| Publication | Date of Publication | Type |
|---|
A multi-layered network approach for the corporate and banking sectors: unwrapping the fundamental features of velocity of money
Quantitative Finance | 2026-03-16 | Paper |
Exact solution to two-body financial dealer model: revisited from the viewpoint of kinetic theory
Journal of Statistical Physics | 2022-11-11 | Paper |
Diffusion-localization transition point of gravity type transport model on regular ring lattices and Bethe lattices
Journal of Statistical Physics | 2022-03-17 | Paper |
Random coefficient autoregressive processes and the PUCK model with fluctuating potential
Journal of Statistical Mechanics: Theory and Experiment | 2021-08-17 | Paper |
Motif formation and industry specific topologies in the Japanese business firm network
Journal of Statistical Mechanics: Theory and Experiment | 2020-08-11 | Paper |
Rapid detection of the switching point in a financial market structure using the particle filter
Journal of Statistical Computation and Simulation | 2020-03-12 | Paper |
Smoluchowski equation for networks: Merger induced intermittent giant node formation and degree gap
Journal of Statistical Physics | 2019-01-17 | Paper |
Generalised central limit theorems for growth rate distribution of complex systems
Journal of Statistical Physics | 2014-07-10 | Paper |
Random walk or a run. Market microstructure analysis of foreign exchange rate movements based on conditional probability
Quantitative Finance | 2014-01-17 | Paper |
Non-Gaussian distribution in random transport dynamics
International Journal of Modern Physics B | 2013-06-12 | Paper |
Continuum Limit and Renormalization of Market Price Dynamics Based on PUCK Model
Progress of Theoretical Physics Supplement | 2009-08-10 | Paper |
Hubs and Authorities on Japanese Inter-Firm Network: Characterization of Nodes in Very Large Directed Networks
Progress of Theoretical Physics Supplement | 2009-08-10 | Paper |
Estimation of Parameters from Discrete Random Nonstationary Time Series
Progress of Theoretical Physics Supplement | 2009-08-10 | Paper |
Observation of Two Types of Behaviors of Financial Bubbles and the Related Higher-Order Potential Forces
Progress of Theoretical Physics Supplement | 2009-08-10 | Paper |
MINORITY AND MAJORITY GAMES IN FINANCIAL MARKETS
Fractals | 2008-07-02 | Paper |
A stochastic map model of phase transition in internet traffic
Computer Science Journal of Moldova | 2005-03-30 | Paper |
| scientific article; zbMATH DE number 1996195 (Why is no real title available?) | 2003-10-22 | Paper |
Finite-time singularity signature of hyperinflation
Physica A | 2003-06-23 | Paper |
Analysis of high-resolution foreign exchange data of USD-JPY for 13 years
Physica A | 2003-05-21 | Paper |
A dynamical structure of high frequency currency exchange market
Physica A | 2003-05-21 | Paper |
Triangular arbitrage and negative auto-correlation of foreign exchange rates
Physica A | 2003-05-21 | Paper |
Self-modulation processes and resulting generic 1/f fluctuations
Physica A | 2003-05-21 | Paper |
UNIVERSALITY OF 1-DIMENSIONAL REACTION MODELS
Fractals | 2003-01-20 | Paper |
Triangular arbitrage as an interaction among foreign exchange rates
Physica A | 2002-06-12 | Paper |
The mechanism of double-exponential growth in hyper-inflation
Physica A | 2002-05-23 | Paper |
Predictability of currency market exchange
Physica A | 2002-05-23 | Paper |
Dynamical models of stock market exchanges: From microscopic determinism to macroscopic randomness
Physica A | 2001-10-21 | Paper |
Stable distribution and Lévy process in fractal turbulence.
Progress of Theoretical Physics | 2001-10-18 | Paper |
Stable infinite variance fluctuations in randomly amplified Langevin systems
Physical Review Letters | 2001-10-17 | Paper |
Invariant power law distribution of Langevin systems with colored multiplicative noise
Physical Review E. Third Series | 2001-10-17 | Paper |
Spectral analysis of multichannel MEG data.
Fractals | 2001-06-11 | Paper |
A characteristic time scale in dollar-yen exchange rates
Physica A | 2001-02-27 | Paper |
Statistical properties of aggregation with injection
Journal of Statistical Physics | 2000-05-22 | Paper |
| scientific article; zbMATH DE number 1380857 (Why is no real title available?) | 1999-12-20 | Paper |
A Percolation-like Phase Transition in Oxygen-limited Combustion.
Interdisciplinary Information Sciences | 1999-11-08 | Paper |
POWER-LAW DISTRIBUTION OF RIVER BASIN SIZES
Fractals | 1998-11-26 | Paper |
1/f NOISE IN A TRAFFIC MODEL
Fractals | 1998-08-02 | Paper |
THE BEHAVIOR OF A THRESHOLD MODEL OF MARKET PRICE IN STOCK EXCHANGE
Fractals | 1998-04-22 | Paper |
FRACTAL LIMIT DISTRIBUTIONS IN RANDOM TRANSPORTS
Fractals | 1998-02-03 | Paper |
FRACTAL IMAGE ANALYSIS OF NATURAL SCENES AND MEDICAL IMAGES
Fractals | 1997-08-07 | Paper |
A new mesoscopic scale model for simulating fluid turbulence: The lattice vortex tube model
Physica D | 1994-06-05 | Paper |
| scientific article; zbMATH DE number 44636 (Why is no real title available?) | 1992-09-17 | Paper |
Saturation transition in a monomer-monomer model of heterogeneous catalysis
Journal of Physics A: Mathematical and General | 1990-01-01 | Paper |
Physical models of fractal functions
Japan Journal of Applied Mathematics | 1984-01-01 | Paper |
