Concepedia

Kouhei Marumo

KM

Statistics

Publications

5

Citations

149

H-Index

5

Active since

2001

Affiliations

Sony Computer Science Laboratories(Current)

Bank of Japan

Aoyama Gakuin University

Tokyo Institute of Technology

Future University Hakodate

Kouhei Marumo is an author at Sony Computer Science Laboratories specializing in foreign exchange markets, economics, and exchange rates.

Publications per year

2001–2003

5

Publications

5

Predictability of currency market exchange

Toru Ohira, Naoya Sazuka, Kouhei Marumo et al. · Physica A Statistical Mechanics and its Applications · 2002 · 53 citations · Full text

, , +11

Triangular arbitrage as an interaction among foreign exchange rates

Yukihiro Aiba, Naomichi Hatano, Hideki Takayasu et al. · Physica A Statistical Mechanics and its Applications · 2002 · 46 citations · Full text

, , +14

Triangular arbitrage and negative auto-correlation of foreign exchange rates

Yukihiro Aiba, Naomichi Hatano, Hideki Takayasu et al. · Physica A Statistical Mechanics and its Applications · 2003 · 20 citations

, , +15

A characteristic time scale in dollar–yen exchange rates

Anastasios A. Tsonis, F. Heller, Hideki Takayasu et al. · Physica A Statistical Mechanics and its Applications · 2001 · 17 citations

, , +12

A dynamical structure of high frequency currency exchange market

Naoya Sazuka, Toru Ohira, Kouhei Marumo et al. · Physica A Statistical Mechanics and its Applications · 2003 · 13 citations

, , +12

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