3 papers in the archive (2023–2026), average empirical rigor 4.7/10, average math complexity 8.2/10. Quadrant mix: Holy Grail ×1, Lab Rats ×2.
Works mostly in Market Microstructure, Market Simulation & Agent-Based Models.
Frequent co-authors: Yuki Sato (2), Taiki Wakatsuki (1), Shunta Fujiwara (1).
Scores are our LLM-assisted heuristics (methodology), not peer review or citation counts. Author pages are generated from paper metadata; name variants may split one person across pages. arXiv author page →
Ordered by a blend of empirical rigor (60%) and math complexity (40%).
In financial markets, the market order sign exhibits strong persistence, widely known as the long-range correlation (LRC) of order flow; specifically, the sign correlation function displays long memory with power-law exponent $γ$, such that $C(τ) \propto τ^{-γ}$ for large time-lag $τ$. One of the mo
Despite the long memory of market-order flow, price dynamics remain diffusive—a seemingly paradoxical coexistence known in econophysics as the diffusivity puzzle. The propagator model has long been regarded as a promising solution: price impact decays in time, finely balanced against the order-flo
The Santa Fe model is an established econophysics model for describing stochastic dynamics of the limit order book from the viewpoint of the zero-intelligence approach. While its foundation was studied by combining a dimensional analysis and a mean-field theory by E. Smith et al. in Quantitative Fin