Traders' strategy with price feedbacks in financial market

Physica A: Statistical Mechanics and its Applications

Volumn 344, Issue 1-2, 2004, Pages 330-334

  Mizuno, Takayuki ^a   Nakano, Tohur ^a   Takayasu, Misako ^b   Takayasu, Hideki ^c  

^a CHUO UNIVERSITY   (Japan)

^b FUTURE UNIVERSITY HAKODATE   (Japan)

^c SONY COMPUTER SCIENCE LABORATORIES INC   (Japan)

Author keywords

Econophysics; Financial market; Self modulation effect

Indexed keywords

DIFFUSION; FINANCE; GRAPH THEORY; MATHEMATICAL MODELS; PROBABILITY; STRATEGIC PLANNING;

AUTOREGRESSIVE-TYPE MODEL; ECONOPHYSICS; FINANCIAL MARKET; SELF-MODULATION EFFECT;

DATA REDUCTION;

EID: 5444266911     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2004.06.145     Document Type: Conference Paper

References (6)

1. A.A. Tsonis, F. Heller, H. Takayasu, K. Marumo, T. Shimizu, Physica A 291 (2001) 574-582.
2. T. Mizuno, S. Kurihara, M. Takayasu, H. Takayasu, Physica A 324 (2003) 296-302.
3. M. Takayasu, H. Takayasu, M.P. Okazaki, in: Empirical Science of Financial Fluctuations - The Advent of Econophysics, Hideki Takayasu (Ed.), Springer, Tokyo, 2002, pp. 18-26.
4. M. Takayasu, in: The Application of Econophysics - Proceedings of the Second Nikkei Econophysics Symposium, Hideki Takayasu (Ed.), Springer, Tokyo, 2003, pp. 155-160.
5. M. Takayasu, H. Takayasu, Physica A 324 (2003) 101-107.
6. H. Takayasu, A.-H. Sato, M. Takayasu, Phys. Rev. Lett. 79 (1997) 966-969.