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Itō, Takatoshi Takayasu, Misako Takayasu, Misako Ohnishi, Takaaki Hashimoto, Yūko Watanabe, Tsutomu Yamada, Kenta Mizuno, Takayuki Sato, Aki-hiro Oba, Akihiko Lee, Min G. Okazaki, Mitsuhiro P. Yura, Yoshihiro Ikeda, Yuichi Watanabe, Kota Sornette, Didier Noda, Itsuki Ito, Nobuyasu Katori, Makoto All co-authors foreign exchange opportunities risk proceedings devisenmarkt execution markets social econophysics market financial transactions Ökonophysik frequency declined opportunity wechselkurs volatilität volatility analysis application nikkei symposium transaction data yen finanzmathematik börsenkurs arbitrage process based brownian fluid second price platform negative currency triangular emergence algorithmic detects orders mid physik physics international conference simulation rate particle free lunch firm practical held estimation computers phenomena models particles layer schätzung japan kongress modeling colloquium order book fluctuation dissipation fragility systems network dynamics fruits empirical tokyo deterministic agent statistical laws quotes exchanges forms bid ask spread
Composed us dollar arbitrage opportunities foreign exchange foreign exchange market execution risk exchange rate exchange markets econophysics proceedings nikkei econophysics econophysics symposium statistische physik share price opportunities foreign market price transaction platform arbitrage opportunity elektronisches handelssystem electronic trading statistische verteilung statistical distribution risk arbitrage free lunch proceedings nikkei application econophysics social phenomena fluid particles stochastischer prozess stochastic process statistische methodenlehre statistical theory markets execution proceedings international international conference conference social social modeling econophysics colloquium nonstationarity exchange rate process random walk practical fruits fruits econophysics symposium application proceedings second second nikkei held tokyo frequency data data firm firm quotes quotes transaction platform foreign foreign exchanges exchanges arbitrage arbitrage profit forms negative negative bid bid ask ask spread spread currency currency pair pair triangular triangular transactions transactions involving involving currency detected emerge emerge disappear matter seconds frequency duration opportunities declined declined time time likely emergence algorithmic human trader detects arbitrage opportunity places places orders negative spreads guarantee orders mid frequency nonparametric test
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The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata
Hideki Takayasu Alternative spellings: H. Takayasu B: 1958 Biblio: Sony Computer Science Laboratories, Tokyo
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Q11669148
Publishing years Series Working paper / National Bureau of Economic Research, Inc. (3) NBER Working Paper (1) NBER working paper series (1) Springer Proceedings in Complexity (1) Working paper series, understanding inflation dynamics of the Japanese economy (1) Research paper series / Swiss Finance Institute (1) SpringerLink / Bücher (1) Center paper / Yale University, Economic Growth Center (1) 
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