Isao Yagi

29 papers B 1Journal 16Unranked 12
YearRankTypeTitle / Venue / Authors
2026 J jnl
Impact of arbitrage between leveraged ETF and futures on market liquidity during market crash.
CoRR
Ryuki Hayase, Takanobu Mizuta, Isao Yagi
2025 J jnl
Analysis of the Impact of an Execution Algorithm with an Order Book Imbalance Strategy on a Financial Market Using an Agent-based Simulation.
CoRR
Shuto Endo, Takanobu Mizuta, Isao Yagi
2024 — conf
An Interaction Between a Leveraged ETF and Futures in a Crash Investigated by an Agent-Based Model.
CIFEr
Takanobu Mizuta, Isao Yagi
2024 — conf
Changes That Basic Income Can Produce Depending on Economic Conditions.
IIAI-AAI
Kosei Takashima, Isao Yagi
2024 J jnl
Impact of arbitrage trading between an ETF and its underlying assets on market liquidity of their markets using an agent-based simulation.
J. Comput. Soc. Sci.
Xin Guan, Takanobu Mizuta, Isao Yagi
2024 J jnl
Model Building and Description Using the Agent-based Computational Economics Framework for Accounting.
J. Inf. Process.
Kosei Takashima, Isao Yagi
2024 J jnl
The Impact of Arbitrage Between Stock Markets With and Without Maker-Taker Fees Using an Agent-Based Simulation.
New Gener. Comput.
Xin Guan, Mahiro Hoshino, Takanobu Mizuta, Isao Yagi
2023 — conf
Comparing Effects of Price Limit and Circuit Breaker in Stock Exchanges by an Agent-Based Model.
SSCI
Takanobu Mizuta, Isao Yagi
2023 J jnl
Impact of High-Frequency Trading with an Order Book Imbalance Strategy on Agent-Based Stock Markets.
Complex.
Isao Yagi, Mahiro Hoshino, Takanobu Mizuta
2022 J jnl
Impact of maker-taker fees on stock exchange competition from an agent-based simulation.
J. Comput. Soc. Sci.
Mahiro Hoshino, Takanobu Mizuta, Yasuhiro Sudo, Isao Yagi
2022 — conf
Instability of financial markets by optimizing investment strategies investigated by an agent-based model.
CIFEr
Takanobu Mizuta, Isao Yagi, Kosei Takashima
2020 J jnl
Analysis of the Impact of High-Frequency Trading on Artificial Market Liquidity.
CoRR
Isao Yagi, Yuji Masuda, Takanobu Mizuta
2020 J jnl
Analysis of the Impact of High-Frequency Trading on Artificial Market Liquidity.
IEEE Trans. Comput. Soc. Syst.
Isao Yagi, Yuji Masuda, Takanobu Mizuta
2020 — conf
Analysis of the impact of maker-taker fees on the stock market using agent-based simulation.
ICAIF
Isao Yagi, Mahiro Hoshino, Takanobu Mizuta
2020 J jnl
Analysis of the impact of maker-taker fees on the stock market using agent-based simulation.
CoRR
Isao Yagi, Mahiro Hoshino, Takanobu Mizuta
2020 J jnl
Trading Strategies of a Leveraged ETF in a Continuous Double Auction Market Using an Agent-Based Simulation.
Complex.
Isao Yagi, Shunya Maruyama, Takanobu Mizuta
2020 J jnl
Trading Strategies of a Leveraged ETF in a Continuous Double Auction Market Using an Agent-Based Simulation.
CoRR
Isao Yagi, Shunya Maruyama, Takanobu Mizuta
2019 — conf
Analysis of the Impact of the Rule for Investment Diversification on Investment Performance using a Multi-agent Simulation.
IIAI-AAI
Isao Yagi, Takanobu Mizuta
2019 — conf
How Does Social Status in the Classroom Influence Classroom Community Formation? - Verification Using Multi-Agent Simulation.
ESSA
Ayano Kuwahara, Fujio Toriumi, Isao Yagi
2018 — conf
Detection of Factors Influencing Market Liquidity Using an Agent-Based Simulation.
BESC
Isao Yagi, Yuji Masuda, Takanobu Mizuta
2017 J jnl
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.
Atsushi Nozaki, Takanobu Mizuta, Isao Yagi
2016 J jnl
Effects of Price Regulations and Dark Pools on Financial Market Stability: An Investigation by Multiagent Simulations.
Intell. Syst. Account. Finance Manag.
Takanobu Mizuta, Shintaro Kosugi, Takuya Kusumoto, Wataru Matsumoto, Kiyoshi Izumi, Isao Yagi, Shinobu Yoshimura
2014 — conf
Regulations' effectiveness for market turbulence by large erroneous orders using multi agent simulation.
CIFEr
Takanobu Mizuta, Kiyoshi Izumi, Isao Yagi, Shinobu Yoshimura
2012 — conf
A study on the reversal mechanism for large stock price declines using artificial markets.
CIFEr
Isao Yagi, Takanobu Mizuta, Kiyoshi Izumi
2010 — conf
A Study on the Effectiveness of Short-Selling Regulation in View of Regulation Period Using Artificial Markets.
ACIS-ICIS
Isao Yagi, Takanobu Mizuta, Kiyoshi Izumi
2009 — conf
A Study on the Market Impact of Short-Selling Regulation Using Artificial Markets.
PRIMA Workshops
Isao Yagi, Takanobu Mizuta, Kiyoshi Izumi
2007 J jnl
A Labeled Transition Model A-LTS for History-Based Aspect Weaving and Its Expressive Power.
IEICE Trans. Inf. Syst.
Isao Yagi, Yoshiaki Takata, Hiroyuki Seki
2007 J jnl
A Static Analysis using Tree Automata for XML Access Control.
Inf. Media Technol.
Isao Yagi, Yoshiaki Takata, Hiroyuki Seki
2005 B conf
A Static Analysis Using Tree Automata for XML Access Control.
ATVA
Isao Yagi, Yoshiaki Takata, Hiroyuki Seki