Isao Yagi

Publication Activity (10 Years)

Years Active: 2005-2024
Publications (10 Years): 16

Top Topics

Factors Influencing

Trading Strategies

High Frequencies

Top Venues

Publications

Kosei Takashima, Isao Yagi
Model Building and Description Using the Agent-based Computational Economics Framework for Accounting. J. Inf. Process. 32 (2024)
Takanobu Mizuta, Isao Yagi
Comparing Effects of Price Limit and Circuit Breaker in Stock Exchanges by an Agent-Based Model. SSCI (2023)
Isao Yagi, Mahiro Hoshino, Takanobu Mizuta
Impact of High-Frequency Trading with an Order Book Imbalance Strategy on Agent-Based Stock Markets. Complex. 2023 (2023)
Mahiro Hoshino, Takanobu Mizuta, Yasuhiro Sudo, Isao Yagi
Impact of maker-taker fees on stock exchange competition from an agent-based simulation. J. Comput. Soc. Sci. 5 (2) (2022)
Takanobu Mizuta, Isao Yagi, Kosei Takashima
Instability of financial markets by optimizing investment strategies investigated by an agent-based model. CIFEr (2022)
Isao Yagi, Mahiro Hoshino, Takanobu Mizuta
Analysis of the impact of maker-taker fees on the stock market using agent-based simulation. CoRR (2020)
Isao Yagi, Mahiro Hoshino, Takanobu Mizuta
Analysis of the impact of maker-taker fees on the stock market using agent-based simulation. ICAIF (2020)
Isao Yagi, Shunya Maruyama, Takanobu Mizuta
Trading Strategies of a Leveraged ETF in a Continuous Double Auction Market Using an Agent-Based Simulation. CoRR (2020)
Isao Yagi, Shunya Maruyama, Takanobu Mizuta
Trading Strategies of a Leveraged ETF in a Continuous Double Auction Market Using an Agent-Based Simulation. Complex. 2020 (2020)
Isao Yagi, Yuji Masuda, Takanobu Mizuta
Analysis of the Impact of High-Frequency Trading on Artificial Market Liquidity. IEEE Trans. Comput. Soc. Syst. 7 (6) (2020)
Isao Yagi, Yuji Masuda, Takanobu Mizuta
Analysis of the Impact of High-Frequency Trading on Artificial Market Liquidity. CoRR (2020)
Isao Yagi, Takanobu Mizuta
Analysis of the Impact of the Rule for Investment Diversification on Investment Performance using a Multi-agent Simulation. IIAI-AAI (2019)
Ayano Kuwahara, Fujio Toriumi, Isao Yagi
How Does Social Status in the Classroom Influence Classroom Community Formation? - Verification Using Multi-Agent Simulation. ESSA (2019)
Isao Yagi, Yuji Masuda, Takanobu Mizuta
Detection of Factors Influencing Market Liquidity Using an Agent-Based Simulation. BESC (2018)
Atsushi Nozaki, Takanobu Mizuta, Isao Yagi
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. (12) (2017)
Takanobu Mizuta, Shintaro Kosugi, Takuya Kusumoto, Wataru Matsumoto, Kiyoshi Izumi, Isao Yagi, Shinobu Yoshimura
Effects of Price Regulations and Dark Pools on Financial Market Stability: An Investigation by Multiagent Simulations. Intell. Syst. Account. Finance Manag. 23 (1-2) (2016)
Takanobu Mizuta, Kiyoshi Izumi, Isao Yagi, Shinobu Yoshimura
Regulations' effectiveness for market turbulence by large erroneous orders using multi agent simulation. CIFEr (2014)
Isao Yagi, Takanobu Mizuta, Kiyoshi Izumi
A study on the reversal mechanism for large stock price declines using artificial markets. CIFEr (2012)
Isao Yagi, Takanobu Mizuta, Kiyoshi Izumi
A Study on the Effectiveness of Short-Selling Regulation in View of Regulation Period Using Artificial Markets. ACIS-ICIS (2010)
Isao Yagi, Takanobu Mizuta, Kiyoshi Izumi
A Study on the Market Impact of Short-Selling Regulation Using Artificial Markets. PRIMA Workshops (2009)
Isao Yagi, Yoshiaki Takata, Hiroyuki Seki
A Static Analysis using Tree Automata for XML Access Control. Inf. Media Technol. 2 (2) (2007)
Isao Yagi, Yoshiaki Takata, Hiroyuki Seki
A Labeled Transition Model A-LTS for History-Based Aspect Weaving and Its Expressive Power. IEICE Trans. Inf. Syst. (5) (2007)
Isao Yagi, Yoshiaki Takata, Hiroyuki Seki
A Static Analysis Using Tree Automata for XML Access Control. ATVA (2005)