Follow
Takanobu MIZUTA
Takanobu MIZUTA
SPARX Asset Management Co., Ltd.
Verified email at sparxgroup.com - Homepage
Title
Cited by
Cited by
Year
A study on the effectiveness of short-selling regulation using artificial markets
I Yagi, T Mizuta, K Izumi
Evolutionary and Institutional Economics Review 7, 113-132, 2010
492010
Effects of price regulations and dark pools on financial market stability: an investigation by multiagent simulations
T Mizuta, S Kosugi, T Kusumoto, W Matsumoto, K Izumi, I Yagi, ...
Intelligent Systems in Accounting, Finance and Management 23 (1-2), 97-120, 2016
472016
A numerical simulation of the Pi2 pulsations associated with the substorm current wedge
S Fujita, H Nakata, M Itonaga, A Yoshikawa, T Mizuta
Journal of Geophysical Research: Space Physics 107 (A3), SMP 2-1-SMP 2-15, 2002
462002
A brief review of recent artificial market simulation (agent-based model) studies for financial market regulations and/or rules
T Mizuta
Available at SSRN 2710495, 2016
332016
An agent-based model for designing a financial market that works well
T Mizuta
2020 IEEE symposium series on computational intelligence (SSCI), 400-406, 2020
282020
Regulations' effectiveness for market turbulence by large erroneous orders using multi agent simulation
T Mizuta, K Izumi, I Yagi, S Yoshimura
2014 IEEE Conference on Computational Intelligence for Financial Engineering …, 2014
242014
Price variation limits and financial market bubbles: Artificial market simulations with agents' learning process
T Mizuta, K Izumi, S Yoshimura
2013 IEEE Conference on Computational Intelligence for Financial Engineering …, 2013
222013
人工市場を利用した空売り規制が与える株式市場への影響分析
八木勲, 水田孝信, 和泉潔
人工知能学会論文誌 26 (1), 208-216, 2011
222011
Investigating the impact of trading frequencies of market makers: a multi-agent simulation approach
C Wang, K Izumi, T Mizuta, S Yoshimura
SICE Journal of Control, Measurement, and System Integration 6 (3), 216-220, 2013
202013
Do dark pools stabilize markets and reduce market impacts? investigations using multi-agent simulations
T Mizuta, W Matsumoto, S Kosugi, K Izumi, T Kusumoto, S Yoshimura
2014 IEEE Conference on computational intelligence for financial engineering …, 2014
192014
Investigation of price variation limits, short selling regulation, and uptick rules and their optimal design by artificial market simulations
T Mizuta, K Izumi, I Yagi, S Yoshimura
Electronics and Communications in Japan 98 (7), 13-21, 2015
172015
Effects of dark pools on financial markets’ efficiency and price discovery function: an investigation by multi-agent simulations
T Mizuta, S Kosugi, T Kusumoto, W Matsumoto, K Izumi
Evolutionary and Institutional Economics Review 12, 375-394, 2015
152015
Simulation Study on Effects of Tick Size Difference in Stock Markets Competition
T Mizuta, S Hayakawa, K Izumi, S Yoshimura
The 8th International Workshop on Agent-based Approach in Economic and …, 2013
152013
Analysis of the impact of high-frequency trading on artificial market liquidity
I Yagi, Y Masuda, T Mizuta
IEEE Transactions on Computational Social Systems 7 (6), 1324-1334, 2020
142020
Investigation of the rule for investment diversification at the time of a market crash using an artificial market simulation
I Yagi, A Nozaki, T Mizuta
Evolutionary and Institutional Economics Review 14, 451-465, 2017
142017
人工市場を用いた値幅制限・空売り規制・アップティックルールの検証と最適な制度の設計
水田孝信, 和泉潔, 八木勲, 吉村忍
電気学会論文誌 C (電子・情報・システム部門誌) 133 (9), 1694-1700, 2013
142013
Investigation of relationship between tick size and trading volume of markets using artificial market simulations
T Mizuta, S Hayakawa, K Izumi, S Yoshimura
JPX working paper, 2013
142013
Can an AI perform market manipulation at its own discretion?–A genetic algorithm learns in an artificial market simulation–
T Mizuta
2020 IEEE symposium series on computational intelligence (SSCI), 407-412, 2020
132020
人工市場シミュレーションを用いた金融市場の規制・制度の分析
水田孝信
東京大学大学院工学系研究科, 2014
132014
人工市場シミュレーションを用いた取引市場間におけるティックサイズと取引量の関係性分析
水田孝信, 早川聡, 和泉潔, 吉村忍
JPX ワーキング・ペーパー 2, 1-14, 2013
132013
The system can't perform the operation now. Try again later.
Articles 1–20