Last-modified: 2018-01-08 (Mon) 18:18:07 (374d)


Book Chapters

Published Paper

  • Aki-Hiro Sato, Paolo Tasca, Takashi Isogai, "Dynamic Interaction Between Asset Prices and Bank Behavior: A Systemic Risk Perspective", accepted in Computational Economics, (abstract)
  • Anna Carbone, Meiko Jensen, Aki-Hiro Sato, "Challenges in Data Science: a complex system perspective", Chaos, Soliton and Fractals, Vol. 90 (2016) pp. 1--7 (abstracts)
  • Aki-Hiro Sato, Hidefumi Sawai, "Relationship between socioeconomic flows and social stocks: Case study on Japanese Air Transportation", Evolutionary and Institutional Economics Review, Vol. 12(2) (2016) pp. 243--263. (abstract)
  • Aki-Hiro Sato, "Econoinformatics Meets Data-Centric Social Sciences", Journal of Integrated Creative Studies, Vol. 1, No. 1, 01503007 (2015). (abstract)
  • Ken Umeno, Aki-Hiro Sato, "Chaotic Method for Generating q-Gaussian Random Variables", IEEE Transactions on Information Theory, Vol. 59, Issue 5 (2013) pp. 3199--3209. (abstract)
  • Aki-Hiro Sato, Impact of the Great East Japan Earthquake on Hotel Industry in Pacific Tohoku Prefectures: From spatio-temporal dependence of hotel availability, Progress of Theoretical Physics Supplement, Vol. 194 (2012) pp. 165--172. (abstract)
  • Minoru Noda, Aki-Hiro Sato, An Analysis of Japanese Hotel Plan Availability, Progress of Theoretical Physics Supplement, Vol. 194 (2012) 173--180. (abstract)
  • Aki-Hiro Sato, Takaki Hayashi, Janusz A. Holyst, Comprehensive Analysis of Market Conditions in the Foreign Exchange Market: Fluctuation Scaling and Variance-Covariance Matrix, Journal of Economic Interaction and Coordination, Vol. 7 (2012) 167--179. (abstract)
  • Aki-Hiro Sato, "Patterns of Regional Travel Behavior: An Analysis of Japanese Hotel Reservation Data", International Review of Financial Analysis, Vol. 23 (2012) 55--65. (abstract)
  • A.-H. Sato, and T. Hayashi, "Fluctuation scaling and covariance matrix of constituents' flows on a bipartite graph: Empirical analysis with high-frequency financial data based on a Poisson mixture model", The European Physical Journal B, 76 (2010) pp. 529--535. (abstract)
  • A.-H. Sato, M. Nishimura, and J.A. Holyst, "Fluctuation scaling of quotation activities in the foreign exchange market", Physica A, Vol. 389 (2010) pp. 2793--2804. (abstract)
  • A.H. Sato, H. Sakai, M. Nishimura, and J.A. Holyst, "Similarity, clustering, and scaling analyses for the foreign exchange market", Progress of Theoretical Physics Supplement, Vol. 179 (2009) pp. 38--50. (abstract)
  • A.-H. Sato and J.A. Holyst, "Characteristic periodicities of collective behavior at the foreign exchange market", The European Physical Journal B, Vol. 62 (2008) pp. 373--380. (abstract)
  • A.-H. Sato, "Application of spectral methods for high-frequency financial data to quantifying states of market participants", Physica A, Vol. 387 (2008) pp. 3960--3966. (abstract)
  • M. Kozaki, A.-H. Sato, "Application of the Beck Model to Stock Markets:Value-at-Risk and Portfolio Risk Assessment", Physica A, Vol. 387 (2008) pp. 1225--1246. (abstract)
  • A.-H. Sato, "Interaction of agents in financial markets and informational method to quantify it", Artificial Life and Robotics, Vol. 12 (2008) pp. 176--179. (abstract)
  • A.-H. Sato, "Frequency analysis of tick quotes on the foreign exchange market and agent-based modeling: A spectral distance approach", Physica A, Vol. 382 (2007) 258-270. (abstract)
  • A.-H. Sato, and J. Oshiro, "Quantifying similarity between markets with application to high frequency financial data", Journal of the Physical Society of Japan, Vol. 75 (2006) 084005. (abstract)
  • A.-H. Sato, "Frequency analysis of tick quotes on foreign currency markets and the double-threshold agent model", Physica A, Vol. 369 (2006) 753-764. (abstract)
  • A.-H. Sato, "Characteristic time scales of tick quotes on foreign currency markets: an empirical study and agent-based model", The European Physical Journal B, Vol. 50 (2006) 137-140. (abstract)
  • A.-H. Sato, K. Takeuchi, T. Hada, "Phase transitions on an array of double-threshold noisy devices with a positive feedback of the mean output", Physics Letters A, Vol. 346 (2005) 27-32. (abstract)
  • T. Munakata, A.-H. Sato, and T. Hada, "Stochastice resonance in a simple threshold system from a static mutual information point of view", Journal of the Physical Society of Japan, Vol. 74 (2005) 2094-2098. (abstract)
  • A.-H. Sato, M. Ueda and T. Munakata, "Signal estimation and threshold optimization using an array of bithreshold elements", Physical Review E, Vol. 70, No. 2 (2004) 021106. (abstract)
  • A.-H. Sato, "Time interval between successive tradings in foreign currency market: from microscopic to macroscopic", Physica A, Vol. 344 (2004) 211-215. (abstract)
  • A.-H. Sato, "Explanation of power law behavior of autoregressive conditional duration processes based on the random multiplicative process", Physical Review E, Vol. 69, No. 4 (2004) 047101. (abstract)
  • A.-H. Sato, H. Takayasu and Y. Sawada, "Power law fluctuation generator based on analog electrical circuit", Fractals, Vol. 8, No. 3 (2000) pp. 219--225. (abstract)
  • A.-H. Sato, H. Takayasu and Y. Sawada, "Invariant power law distribution of Langevin systems with colored multiplicative noise", Physical Review E, Vol. 61, No. 2 (2000) pp. 1081--1087. (abstract)
  • A.-H. Sato and H. Takayasu, "Dynamical models of stock market exchanges : from microscopic determinism to macroscopic randomness", Physica A, Vol. 250 (1998) pp. 231--252. (abstract)
  • H. Takayasu, A.-H. Sato and M. Takayasu, "Stable infinite variance fluctuations in randomly amplified Langevin systems", Physical Review Letters, Vol. 79, No. 6 (1997) pp. 966--969. (abstract)

