no code implementations • 31 May 2022 • Kiyoshi Kanazawa, Hideki Takayasu, Misako Takayasu
In the literature, this model was solved for several cases: an exact solution for two-body traders $N=2$ and a mean-field solution for many traders $N\gg 1$.
no code implementations • 7 Feb 2020 • Alberto Ciacci, Takumi Sueshige, Hideki Takayasu, Kim Christensen, Misako Takayasu
Foreign exchange rates movements exhibit significant cross-correlations even on very short time-scales.