Takanobu Mizuta

Publication Activity (10 Years)

Years Active: 2009-2023
Publications (10 Years): 24

Top Topics

Investment Strategies

Factors Influencing

Top Venues

Publications

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)
Takanobu Mizuta, Kiyoshi Izumi
Frequent Batch Auctions investigated by Agent-Based Model. IIAI-AAI (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)
Yoshito Noritake, Takanobu Mizuta, Ryuta Hemmi, Shota Nagumo, Kiyoshi Izumi
Investigation on effect of excess buy orders using agent-based model. BESC (2022)
Takanobu Mizuta
Do new investment strategies take existing strategies' returns - An investigation into agent-based models -. BESC (2021)
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)
Takanobu Mizuta
How Many Orders does a Spoofer Need? - Investigation by Agent-Based Model -. BESC (2020)
Takanobu Mizuta
Can an AI perform market manipulation at its own discretion? - A genetic algorithm learns in an artificial market simulation -. SSCI (2020)
Isao Yagi, Yuji Masuda, Takanobu Mizuta
Analysis of the Impact of High-Frequency Trading on Artificial Market Liquidity. CoRR (2020)
Takanobu Mizuta
An agent-based model for designing a financial market that works well. SSCI (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)
Takanobu Mizuta
Agent-Based Model of Liquidity and Arbitrage Cost Between ETF and Stocks. IIAI-AAI (2019)
Takanobu Mizuta
Effect of Increasing Horizontal Shareholding with Index Funds on Competition and Market Prices - Investigation by Agent-Based Model. BESC (2018)
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, Sadayuki Horie
Why do active funds that trade infrequently make a market more efficient? - Investigation using agent-based model. SSCI (2017)
Takanobu Mizuta, Yoshito Noritake, Satoshi Hayakawa, Kiyoshi Izumi
Affecting market efficiency by increasing speed of order matching systems on financial exchanges - investigation using agent based model. SSCI (2016)
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)
Takanobu Mizuta, Wataru Matsumoto, Shintaro Kosugi, Kiyoshi Izumi, Takuya Kusumoto, Shinobu Yoshimura
Do dark pools stabilize markets and reduce market impacts? Investigations using multi-agent simulations. CIFEr (2014)
Takanobu Mizuta, Kiyoshi Izumi, Shinobu Yoshimura
Price variation limits and financial market bubbles: Artificial market simulations with agents' learning process. CIFEr (2013)
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)
Masabumi Furuhata, Takanobu Mizuta, Jihei So
Paired Evaluators Method to Track Concept Drift: An Application for Hedge Funds Operations. ICDM Workshops (2010)
Isao Yagi, Takanobu Mizuta, Kiyoshi Izumi
A Study on the Market Impact of Short-Selling Regulation Using Artificial Markets. PRIMA Workshops (2009)