Special Issues

Invited Talks

  • Aki-Hiro Sato, "Evaluation Platform for Sustainability of Global Systems", Data Science Challenges, Matera, Italy, 8 July, 2016.
  • Aki-Hiro Sato, "Large-scale computation of geographical evaluation indicators with socio-economic-environmental databases", Advances in Computational Social Sciences, Gakushuin University, Tokyo, Japan, 3 July 2016.
  • Aki-Hiro Sato, Chihiro Shimizu, Takayuki Mizuno, Takaaki Ohnishi, Tsutomu Watanabe, "Probable contribution of Data-driven investigation to solve problems in aging society", Asia-Pacific Econophysics Conference 2015, Nanyang Technological University, Singapore, July 13, 2015.
  • Aki-Hiro Sato, "Parameter estimation methods of a multiplicative stochastic process for the analysis of financial time series: An application to inference of tail-risks", Econophysics Colloquium 2013 & Asia Pacific Econophysics Conference 2013, POSCO International Center, POSTECH, Phohang, South Korea, 30, July 2013.
  • Aki-Hiro Sato, "Holistic Detection of Collective Synchrony in Socio-Economic Systems Based on Massive Data Analysis: A case study in the foreign exchange market and beyond", ETH Zurich, Zurich, Switzerland, VISIONEER Workshop, 13-15 January 2010.
  • A.-H. Sato, "Dynamical structure of behavioral similarities of the market participants in the foreign exchange market", ECONOPHYSICS - KOLKATA III : International workshop on Econophysics and Sociophysics of Markets and Networks, Kolkata , India, 11-15 March 2007.


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