| 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 |
| 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 | 48 | 2016 |
| 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 | 46 | 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 | 29 | 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 | 22 | 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 | 20 | 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 | 19 | 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 | 19 | 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 | 15 | 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 | 15 | 2015 |
| 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 |
| 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 | 14 | 2020 |
| 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 | 14 | 2017 |
| 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 |
| 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 | 14 | 2013 |
| 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 | 13 | 2014 |
| 人工市場シミュレーションを用いた取引市場間におけるティックサイズと取引量の関係性分析 水田孝信， 早川聡， 和泉潔， 吉村忍 JPX ワーキング・ペーパー 2, 1-14, 2013 | 13 | 2013 |
Isao YagiFaculty of Informatics, Kogakuin University確認したメール アドレス: cc.kogakuin.ac.jp
