Takanobu Mizuta

38 papers B 1Journal 14Unranked 23
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 J jnl
A Multi-agent Market Model Can Explain the Impact of AI Traders in Financial Markets - A New Microfoundations of GARCH model.
CoRR
Kei Nakagawa, Masanori Hirano, Kentaro Minami, Takanobu Mizuta
2024 B conf
A Multi-agent Market Model Can Explain the Impact of AI Traders in Financial Markets-A New Microfoundations of GARCH Model.
PRIMA
Kei Nakagawa, Masanori Hirano, Kentaro Minami, Takanobu Mizuta
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 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
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 — conf
Frequent Batch Auctions investigated by Agent-Based Model.
IIAI-AAI
Takanobu Mizuta, Kiyoshi Izumi
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
2022 — conf
Investigation on effect of excess buy orders using agent-based model.
BESC
Yoshito Noritake, Takanobu Mizuta, Ryuta Hemmi, Shota Nagumo, Kiyoshi Izumi
2021 — conf
Do new investment strategies take existing strategies' returns - An investigation into agent-based models -.
BESC
Takanobu Mizuta
2020 — conf
An agent-based model for designing a financial market that works well.
SSCI
Takanobu Mizuta
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 — conf
Can an AI perform market manipulation at its own discretion? - A genetic algorithm learns in an artificial market simulation -.
SSCI
Takanobu Mizuta
2020 — conf
How Many Orders does a Spoofer Need? - Investigation by Agent-Based Model -.
BESC
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
Agent-Based Model of Liquidity and Arbitrage Cost Between ETF and Stocks.
IIAI-AAI
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
2018 — conf
Detection of Factors Influencing Market Liquidity Using an Agent-Based Simulation.
BESC
Isao Yagi, Yuji Masuda, Takanobu Mizuta
2018 — conf
Effect of Increasing Horizontal Shareholding with Index Funds on Competition and Market Prices - Investigation by Agent-Based Model.
BESC
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
2017 — conf
Why do active funds that trade infrequently make a market more efficient? - Investigation using agent-based model.
SSCI
Takanobu Mizuta, Sadayuki Horie
2016 — conf
Affecting market efficiency by increasing speed of order matching systems on financial exchanges - investigation using agent based model.
SSCI
Takanobu Mizuta, Yoshito Noritake, Satoshi Hayakawa, Kiyoshi Izumi
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
Do dark pools stabilize markets and reduce market impacts? Investigations using multi-agent simulations.
CIFEr
Takanobu Mizuta, Wataru Matsumoto, Shintaro Kosugi, Kiyoshi Izumi, Takuya Kusumoto, 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
2013 — conf
Price variation limits and financial market bubbles: Artificial market simulations with agents' learning process.
CIFEr
Takanobu Mizuta, Kiyoshi Izumi, 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
2010 — conf
Paired Evaluators Method to Track Concept Drift: An Application for Hedge Funds Operations.
ICDM Workshops
Masabumi Furuhata, Takanobu Mizuta, Jihei So
2009 — conf
A Study on the Market Impact of Short-Selling Regulation Using Artificial Markets.
PRIMA Workshops
Isao Yagi, Takanobu Mizuta, Kiyoshi Izumi