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¹Department of Computational Intelligence and Systems Science, Interdisciplinary Graduate School of Science and Engineering, Tokyo Institute of Technology 4259 Nagatsuta-cho, Yokohama 226-8502, Japan
²Sony Computer Science Laboratories, 3-14-13, Higashi-Gotanda, Shinagawa-ku, Tokyo, 141-0022, Japan
³Meiji Institute for Advanced Study of Mathematical Sciences, Meiji University, 4-21-1 Nakano, Nakano-ku, Tokyo, 164-8525, Japan
⁴ETH Zurich, D-MTEC, Scheuchzerstrasse 7, 8092 Zurich, Switzerland

^*Corresponding author: takayasu.m.aa@m.titech.ac.jp

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Articles Citing

Financial Knudsen number: Breakdown of continuous price dynamics and asymmetric buy-and-sell structures confirmed by high-precision order-book information

Thermodynamic Analysis of Financial Markets: Measuring Order Book Dynamics with Temperature and Entropy

No title available

Social physics

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Linear response theory in stock markets

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Understanding Changes in the Topology and Geometry of Financial Market Correlations during a Market Crash

Segmentation of time series in up- and down-trends using the epsilon-tau procedure with application to USD/JPY foreign exchange market data

Stock markets: A view from soft matter

Properties of balanced flows with bottlenecks: Common stylized facts in finance and vibration-driven vehicles

No title available

Multifractal analysis of financial markets: a review

Derivation of the Boltzmann Equation for Financial Brownian Motion: Direct Observation of the Collective Motion of High-Frequency Traders

Kinetic theory for financial Brownian motion from microscopic dynamics

Detection of statistical asymmetries in non-stationary sign time series: Analysis of foreign exchange data

No title available

Stochastic model of financial markets reproducing scaling and memory in volatility return intervals

Can there be a physics of financial markets? Methodological reflections on econophysics

Interplay between Endogenous and Exogenous Fluctuations in Financial Markets

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