Mieko Tanaka-Yamawaki

Adaptive use of technical indicators for the prediction of intra-day stock prices

Mieko Tanaka-Yamawaki, Seiji Tokuoka · Physica A Statistical Mechanics and its Applications · 2007 · 75 citations

Technical Indicators, Intra-day Stock Prices, Business Forecasting +13

The Effect of Local Search on the Constrained Portfolio Selection Problem

Felix Streichert, Mieko Tanaka-Yamawaki · 2006 · 43 citations

Mathematical Programming, Large-scale Global Optimization, Engineering +20

Cross Correlation of Intra-day Stock Prices in Comparison to Random Matrix Theory

Mieko Tanaka-Yamawaki · Intelligent Information Management · 2011 · 12 citations · Full text

Intra-day Stock Prices, Financial Economics, Asset Pricing +15

Stability of Markovian structure observed in high frequency foreign exchange data

Mieko Tanaka-Yamawaki · Annals of the Institute of Statistical Mathematics · 2003 · 12 citations

International Finance, Stability, Exchange Rate Movement +5

Testing Randomness by Means of Random Matrix Theory

Xin Yang, Ryota Itoi, Mieko Tanaka-Yamawaki · Progress of Theoretical Physics Supplement · 2012 · 12 citations · Full text

Engineering, Pseudo-random Sequence, Randomized Algorithm +8