Sparx Group (Japan)

Effects of Price Regulations and Dark Pools on Financial Market Stability: An Investigation by Multiagent Simulations

Takanobu Mizuta, Shintaro Kosugi, Takuya Kusumoto et al. · Intelligent systems in accounting, finance and management/Intelligent systems in accounting, finance & management · 2015 · 37 citations

Empirical Finance, Market Microstructure, Computational Finance +18

A Study on the Effectiveness of Short-selling Regulation using Artificial Markets

Isao Yagi, Takanobu Mizuta, Kiyoshi Izumi · Evolutionary and Institutional Economics Review · 2010 · 24 citations

Economics, Business, Economic Analysis +9

An agent-based model for designing a financial market that works well

Takanobu Mizuta · 2020 · 18 citations · Full text

Financial Markets, Tick Size Reduction, Computational Finance +17

Do dark pools stabilize markets and reduce market impacts? Investigations using multi-agent simulations

Takanobu Mizuta, Wataru Matsumoto, Shintaro Kosugi et al. · 2014 · 13 citations

Market Equilibrium, Market Equilibrium Computation, Multi-agent Simulations +22

Regulations' effectiveness for market turbulence by large erroneous orders using multi agent simulation

Takanobu Mizuta, Kiyoshi Izumi, Isao Yagi et al. · 2014 · 13 citations

Agent Theory, Agent-based System, Operations Research +21