| Publication | Date of Publication | Type |
|---|
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 |
The Statistical Relationship between Product Life Cycle and Repeat Purchase Behavior in Convenience Stores
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 |
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 |
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 |
Self-modulation processes and resulting generic \(1/f\) fluctuations
Physica A | 2003-05-21 | 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 |
Stable infinite variance fluctuations in randomly amplified Langevin systems
Physical Review Letters | 2001-10-17 | Paper |
Statistical properties of aggregation with injection
Journal of Statistical Physics | 2000-05-22 | Paper |
1/f NOISE IN A TRAFFIC MODEL
Fractals | 1998-08-02 | Paper |
