共同研究分:
1) 佐藤 彰洋, 石川温, 増川純一, 田中美栄子 "経済物理学における大容量デジタルデータの収集、保管、操作、および管理について", ipsj:2008-DD-68 (2008) pp. 1-8.
田中担当分:
1) Mieko Tanaka-Yamawaki, Seiji Tokuoka, Keita Awaji, “Short-Term Price Prediction and the Selection of Indicators”, Progress of Theoretical Physics Supplement,Vol.179,(to be published) 2009
2) 田中美栄子、徳岡聖二,”テクニカル指標の動的選択とtick価格予測”,情報処理学会論文誌:数理モデル化と応用(TOM),Vol.49(SIG 4),pp.88-91,2008
3) Mieko Tanaka-Yamawaki and Keita Awaji, “Dynamical Effect on Tick-wise Price Predictions”, Lecture Notes on Artificial Intelligence(Springer Verlag):Ignac Lovrek, et. al.(Eds.),Vol.5178,pp.442-449,2008
佐藤担当分:
1) 佐藤 彰洋, "外国為替市場参加者行動の特異性検出方法:特異性の伝播と同期", 情報処理会論文誌数理モデル化と応用, Vol. 2, No. 1 (2008) pp. 98−107
2) 佐藤 彰洋, "外国為替市場参加者の特異性検出方法:特異性の伝播と同期", 情報処理学会 研究報告, 2008-MPS-69 (2008) pp. 31--34.
3) 佐藤 彰洋, "高頻度金融時系列を用いた外国為替市場の大規模分析", 情報処理学会 研究報告, 2008-MPS-68 (2008) pp. 165--168.
4) A.H. Sato, H. Sakai, M. Nishimura, and J.A. Holyst, "Similarity, clustering, and scaling analyses for the foreign exchange market", PTP-Supplement, Vol.179 2009
5) A.-H. Sato and J.A. Holyst, "Characteristic periodicities of collective behavior at the foreign exchange market", The European Physical Journal B, Vol. 62 (2008) 373-380.
6) A.-H. Sato, "Application of spectral methods for high-frequency financial data to quantifying states of market participants", Physica A, Vol. 387 (2008) pp. 3960-3966
石川担当分:
1) A. Ishikawa, Power-Law and Log-Normal Distributions in Temporal Changes of Firm Size Variables、Economics Discussion Paper Nr. 2008-45,submitted to the special issue “Reconstructing Macroeconomics”
2) Masashi Tomoyose, Shouji Fujimoto and Atushi Ishikawa, ” Non-Gibrat's law in the middle scale region”, Prog. Theor. Phys. Supple. Vol.179, 2009
3) A. Ishikawa, Quasistatically varying log-normal distribution in the middle scale region of Japanese land prices”, Prog. Theor. Phys. Supple. Vol.179, 2009
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