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ORCIDTakanobu Mizuta
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2020 – today
- 2024
[i4]Kei Nakagawa, Masanori Hirano, Kentaro Minami, Takanobu Mizuta:
A Multi-agent Market Model Can Explain the Impact of AI Traders in Financial Markets - A New Microfoundations of GARCH model. CoRR abs/2409.12516 (2024)- 2023
- [j6]Isao Yagi
, Mahiro Hoshino, Takanobu Mizuta:
Impact of High-Frequency Trading with an Order Book Imbalance Strategy on Agent-Based Stock Markets. Complex. 2023: 3996948:1-3996948:12 (2023) - [c22]Takanobu Mizuta, Kiyoshi Izumi:
Frequent Batch Auctions investigated by Agent-Based Model. IIAI-AAI 2023: 446-451 - [c21]Takanobu Mizuta, Isao Yagi:
Comparing Effects of Price Limit and Circuit Breaker in Stock Exchanges by an Agent-Based Model. SSCI 2023: 75-82 - 2022
- [j5]Mahiro Hoshino, Takanobu Mizuta, Yasuhiro Sudo, Isao Yagi:
Impact of maker-taker fees on stock exchange competition from an agent-based simulation. J. Comput. Soc. Sci. 5(2): 1323-1342 (2022) - [c20]Yoshito Noritake, Takanobu Mizuta, Ryuta Hemmi, Shota Nagumo, Kiyoshi Izumi:
Investigation on effect of excess buy orders using agent-based model. BESC 2022: 1-5 - [c19]Takanobu Mizuta, Isao Yagi, Kosei Takashima:
Instability of financial markets by optimizing investment strategies investigated by an agent-based model. CIFEr 2022: 1-8 - 2021
- [c18]Takanobu Mizuta:
Do new investment strategies take existing strategies' returns - An investigation into agent-based models -. BESC 2021: 1-6 - 2020
- [j4]Isao Yagi, Shunya Maruyama, Takanobu Mizuta:
Trading Strategies of a Leveraged ETF in a Continuous Double Auction Market Using an Agent-Based Simulation. Complex. 2020: 3497689:1-3497689:7 (2020) - [j3]Isao Yagi, Yuji Masuda, Takanobu Mizuta:
Analysis of the Impact of High-Frequency Trading on Artificial Market Liquidity. IEEE Trans. Comput. Soc. Syst. 7(6): 1324-1334 (2020) - [c17]Takanobu Mizuta:
How Many Orders does a Spoofer Need? - Investigation by Agent-Based Model -. BESC 2020: 1-4 - [c16]Isao Yagi, Mahiro Hoshino, Takanobu Mizuta:
Analysis of the impact of maker-taker fees on the stock market using agent-based simulation. ICAIF 2020: 1:1-1:6 - [c15]Takanobu Mizuta:
An agent-based model for designing a financial market that works well. SSCI 2020: 400-406 - [c14]Takanobu Mizuta:
Can an AI perform market manipulation at its own discretion? - A genetic algorithm learns in an artificial market simulation -. SSCI 2020: 407-412 - [i3]Isao Yagi, Mahiro Hoshino, Takanobu Mizuta:
Analysis of the impact of maker-taker fees on the stock market using agent-based simulation. CoRR abs/2010.08992 (2020) - [i2]Isao Yagi, Shunya Maruyama, Takanobu Mizuta:
Trading Strategies of a Leveraged ETF in a Continuous Double Auction Market Using an Agent-Based Simulation. CoRR abs/2010.13036 (2020) - [i1]Isao Yagi, Yuji Masuda, Takanobu Mizuta:
Analysis of the Impact of High-Frequency Trading on Artificial Market Liquidity. CoRR abs/2010.13038 (2020)
2010 – 2019
- 2019
- [c13]Takanobu Mizuta:
Agent-Based Model of Liquidity and Arbitrage Cost Between ETF and Stocks. IIAI-AAI 2019: 685-688 - [c12]Isao Yagi, Takanobu Mizuta:
Analysis of the Impact of the Rule for Investment Diversification on Investment Performance using a Multi-agent Simulation. IIAI-AAI 2019: 689-692 - 2018
- [c11]Isao Yagi, Yuji Masuda, Takanobu Mizuta:
Detection of Factors Influencing Market Liquidity Using an Agent-Based Simulation. BESC 2018: 173-178 - [c10]Takanobu Mizuta:
Effect of Increasing Horizontal Shareholding with Index Funds on Competition and Market Prices - Investigation by Agent-Based Model. BESC 2018: 185-188 - 2017
- [j2]Atsushi Nozaki, Takanobu Mizuta, Isao Yagi:
A Study on the Market Impact of the Rule for Investment Diversification at the Time of a Market Crash Using a Multi-Agent Simulation. IEICE Trans. Inf. Syst. 100-D(12): 2878-2887 (2017) - [c9]Takanobu Mizuta, Sadayuki Horie:
Why do active funds that trade infrequently make a market more efficient? - Investigation using agent-based model. SSCI 2017: 1-8 - 2016
- [j1]Takanobu Mizuta, Shintaro Kosugi, Takuya Kusumoto, Wataru Matsumoto, Kiyoshi Izumi, Isao Yagi, Shinobu Yoshimura:
Effects of Price Regulations and Dark Pools on Financial Market Stability: An Investigation by Multiagent Simulations. Intell. Syst. Account. Finance Manag. 23(1-2): 97-120 (2016) - [c8]Takanobu Mizuta, Yoshito Noritake, Satoshi Hayakawa, Kiyoshi Izumi:
Affecting market efficiency by increasing speed of order matching systems on financial exchanges - investigation using agent based model. SSCI 2016: 1-8 - 2014
- [c7]Takanobu Mizuta, Wataru Matsumoto, Shintaro Kosugi, Kiyoshi Izumi, Takuya Kusumoto, Shinobu Yoshimura:
Do dark pools stabilize markets and reduce market impacts? Investigations using multi-agent simulations. CIFEr 2014: 71-76 - [c6]Takanobu Mizuta, Kiyoshi Izumi, Isao Yagi, Shinobu Yoshimura:
Regulations' effectiveness for market turbulence by large erroneous orders using multi agent simulation. CIFEr 2014: 138-143 - 2013
- [c5]Takanobu Mizuta, Kiyoshi Izumi, Shinobu Yoshimura:
Price variation limits and financial market bubbles: Artificial market simulations with agents' learning process. CIFEr 2013: 1-7 - 2012
- [c4]Isao Yagi, Takanobu Mizuta, Kiyoshi Izumi:
A study on the reversal mechanism for large stock price declines using artificial markets. CIFEr 2012: 1-7 - 2010
- [c3]Isao Yagi, Takanobu Mizuta, Kiyoshi Izumi:
A Study on the Effectiveness of Short-Selling Regulation in View of Regulation Period Using Artificial Markets. ACIS-ICIS 2010: 169-174 - [c2]Masabumi Furuhata, Takanobu Mizuta, Jihei So:
Paired Evaluators Method to Track Concept Drift: An Application for Hedge Funds Operations. ICDM Workshops 2010: 808-815
2000 – 2009
- 2009
- [c1]Isao Yagi, Takanobu Mizuta, Kiyoshi Izumi:
A Study on the Market Impact of Short-Selling Regulation Using Artificial Markets. PRIMA Workshops 2009: 217-231
Coauthor Index
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