Naoya Sazuka

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

Social Sciences, Economics, Financial Economics +11

The distribution of first-passage times and durations in FOREX and future markets

Naoya Sazuka, Jun‐ichi Inoue, Enrico Scalas · Physica A Statistical Mechanics and its Applications · 2009 · 38 citations · Full text

Engineering, Economics, Financial Economics +7

On the gap between an empirical distribution and an exponential distribution of waiting times for price changes in a financial market

Naoya Sazuka · Physica A Statistical Mechanics and its Applications · 2006 · 32 citations · Full text

Business, Economics, Finance +14

Tighter decoding reliability bound for Gallager’s error-correcting code

Yoshiyuki Kabashima, Naoya Sazuka, Kazutaka Nakamura et al. · Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics · 2001 · 29 citations · Full text

Engineering, Computer Science, Electrical Engineering +14

Fluctuations in time intervals of financial data from the view point of the Gini index

Naoya Sazuka, Jun‐ichi Inoue · Physica A Statistical Mechanics and its Applications · 2007 · 18 citations · Full text

Business, Economics, Finance +9