Self-Organization of Financial Crises. - Taisei Kaizoji (IC-AI, 1999)

A Synergetic Approach to Speculative Price Volatility. - Taisei Kaizoji (SAC, 1999)

Speculative Dynamics in a Heterogeneous-Agent Model. - Taisei Kaizoji (ICANN, 2001)

Empirical Laws of a Stock Price Index and a Stochastic Model. - Taisei Kaizoji; Michiyo Kaizoji (Adv. Complex Syst., 2003)

On the Symbolic Analysis of Market Indicators with the Dynamic Programming Approach. - Lukas Pichl; Takuya Yamano; Taisei Kaizoji (ISNN (2), 2006)

Stylized Facts in Internal Rates of Return on Stock Index and its Derivative Transactions - Lukas Pichl; Taisei Kaizoji; Takuya Yamano (CoRR, 2006)

Symbolic analysis of indicator time series by quantitative sequence alignment. - Takuya Yamano; Kodai Sato; Taisei Kaizoji; Jan-Michael Rost; Lukas Pichl (Comput. Stat. Data Anal., 2008)

Heteroskedastic Regression and Persistence in Random Walks at Tokyo Stock Exchange. - Katsuhiko Hayashi 001; Lukas Pichl; Taisei Kaizoji (ISNN (2), 2012)

Using Neural Networks for Forecasting of Commodity Time Series Trends. - Akira Sato; Lukas Pichl; Taisei Kaizoji (DNIS, 2013)

Analysis of Market Trend Regimes for March 2011 USDJPY Exchange Rate Tick Data. - Lukas Pichl; Taisei Kaizoji (AAMAS Workshops (Visionary Papers), 2016)

Computational intelligence methods for data mining of causality extent in the time series. - Lukas Pichl; Taisei Kaizoji (Int. J. Comput. Sci. Eng., 2018)

Artificial Neural Networks for Realized Volatility Prediction in Cryptocurrency Time Series. - Ryotaro Miura; Lukás Pichl; Taisei Kaizoji (ISNN (1), 2019)