Search Results - "Takayasu, Hideki"

Derivation of the Boltzmann Equation for Financial Brownian Motion: Direct Observation of the Collective Motion of High-Frequency Traders by Kanazawa, Kiyoshi, Sueshige, Takumi, Takayasu, Hideki, Takayasu, Misako

“…A microscopic model is established for financial Brownian motion from the direct observation of the dynamics of high-frequency traders (HFTs) in a foreign…”
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Human mobility description by physical analogy of electric circuit network based on GPS data by Zhong, Zhihua, Takayasu, Hideki, Takayasu, Misako

“…Human mobility in an urban area is complicated; the origins, destinations, and transportation modes of each person differ. The quantitative description of…”
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A Markov network approach for reproducing purchase behaviours observed in convenience stores by Johansson, Dan, Takayasu, Hideki, Takayasu, Misako

“…The convenience store industry in Japan holds immense significance, making a thorough comprehension of customer purchase behaviour invaluable for companies…”
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Classification of endogenous and exogenous bursts in collective emotions based on Weibo comments during COVID-19 by Wu, Qianyun, Sano, Yukie, Takayasu, Hideki, Takayasu, Misako

“…Bursts and collective emotion have been widely studied in social physics field where researchers use mathematical models to understand human social dynamics…”
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Universal scaling laws of collective human flow patterns in urban regions by Shida, Yohei, Takayasu, Hideki, Havlin, Shlomo, Takayasu, Misako

“…Detail observation of human locations became available recently by the development of information technology such as mobile phones with GPS (Global Positioning…”
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Integration of B-to-B trade network models of structural evolution and monetary flows reproducing all major empirical laws by Ozaki, Jun’ichi, Viegas, Eduardo, Takayasu, Hideki, Takayasu, Misako

“…We develop a single two-layered model framework that captures and replicates both the statistical properties of the network as well as those of the intrinsic…”
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Direct modelling from GPS data reveals daily-activity-dependency of effective reproduction number in COVID-19 pandemic by Ozaki, Jun’ichi, Shida, Yohei, Takayasu, Hideki, Takayasu, Misako

“…During the COVID-19 pandemic, governments faced difficulties in implementing mobility restriction measures, as no clear quantitative relationship between human…”
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Diffusion-Localization Transition Point of Gravity Type Transport Model on Regular Ring Lattices and Bethe Lattices by Koike, Hajime, Takayasu, Hideki, Takayasu, Misako

“…Focusing on the diffusion-localization transition, we theoretically analyzed a nonlinear gravity-type transport model defined on networks called regular ring…”
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Potential fields and fluctuation-dissipation relations derived from human flow in urban areas modeled by a network of electric circuits by Shida, Yohei, Ozaki, Jun’ichi, Takayasu, Hideki, Takayasu, Misako

“…Owing to the big data the extension of physical laws on nonmaterial has seen numerous successes, and human mobility is one of the scientific frontier topics…”
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Classification of position management strategies at the order-book level and their influences on future market-price formation by Sueshige, Takumi, Sornette, Didier, Takayasu, Hideki, Takayasu, Misako

“…Financial prices fluctuate as a results of the market impact of the flow of transactions between traders. Reciprocally, several studies of market…”
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Author Correction: Potential fields and fluctuation-dissipation relations derived from human flow in urban areas modeled by a network of electric circuits by Shida, Yohei, Ozaki, Jun’ichi, Takayasu, Hideki, Takayasu, Misako

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Rumor diffusion and convergence during the 3.11 earthquake: a twitter case study by Takayasu, Misako, Sato, Kazuya, Sano, Yukie, Yamada, Kenta, Miura, Wataru, Takayasu, Hideki

“…We focus on Internet rumors and present an empirical analysis and simulation results of their diffusion and convergence during emergencies. In particular, we…”
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Exact Solution to Two-Body Financial Dealer Model: Revisited from the Viewpoint of Kinetic Theory by Kanazawa, Kiyoshi, Takayasu, Hideki, Takayasu, Misako

“…The two-body stochastic dealer model is revisited to provide an exact solution to the average order-book profile using the kinetic approach. The dealer model…”
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Ecology of trading strategies in a forex market for limit and market orders by Sueshige, Takumi, Kanazawa, Kiyoshi, Takayasu, Hideki, Takayasu, Misako

“…There is a growing interest to understand financial markets as ecological systems, where the variety of trading strategies correspond to that of biological…”
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Scale-dependent power law properties in hashtag usage time series of Weibo by Jiang, Jiwei J., Yamada, Kenta, Takayasu, Hideki, Takayasu, Misako

“…We analyze the time series of hashtag numbers of social media data. We observe that the usage distribution of hashtags is characterized by a fat-tailed…”
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The microscopic relationships between triangular arbitrage and cross-currency correlations in a simple agent based model of foreign exchange markets by Ciacci, Alberto, Sueshige, Takumi, Takayasu, Hideki, Christensen, Kim, Takayasu, Misako

“…Foreign exchange rates movements exhibit significant cross-correlations even on very short time-scales. The effect of these statistical relationships become…”
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Extraction of Important Factors in a High-Dimensional Data Space: An Application for High-Growth Firms by Wada, Takuya, Takayasu, Hideki, Takayasu, Misako

“…We introduce a new non-black-box method of extracting multiple areas in a high-dimensional big data space where data points that satisfy specific conditions…”
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Diffusion-localization transition caused by nonlinear transport on complex networks by Tamura, Koutarou, Takayasu, Hideki, Takayasu, Misako

“…We analyzed nonlinear transport as defined for directed complex networks, where the flux from one node to a neighboring node is given preferentially according…”
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Hubs and authorities in the world trade network using a weighted HITS algorithm by Deguchi, Tsuyoshi, Takahashi, Katsuhide, Takayasu, Hideki, Takayasu, Misako

“…We investigate the economic hubs and authorities of the world trade network (WTN) from 1992 to 2012, an era of rapid economic globalization. Using a…”
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Time evolution of companies towards a stable scaling curve obtained from flow diagrams in three-dimensional phase space by Kobayashi, Yuh, Takayasu, Hideki, Havlin, Shlomo, Takayasu, Misako

“…Although scaling relations of power law forms have been revealed in a wide variety of complex systems, the origin of scaling relations in real systems remains…”
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