Takanobu Mizuta
Orcid: 0000-0003-4329-0645
According to our database1,
Takanobu Mizuta
authored at least 32 papers
between 2009 and 2024.
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Bibliography
2024
Impact of arbitrage trading between an ETF and its underlying assets on market liquidity of their markets using an agent-based simulation.
J. Comput. Soc. Sci., December, 2024
The Impact of Arbitrage Between Stock Markets With and Without Maker-Taker Fees Using an Agent-Based Simulation.
New Gener. Comput., November, 2024
A Multi-agent Market Model Can Explain the Impact of AI Traders in Financial Markets-A New Microfoundations of GARCH Model.
Proceedings of the PRIMA 2024: Principles and Practice of Multi-Agent Systems, 2024
An Interaction Between a Leveraged ETF and Futures in a Crash Investigated by an Agent-Based Model.
Proceedings of the IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, 2024
2023
Impact of High-Frequency Trading with an Order Book Imbalance Strategy on Agent-Based Stock Markets.
Complex., 2023
Comparing Effects of Price Limit and Circuit Breaker in Stock Exchanges by an Agent-Based Model.
Proceedings of the IEEE Symposium Series on Computational Intelligence, 2023
Proceedings of the 14th IIAI International Congress on Advanced Applied Informatics, 2023
2022
Impact of maker-taker fees on stock exchange competition from an agent-based simulation.
J. Comput. Soc. Sci., November, 2022
Instability of financial markets by optimizing investment strategies investigated by an agent-based model.
Proceedings of the IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, 2022
Proceedings of the 9th International Conference on Behavioural and Social Computing, 2022
2021
Do new investment strategies take existing strategies' returns - An investigation into agent-based models -.
Proceedings of the 8th International Conference on Behavioral and Social Computing, 2021
2020
IEEE Trans. Comput. Soc. Syst., 2020
Trading Strategies of a Leveraged ETF in a Continuous Double Auction Market Using an Agent-Based Simulation.
Complex., 2020
Can an AI perform market manipulation at its own discretion? - A genetic algorithm learns in an artificial market simulation -.
Proceedings of the 2020 IEEE Symposium Series on Computational Intelligence, 2020
Proceedings of the 2020 IEEE Symposium Series on Computational Intelligence, 2020
Analysis of the impact of maker-taker fees on the stock market using agent-based simulation.
Proceedings of the ICAIF '20: The First ACM International Conference on AI in Finance, 2020
Proceedings of the 7th International Conference on Behavioural and Social Computing, 2020
2019
Analysis of the Impact of the Rule for Investment Diversification on Investment Performance using a Multi-agent Simulation.
Proceedings of the 8th International Congress on Advanced Applied Informatics, 2019
Proceedings of the 8th International Congress on Advanced Applied Informatics, 2019
2018
Proceedings of the 5th International Conference on Behavioral, 2018
Effect of Increasing Horizontal Shareholding with Index Funds on Competition and Market Prices - Investigation by Agent-Based Model.
Proceedings of the 5th International Conference on Behavioral, 2018
2017
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., 2017
Why do active funds that trade infrequently make a market more efficient? - Investigation using agent-based model.
Proceedings of the 2017 IEEE Symposium Series on Computational Intelligence, 2017
2016
Effects of Price Regulations and Dark Pools on Financial Market Stability: An Investigation by Multiagent Simulations.
Intell. Syst. Account. Finance Manag., 2016
Affecting market efficiency by increasing speed of order matching systems on financial exchanges - investigation using agent based model.
Proceedings of the 2016 IEEE Symposium Series on Computational Intelligence, 2016
2014
Do dark pools stabilize markets and reduce market impacts? Investigations using multi-agent simulations.
Proceedings of the IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2014
Regulations' effectiveness for market turbulence by large erroneous orders using multi agent simulation.
Proceedings of the IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2014
2013
Price variation limits and financial market bubbles: Artificial market simulations with agents' learning process.
Proceedings of the 2013 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2013
2012
A study on the reversal mechanism for large stock price declines using artificial markets.
Proceedings of the 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2012
2010
Paired Evaluators Method to Track Concept Drift: An Application for Hedge Funds Operations.
Proceedings of the ICDMW 2010, 2010
A Study on the Effectiveness of Short-Selling Regulation in View of Regulation Period Using Artificial Markets.
Proceedings of the 9th IEEE/ACIS International Conference on Computer and Information Science, 2010
2009
Proceedings of the Advances in Practical Multi-Agent Systems, 2009