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ホームページ:http://www.cs.miyazaki-u.ac.jp/joho2/mieko/econo
http://www.cs.miyazaki-u.ac.jp/joho2/mieko/PreNikkei02
論文発表
Mieko Tanaka-Yamawaki,"Stability of Markovian Structure Observed in High Frequency Foreign Exchange
Data",Ann.Inst.Statist.Math.(AISM),vol.55(2003)in press
Mieko Tanaka-Yamawaki,"Two Phase Oscillatory Patterns in a Positive Feedback Agent Model"
Proceedings of International Conference on Econophysics at Bali,August 2002;
Physica A(2003)in press.
Mieko Tanaka-Yamawaki,Shinya Komaki and Tsuyoshi Itabashi,"Arbitrage Chances and the Non-Gaussian
Features of Financial Data",Proceeding of IEEE International Symposium on Computational Intelligence on
Financial Engineering(CIFER03)March 20-23(2003)Hong Kong
学会発表
Tanaka-Yamawaki,"High Frequency Patterns in Financial Data",International Econophysics Conference at
Bali,Indonesia,August 28-31,2002.
Mieko Tanaka-Yamawaki and Shinya Komaki,"A Numerical Analysis on the Triangular
Arbitrage Chances"Proceedings of International Symposium on Nonlinear Theory and its
Applications(Xi'an,PRC,October 7-11,2002)pp.415-418,2002
Mieko Tanaka-Yamawaki,Tsuyoshi Itabashi,Hiromori Miyagi,and Shigehira Ozono,"Scaling Property of
Foreign Exchange Market and Its Relation to Turbulence",Proceedings of International Symposium on
Nonlinear Theory and its Applications(Xi'an,PRC,October 7-11,2002,pp.423-426,2002
Mieko Tanaka-Yamawaki,Shinya Komaki,and Tsuyoshi Itabashi,"More Study on Markovian Structure in
High-Frequency Data",The Second Nikkei Econophysics Research Workshop and Symposium:Toward
Control of Economic Change(November 12-14,2002 Nihon Keizai Shinbun,Inc.),2002
Mieko Tanaka-Yamawaki and Tsuyoshi Itabashi,"Scaling Law in Common to Turbulence and
Price Fluctuations",Proc.of The Eighth Int.Symp.on Artificial Life and Robotics(AROB8th'03),
Beppu,Oita,Japan,24-26 January,pp.70-73,2003
Mieko Tanaka-Yamawaki and Shinya Komaki,"Characteristic Features of High Frequency
Financial Time Series",Proc.of The Eighth Int.Symp.on Artificial Life and Robotics
(AROB8th'03),Beppu,Oita,Japan,24-26 January,pp.74-77,2003
Mieko Tanaka-Yamawaki and Shinya Komaki,"Arbitrage Chances in High Frequency Price
Fluctuations",日本機械学会第12回インテリジェント・システム・シンポジウム:Fuzzy,Artificial
Intelligence,Neural Networks and Computational Intelligence(FAN Symposium'02 in Saga)講演
論文集(2002年11月21-22日,佐賀)pp.273-277,2002
Mieko Tanaka-Yamawaki and Tsuyoshi Itabashi,"Statistical Property of High Frequency Price
Fluctuations",日本機械学界第12回インテリジェント・システム・シンポジウム:Fuzzy,Artificial
Intelligence,Neural Networks and Computational Intelligence(FAN Symposium'02 in Saga)講演
論文集(2002年11月21-22日,佐賀)pp.279-283,2002
Mieko Tanaka-Yamawaki,Shinya Komaki and Tsuyoshi Itabashi,"Arbitrage Chances and the Non-Gaussian
Features of Financial Data",IEEE International Symposium on Computational Intelligence on Financial
Engineering(CIFER03)March 20-23(2003)Hong Kong.
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