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2010 – 2019
- 2019
[c8]Ryotaro Miura, Lukás Pichl, Taisei Kaizoji:
Artificial Neural Networks for Realized Volatility Prediction in Cryptocurrency Time Series. ISNN (1) 2019: 165-172- 2018
- [j3]Lukas Pichl, Taisei Kaizoji:
Computational intelligence methods for data mining of causality extent in the time series. Int. J. Comput. Sci. Eng. 16(4): 411-418 (2018) - 2016
- [c7]Lukas Pichl, Taisei Kaizoji:
Analysis of Market Trend Regimes for March 2011 USDJPY Exchange Rate Tick Data. AAMAS Workshops (Visionary Papers) 2016: 184-196 - 2013
- [c6]Akira Sato, Lukas Pichl, Taisei Kaizoji:
Using Neural Networks for Forecasting of Commodity Time Series Trends. DNIS 2013: 95-102 - 2012
- [c5]Katsuhiko Hayashi, Lukas Pichl, Taisei Kaizoji:
Heteroskedastic Regression and Persistence in Random Walks at Tokyo Stock Exchange. ISNN (2) 2012: 566-574
2000 – 2009
- 2008
- [j2]Takuya Yamano, Kodai Sato, Taisei Kaizoji, Jan-Michael Rost
, Lukas Pichl:
Symbolic analysis of indicator time series by quantitative sequence alignment. Comput. Stat. Data Anal. 53(2): 486-495 (2008) - 2006
- [c4]Lukas Pichl, Takuya Yamano, Taisei Kaizoji:
On the Symbolic Analysis of Market Indicators with the Dynamic Programming Approach. ISNN (2) 2006: 432-441 - [i1]Lukas Pichl, Taisei Kaizoji, Takuya Yamano:
Stylized Facts in Internal Rates of Return on Stock Index and its Derivative Transactions. CoRR abs/cs/0607140 (2006) - 2003
- [j1]Taisei Kaizoji, Michiyo Kaizoji:
Empirical Laws of a Stock Price Index and a Stochastic Model. Adv. Complex Syst. 6(3): 303-312 (2003) - 2001
- [c3]Taisei Kaizoji:
Speculative Dynamics in a Heterogeneous-Agent Model. ICANN 2001: 775-781
1990 – 1999
- 1999
- [c2]Taisei Kaizoji:
Self-Organization of Financial Crises. IC-AI 1999: 353-359 - [c1]Taisei Kaizoji:
A Synergetic Approach to Speculative Price Volatility. SAC 1999: 57-65
Coauthor Index
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