Hideki Takayasu

Sony Computer Science Laboratories

3-14-13 Higashigotanda, Shinagawa-ku

Tokyo 141-0022

Japan

SCHOLARLY PAPERS

3

DOWNLOADS

164

CITATIONS

1

Scholarly Papers (3)

1.

Financial Brownian Particle in the Layered Order Book Fluid and Fluctuation-Dissipation Relations

Swiss Finance Institute Research Paper No. 14-06
Number of pages: 11 Posted: 08 Feb 2014
Tokyo Institute of Technology, Sony Computer Science Laboratories, ETH Z├╝rich - Department of Management, Technology, and Economics (D-MTEC) and Tokyo Institute of Technology
Downloads 65 (247,562)

Abstract:

order book, Brownian particle, fluctuation-dissipation, dollar-yen

2.

Random Walk or a Run: Market Microstructure Analysis of the Foreign Exchange Rate Movements Based on Conditional Probability

NBER Working Paper No. w14160
Number of pages: 30 Posted: 16 Jul 2008
Toyo University - Faculty of Economics, University of Tokyo - Faculty of Economics, University of Tokyo - Graduate School of Law and Politics, Tokyo Institute of Technology, Sony Computer Science Laboratories and Hitotsubashi University - Institute of Economic Research
Downloads 48 (324,360)

Abstract:

3.

Free Lunch! Arbitrage Opportunities in the Foreign Exchange Markets

NBER Working Paper No. w18541
Number of pages: 54 Posted: 20 Nov 2012 Last Revised: 27 Nov 2012
University of Tokyo - Faculty of Economics, Waseda University - Waseda Institute for Advanced Study, Tokyo Institute of Technology and Sony Computer Science Laboratories
Downloads 8 (431,038)
Citation 1

Abstract: