| Effects of price regulations and dark pools on financial market stability: an investigation by multiagent simulations T Mizuta, S Kosugi, T Kusumoto, W Matsumoto, K Izumi, I Yagi, ... Intelligent Systems in Accounting, Finance and Management 23 (1-2), 97-120, 2016 | 52 | 2016 |
| A study on the effectiveness of short-selling regulation using artificial markets I Yagi, T Mizuta, K Izumi Evolutionary and Institutional Economics Review 7, 113-132, 2010 | 50 | 2010 |
| A numerical simulation of the Pi2 pulsations associated with the substorm current wedge S Fujita, H Nakata, M Itonaga, A Yoshikawa, T Mizuta Journal of Geophysical Research: Space Physics 107 (A3), SMP 2-1-SMP 2-15, 2002 | 47 | 2002 |
| A brief review of recent artificial market simulation (agent-based model) studies for financial market regulations and/or rules T Mizuta Available at SSRN 2710495, 2016 | 34 | 2016 |
| An agent-based model for designing a financial market that works well T Mizuta 2020 IEEE symposium series on computational intelligence (SSCI), 400-406, 2020 | 32 | 2020 |
| Regulations' effectiveness for market turbulence by large erroneous orders using multi agent simulation T Mizuta, K Izumi, I Yagi, S Yoshimura 2014 IEEE Conference on Computational Intelligence for Financial Engineering …, 2014 | 24 | 2014 |
| Price variation limits and financial market bubbles: Artificial market simulations with agents' learning process T Mizuta, K Izumi, S Yoshimura 2013 IEEE Conference on Computational Intelligence for Financial Engineering …, 2013 | 23 | 2013 |
| 人工市場を利用した空売り規制が与える株式市場への影響分析 八木勲， 水田孝信， 和泉潔 人工知能学会論文誌 26 (1), 208-216, 2011 | 22 | 2011 |
| Investigating the impact of trading frequencies of market makers: a multi-agent simulation approach C Wang, K Izumi, T Mizuta, S Yoshimura SICE Journal of Control, Measurement, and System Integration 6 (3), 216-220, 2013 | 21 | 2013 |
| Investigation of price variation limits, short selling regulation, and uptick rules and their optimal design by artificial market simulations T Mizuta, K Izumi, I Yagi, S Yoshimura Electronics and Communications in Japan 98 (7), 13-21, 2015 | 20 | 2015 |
| Do dark pools stabilize markets and reduce market impacts? investigations using multi-agent simulations T Mizuta, W Matsumoto, S Kosugi, K Izumi, T Kusumoto, S Yoshimura 2014 IEEE Conference on computational intelligence for financial engineering …, 2014 | 20 | 2014 |
| Analysis of the impact of high-frequency trading on artificial market liquidity I Yagi, Y Masuda, T Mizuta IEEE Transactions on Computational Social Systems 7 (6), 1324-1334, 2020 | 18 | 2020 |
| Can an AI perform market manipulation at its own discretion?–A genetic algorithm learns in an artificial market simulation– T Mizuta 2020 IEEE symposium series on computational intelligence (SSCI), 407-412, 2020 | 16 | 2020 |
| Effects of dark pools on financial markets’ efficiency and price discovery function: an investigation by multi-agent simulations T Mizuta, S Kosugi, T Kusumoto, W Matsumoto, K Izumi Evolutionary and Institutional Economics Review 12, 375-394, 2015 | 16 | 2015 |
| Investigation of the rule for investment diversification at the time of a market crash using an artificial market simulation I Yagi, A Nozaki, T Mizuta Evolutionary and Institutional Economics Review 14, 451-465, 2017 | 15 | 2017 |
| Simulation Study on Effects of Tick Size Difference in Stock Markets Competition T Mizuta, S Hayakawa, K Izumi, S Yoshimura The 8th International Workshop on Agent-based Approach in Economic and …, 2013 | 15 | 2013 |
| Investigation of relationship between tick size and trading volume of markets using artificial market simulations T Mizuta, S Hayakawa, K Izumi, S Yoshimura JPX working paper, 2013 | 15 | 2013 |
| Detection of factors influencing market liquidity using an agent-based simulation I Yagi, Y Masuda, T Mizuta Network theory and agent-based modeling in economics and finance, 111-131, 2019 | 14 | 2019 |
| 人工市場シミュレーションを用いた金融市場の規制・制度の分析 水田孝信 東京大学大学院工学系研究科, 2014 | 14 | 2014 |
| 人工市場を用いた値幅制限・空売り規制・アップティックルールの検証と最適な制度の設計 水田孝信， 和泉潔， 八木勲， 吉村忍 電気学会論文誌 C (電子・情報・システム部門誌) 133 (9), 1694-1700, 2013 | 14 | 2013 |
Isao YagiFaculty of Informatics, Kogakuin UniversityDirección de correo verificada de cc.kogakuin.ac.jp
