| 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 | 50 | 2010 |
| 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 | 48 | 2016 |
| 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 | 24 | 2014 |
| 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 | 22 | 2011 |
| Design of financial market regulations against large price fluctuations using by artificial market simulations T Mizuta, K Izumi, I Yagi, S Yoshimura Scientific Research Publishing, 2013 | 19 | 2013 |
| 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 | 17 | 2015 |
| 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 | 14 | 2020 |
| 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 | 14 | 2017 |
| 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 | 14 | 2013 |
| A study on the reversal mechanism for large stock price declines using artificial markets I Yagi, T Mizuta, K Izumi 2012 IEEE Conference on Computational Intelligence for Financial Engineering …, 2012 | 12 | 2012 |
| Detection of factors influencing market liquidity using an agent-based simulation I Yagi, Y Masuda, T Mizuta Network theory and agent-based modeling in economics and finance, 111-131, 2019 | 11 | 2019 |
| Analysis of the impact of leveraged etf rebalancing trades on the underlying asset market using artificial market simulation I Yagi, T Mizuta 12th Artificial Economics Conference, 1-11, 2016 | 10 | 2016 |
| A static analysis using tree automata for XML access control I Yagi, Y Takata, H Seki Automated Technology for Verification and Analysis: Third International …, 2005 | 9 | 2005 |
| Analysis of the impact of maker-taker fees on the stock market using agent-based simulation I Yagi, M Hoshino, T Mizuta Proceedings of the First ACM International Conference on AI in Finance, 1-6, 2020 | 8 | 2020 |
| 人工市場を用いた市場暴落後における反発メカニズムの分析 八木勲， 水田孝信， 和泉潔 情報処理学会論文誌 53 (11), 2388-2398, 2012 | 7 | 2012 |
| A study on the market impact of the rule for investment diversification at the time of a market crash using a multi-agent simulation A Nozaki, T Mizuta, I Yagi IEICE TRANSACTIONS on Information and Systems 100 (12), 2878-2887, 2017 | 6 | 2017 |
| 現実の価格決定メカニズムを考慮した人工市場の設定評価手法の開発 水田孝信， 八木勲， 和泉潔 人工知能学会論文誌 27 (6), 320-327, 2012 | 6 | 2012 |
| Impact of high-frequency trading with an order book imbalance strategy on agent-based stock markets I Yagi, M Hoshino, T Mizuta Complexity 2023, 2023 | 5 | 2023 |
| A study on the market impact of short-selling regulation using artificial markets I Yagi, T Mizuta, K Izumi Advances in Practical Multi-Agent Systems, 217-231, 2010 | 5 | 2010 |
| 市場暴落後の反発時における投資家の振る舞いと人工市場への示唆 水田孝信， 八木勲， 和泉潔 人工知能学会第二種研究会資料 2012 (FIN-008), 01, 2012 | 4 | 2012 |
Takanobu MIZUTASPARX Asset Management Co., Ltd.Verified email at sparxgroup.com
