Takanobu Mizuta

SPARX Asset Management Co., Ltd.

SCHOLARLY PAPERS

5

DOWNLOADS

507

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (5)

1.

A Brief Review of Recent Artificial Market Simulation (Agent-Based Model) Studies for Financial Market Regulations and/or Rules

Number of pages: 9 Posted: 04 Jan 2016 Last Revised: 06 Jul 2019
Takanobu Mizuta
SPARX Asset Management Co., Ltd.
Downloads 232 (134,920)
Citation 3

Abstract:

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Artificial Market Simulation, Multi-Agent Model, Agent-Based Model, Financial Market Regulation

2.

A Portfolio of Japanese Equities Weighted by YKS Patent Values

Number of pages: 24 Posted: 08 Sep 2009 Last Revised: 23 Oct 2009
Takanobu Mizuta, Ichiro Kudo and Yasuko Kobayashi
SPARX Asset Management Co., Ltd., Kudo & Associates and Kudo & Associates
Downloads 178 (172,785)

Abstract:

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indexation, patent valuation, portfolio management

3.

Micro-Foundation of ARCH Model

Number of pages: 4 Posted: 05 Jan 2016 Last Revised: 05 Apr 2016
Takanobu Mizuta
SPARX Asset Management Co., Ltd.
Downloads 41 (430,051)
Citation 1

Abstract:

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micro-foundation, ARCH, GARCH

4.

ARCHモデルのミクロ的基礎付けの試み (Micro-Foundation of ARCH Model)

Number of pages: 4 Posted: 05 Jan 2016 Last Revised: 05 Apr 2016
Takanobu Mizuta
SPARX Asset Management Co., Ltd.
Downloads 39 (438,330)

Abstract:

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micro-foundation, ARCH, GARCH, ミクロ的基礎付け

5.

An Agent-Based Model for Designing a Financial Market That Works Well

Number of pages: 7 Posted: 20 Jun 2019
Takanobu Mizuta
SPARX Asset Management Co., Ltd.
Downloads 17 (551,846)

Abstract:

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Artificial Market Model, Agent-Based Model, Complex System, Financial Market Design, Financial Market Regulation, Financial Market Rules