List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| The ‘double’ square-root law: evidence for the mechanical origin of market impact using Tokyo stock exchange data Quantitative Finance | 2026-04-15 | Paper |
| Exact solution to a generalised Lillo-Mike-Farmer model with heterogeneous order-splitting strategies Journal of Statistical Physics | 2024-07-01 | Paper |
| Exact solution to two-body financial dealer model: revisited from the viewpoint of kinetic theory Journal of Statistical Physics | 2022-11-11 | Paper |
| Statistical mechanics for athermal fluctuation. Non-Gaussian noise in physics Springer Theses | 2017-08-29 | Paper |
| Asymptotic derivation of Langevin-like equation with non-Gaussian noise and its analytical solution Journal of Statistical Physics | 2015-10-28 | Paper |
Research outcomes over time
This page was built for person: Kiyoshi Kanazawa
