Aki-Hiro Sato
Identifiers
- name variant Aki-Hiro Sato 0.60 · backfill
Papers (21)
- Dynamic Interaction Between Asset Prices and Bank Behavior: A Systemic Risk Perspective q-fin.RM · 2015 · author #1
- Segmentation procedure based on Fisher's exact test and its application to foreign exchange rates stat.ME · 2013 · author #1
- Econoinformatics meets Data-Centric Social Sciences q-fin.GN · 2012 · author #1
- Towards international E-stat for monitoring the socio-economic activities across the globe q-fin.GN · 2012 · author #1
- Correlational properties of two-dimensional solvable chaos on the unit circle nlin.CD · 2012 · author #1
- Inference of Extreme Synchrony with an Entropy Measure on a Bipartite Network physics.data-an · 2012 · author #1
- Chaotic Method for Generating q-Gaussian Random Variables cs.IT · 2012 · author #2
- Segmentation analysis on a multivariate time series of the foreign exchange rates q-fin.ST · 2012 · author #1
- A Comprehensive Analysis of Time Series Segmentation on the Japanese Stock Prices q-fin.ST · 2012 · author #1
- Patterns of Regional Travel Behavior: An Analysis of Japanese Hotel Reservation Data physics.data-an · 2012 · author #1
- Impact of the Great East Japan Earthquake on Hotel Industry in Pacific Tohoku Prefectures: From spatio-temporal dependence of hotel availability physics.data-an · 2012 · author #1
- Comprehensive Analysis of Market Conditions in the Foreign Exchange Market: Fluctuation Scaling and Variance-Covariance Matrix q-fin.ST · 2012 · author #1
- Application of spectral methods for high-frequency financial data to quantifying states of market participants q-fin.ST · 2007 · author #1
- Frequency analysis of tick quotes on the foreign exchange market and agent-based modeling: A spectral distance approach physics.data-an · 2006 · author #1
- Characteristic time scales of tick quotes on foreign currency markets: an empirical study and agent-based model physics.data-an · 2005 · author #1
- A characteristic time scale of tick quotes on foreign currency markets physics.data-an · 2005 · author #1
- Signal estimation and threshold optimization using an array of bithreshold elements cond-mat.stat-mech · 2003 · author #1
- Artificial market model based on deterministic agents and derivation of limit of GARCH type process cond-mat.stat-mech · 2001 · author #1
- Market price simulator based on analog electrical circuit cond-mat.stat-mech · 2001 · author #1
- Derivation of ARCH(1) process from market price changes based on deterministic microscopic multi-agent cond-mat.stat-mech · 2001 · author #1
- Power law fluctuation generator based on analog electrical circuit cond-mat.stat-mech · 2000 · author #1
Mentions
- 1504.07152 #1 · backfill · confidence 0.70 Aki-Hiro Sato
- 1309.0602 #1 · backfill · confidence 0.70 Aki-Hiro Sato
- 1210.4643 #1 · backfill · confidence 0.70 Aki-Hiro Sato
- 1210.4129 #1 · backfill · confidence 0.70 Aki-Hiro Sato
- 1208.6205 #1 · backfill · confidence 0.70 Aki-Hiro Sato
- 1207.4860 #1 · backfill · confidence 0.70 Aki-Hiro Sato
- 1205.1690 #2 · backfill · confidence 0.70 Aki-Hiro Sato
- 1205.0336 #1 · backfill · confidence 0.70 Aki-Hiro Sato
- 1205.0332 #1 · backfill · confidence 0.70 Aki-Hiro Sato
- 1204.0442 #1 · backfill · confidence 0.70 Aki-Hiro Sato
- 1204.0433 #1 · backfill · confidence 0.70 Aki-Hiro Sato
- 1204.0426 #1 · backfill · confidence 0.70 Aki-Hiro Sato
- 0709.1530 #1 · backfill · confidence 0.70 Aki-Hiro Sato
Frequent Coauthors
- Hideki Takayasu 5 shared papers
- Ken Umeno 3 shared papers
- Janusz A. Ho{\l}yst 1 shared papers
- Michihito Ueda 1 shared papers
- Paolo Tasca 1 shared papers
- Takaki Hayashi 1 shared papers
- Takashi Isogai 1 shared papers
- Toyonori Munakata 1 shared papers
- Yasuji Sawada 1 shared papers