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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
⁴Department of Management, Technology, and Economics, ETH Zurich, Scheuchzerstrasse 7, 8092 Zurich, Switzerland

^*takayasu@dis.titech.ac.jp

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Articles Citing

Financial Brownian Particle in the Layered Order-Book Fluid and Fluctuation-Dissipation Relations

Dynamic heterogeneities in stock markets

Optimal trade execution in cryptocurrency markets

The temporal correlation of fluctuation–variation in the non-stationary complex climate system

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

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Social physics

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Editorial: From Physics to Econophysics and Back: Methods and Insights

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The Relation between Intraday Limit Order Book Depth and Spread

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

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

No title available

On the 'Usual' Misunderstandings between Econophysics and Finance: Some Clarifications on Modelling Approaches and Efficient Market Hypothesis

Ecology of trading strategies in a forex market for limit and market orders

Empirical scaling relations of market event rates in foreign currency market

Deviations from universality in the fluctuation behavior of a heterogeneous complex system reveal intrinsic properties of components: The case of the international currency market

Insights into the macroscopic behavior of equity markets: Theory and application

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