to macroscopic randomness2001-10-21Paper
Stable distribution and Lévy process in fractal turbulence.2001-10-18Paper
Stable infinite variance fluctuations in randomly amplified Langevin systems2001-10-17Paper
Invariant power law distribution of Langevin systems with colored multiplicative noise2001-10-17Paper
Spectral analysis of multichannel MEG data.2001-06-11Paper
A characteristic time scale in dollar-yen exchange rates2001-02-27Paper
Statistical properties of aggregation with injection2000-05-22Paper
https://portal.mardi4nfdi.de/entity/Q47055671999-12-20Paper
A Percolation-like Phase Transition in Oxygen-limited Combustion.1999-11-08Paper
POWER-LAW DISTRIBUTION OF RIVER BASIN SIZES1998-11-26Paper
1/f NOISE IN A TRAFFIC MODEL1998-08-02Paper
THE BEHAVIOR OF A THRESHOLD MODEL OF MARKET PRICE IN STOCK EXCHANGE1998-04-22Paper
FRACTAL LIMIT DISTRIBUTIONS IN RANDOM TRANSPORTS1998-02-03Paper
FRACTAL IMAGE ANALYSIS OF NATURAL SCENES AND MEDICAL IMAGES1997-08-07Paper
A new mesoscopic scale model for simulating fluid turbulence: The lattice vortex tube model1994-06-05Paper
https://portal.mardi4nfdi.de/entity/Q39952481992-09-17Paper
Saturation transition in a monomer-monomer model of heterogeneous catalysis1990-01-01Paper
Physical models of fractal functions1984-01-01Paper

Research outcomes over time

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