Login / Signup
Kei Katahira
Publication Activity (10 Years)
Years Active: 2020-2022
Publications (10 Years): 2
Top Topics
Financial Time Series
Stock Market
Spectral Clustering
Hurst Exponent
Top Venues
New Math. Nat. Comput.
J. Syst. Sci. Complex.
</>
Publications
</>
Kei Katahira
,
Yu Chen
Heterogeneous Round-Trip Trading and the Emergence of Volatility Clustering in Speculation Game.
J. Syst. Sci. Complex.
35 (1) (2022)
Kei Katahira
,
Yu Chen
An Extended Speculation Game for the Recovery of Hurst Exponent of Financial Time Series.
New Math. Nat. Comput.
16 (2) (2020)