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Aki-Hiro SATO
Aki-Hiro SATO
Verified email at yokohama-cu.ac.jp - Homepage
Title
Cited by
Cited by
Year
Stable infinite variance fluctuations in randomly amplified Langevin systems
H Takayasu, AH Sato, M Takayasu
Physical Review Letters 79 (6), 966, 1997
3661997
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
1551998
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
372008
Challenges in data science: a complex systems perspective
A Carbone, M Jensen, AH Sato
Chaos, Solitons & Fractals 90, 1-7, 2016
352016
Invariant power law distribution of Langevin systems with colored multiplicative noise
AH Sato, H Takayasu, Y Sawada
Physical Review E 61 (2), 1081, 2000
302000
Power law fluctuation generator based on analog electrical circuit
AH Sato, H Takayasu, Y Sawada
Fractals 8 (03), 219-225, 2000
272000
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
192010
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
182007
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
182004
A comprehensive analysis of time series segmentation on Japanese stock prices
AH Sato
Procedia Computer Science 24, 307-314, 2013
162013
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
152017
Applied data-centric social sciences
AH Sato
Springer, 2014
152014
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
142005
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
132018
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
132014
Chaotic method for generating q-Gaussian random variables
K Umeno, AH Sato
IEEE transactions on information theory 59 (5), 3199-3209, 2013
132013
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
132006
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
122019
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
122010
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
122004
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