Stable infinite variance fluctuations in randomly amplified Langevin systems H Takayasu, AH Sato, M Takayasu Physical Review Letters 79 (6), 966, 1997 | 366 | 1997 |
Dynamic numerical models of stock market price: from microscopic determinism to macroscopic randomness AH Sato, H Takayasu Physica A: Statistical Mechanics and its Applications 250 (1-4), 231-252, 1998 | 155 | 1998 |
Application of the Beck model to stock markets: Value-at-Risk and portfolio risk assessment M Kozaki, AH Sato Physica A: Statistical Mechanics and its Applications 387 (5-6), 1225-1246, 2008 | 37 | 2008 |
Challenges in data science: a complex systems perspective A Carbone, M Jensen, AH Sato Chaos, Solitons & Fractals 90, 1-7, 2016 | 35 | 2016 |
Invariant power law distribution of Langevin systems with colored multiplicative noise AH Sato, H Takayasu, Y Sawada Physical Review E 61 (2), 1081, 2000 | 30 | 2000 |
Power law fluctuation generator based on analog electrical circuit AH Sato, H Takayasu, Y Sawada Fractals 8 (03), 219-225, 2000 | 27 | 2000 |
q-Gaussian distributions and multiplicative stochastic processes for analysis of multiple financial time series AH Sato Journal of Physics: Conference Series 201 (1), 012008, 2010 | 19 | 2010 |
Frequency analysis of tick quotes on the foreign exchange market and agent-based modeling: A spectral distance approach AH Sato Physica A: Statistical Mechanics and its Applications 382 (1), 258-270, 2007 | 18 | 2007 |
Explanation of power law behavior of autoregressive conditional duration processes based on the random multiplicative process AH Sato Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 69 (4 …, 2004 | 18 | 2004 |
A comprehensive analysis of time series segmentation on Japanese stock prices AH Sato Procedia Computer Science 24, 307-314, 2013 | 16 | 2013 |
World grid square codes: Definition and an example of world grid square data AH Sato, S Nishimura, H Tsubaki 2017 IEEE International Conference on Big Data (Big Data), 4238-4247, 2017 | 15 | 2017 |
Applied data-centric social sciences AH Sato Springer, 2014 | 15 | 2014 |
Stochastic resonance in a simple threshold system from a static mutual information point of view T Munakata, AH Sato, T Hada Journal of the Physical Society of Japan 74 (7), 2094-2098, 2005 | 14 | 2005 |
World grid square data reference framework and its potential applications AH Sato, S Nishimura, T Namiki, N Makita, H Tsubaki 2018 IEEE 42nd annual computer software and applications conference (COMPSAC …, 2018 | 13 | 2018 |
Geographical risk assessment from tsunami run-up events based on socioeconomic-environmental data and its application to Japanese air transportation AH Sato, H Sawai Procedia CIRP 19, 27-32, 2014 | 13 | 2014 |
Chaotic method for generating q-Gaussian random variables K Umeno, AH Sato IEEE transactions on information theory 59 (5), 3199-3209, 2013 | 13 | 2013 |
Frequency analysis of tick quotes on foreign currency markets and the double-threshold agent model AH Sato Physica A: Statistical Mechanics and its Applications 369 (2), 753-764, 2006 | 13 | 2006 |
Dynamic interaction between asset prices and bank behavior: a systemic risk perspective AH Sato, P Tasca, T Isogai Computational Economics 54 (4), 1505-1537, 2019 | 12 | 2019 |
Fluctuation scaling of quotation activities in the foreign exchange market AH Sato, M Nishimura, JA Hołyst Physica A: Statistical Mechanics and its Applications 389 (14), 2793-2804, 2010 | 12 | 2010 |
Signal estimation and threshold optimization using an array of bithreshold elements AH Sato, M Ueda, T Munakata Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 70 (2 …, 2004 | 12 | 2004 |