Takanobu Mizuta

Orcid: 0000-0003-4329-0645

According to our database1, Takanobu Mizuta authored at least 28 papers between 2009 and 2023.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

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Bibliography

2023
Impact of High-Frequency Trading with an Order Book Imbalance Strategy on Agent-Based Stock Markets.
Complex., 2023

Comparing Effects of Price Limit and Circuit Breaker in Stock Exchanges by an Agent-Based Model.
Proceedings of the IEEE Symposium Series on Computational Intelligence, 2023

Frequent Batch Auctions investigated by Agent-Based Model.
Proceedings of the 14th IIAI International Congress on Advanced Applied Informatics, 2023

2022
Impact of maker-taker fees on stock exchange competition from an agent-based simulation.
J. Comput. Soc. Sci., November, 2022

Instability of financial markets by optimizing investment strategies investigated by an agent-based model.
Proceedings of the IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, 2022

Investigation on effect of excess buy orders using agent-based model.
Proceedings of the 9th International Conference on Behavioural and Social Computing, 2022

2021
Do new investment strategies take existing strategies' returns - An investigation into agent-based models -.
Proceedings of the 8th International Conference on Behavioral and Social Computing, 2021

2020
Analysis of the Impact of High-Frequency Trading on Artificial Market Liquidity.
IEEE Trans. Comput. Soc. Syst., 2020

Trading Strategies of a Leveraged ETF in a Continuous Double Auction Market Using an Agent-Based Simulation.
Complex., 2020

Can an AI perform market manipulation at its own discretion? - A genetic algorithm learns in an artificial market simulation -.
Proceedings of the 2020 IEEE Symposium Series on Computational Intelligence, 2020

An agent-based model for designing a financial market that works well.
Proceedings of the 2020 IEEE Symposium Series on Computational Intelligence, 2020

Analysis of the impact of maker-taker fees on the stock market using agent-based simulation.
Proceedings of the ICAIF '20: The First ACM International Conference on AI in Finance, 2020

How Many Orders does a Spoofer Need? - Investigation by Agent-Based Model -.
Proceedings of the 7th International Conference on Behavioural and Social Computing, 2020

2019
Analysis of the Impact of the Rule for Investment Diversification on Investment Performance using a Multi-agent Simulation.
Proceedings of the 8th International Congress on Advanced Applied Informatics, 2019

Agent-Based Model of Liquidity and Arbitrage Cost Between ETF and Stocks.
Proceedings of the 8th International Congress on Advanced Applied Informatics, 2019

2018
Detection of Factors Influencing Market Liquidity Using an Agent-Based Simulation.
Proceedings of the 5th International Conference on Behavioral, 2018

Effect of Increasing Horizontal Shareholding with Index Funds on Competition and Market Prices - Investigation by Agent-Based Model.
Proceedings of the 5th International Conference on Behavioral, 2018

2017
A Study on the Market Impact of the Rule for Investment Diversification at the Time of a Market Crash Using a Multi-Agent Simulation.
IEICE Trans. Inf. Syst., 2017

Why do active funds that trade infrequently make a market more efficient? - Investigation using agent-based model.
Proceedings of the 2017 IEEE Symposium Series on Computational Intelligence, 2017

2016
Effects of Price Regulations and Dark Pools on Financial Market Stability: An Investigation by Multiagent Simulations.
Intell. Syst. Account. Finance Manag., 2016

Affecting market efficiency by increasing speed of order matching systems on financial exchanges - investigation using agent based model.
Proceedings of the 2016 IEEE Symposium Series on Computational Intelligence, 2016

2014
Do dark pools stabilize markets and reduce market impacts? Investigations using multi-agent simulations.
Proceedings of the IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2014

Regulations' effectiveness for market turbulence by large erroneous orders using multi agent simulation.
Proceedings of the IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2014

2013
Price variation limits and financial market bubbles: Artificial market simulations with agents' learning process.
Proceedings of the 2013 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2013

2012
A study on the reversal mechanism for large stock price declines using artificial markets.
Proceedings of the 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2012

2010
Paired Evaluators Method to Track Concept Drift: An Application for Hedge Funds Operations.
Proceedings of the ICDMW 2010, 2010

A Study on the Effectiveness of Short-Selling Regulation in View of Regulation Period Using Artificial Markets.
Proceedings of the 9th IEEE/ACIS International Conference on Computer and Information Science, 2010

2009
A Study on the Market Impact of Short-Selling Regulation Using Artificial Markets.
Proceedings of the Advances in Practical Multi-Agent Systems, 2009


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