Research field (3)：
Money and finance
, Intelligent informatics
, Social systems engineering
Research keywords (6)：
Agent based simulation
, Multi-agent system
, Artificial economics
, Artificial market
, Financial Informatics
, 社会シミュレーション
Research theme for competitive and other funds (1)：
2022 - 2025 人工経済に基づくベーシックインカムの影響分析と政策評価システムの開発
Papers (30)：
Xin Guan, Mahiro Hoshino, Takanobu Mizuta, Isao Yagi. The Impact of Arbitrage Between Stock Markets With and Without Maker-Taker Fees Using an Agent-Based Simulation. New Generation Computing. 2024
Kosei Takashima, Isao Yagi. Model Building and Description Using the Agent-based Computational Economics Framework for Accounting. Journal of Information Processing. 2024. 32. 10-21
Kosei Takashima, Isao Yagi. Multilayered Emergent Phenomena Caused by Basic Income and Labor Supply on the Wider Economic System. Applied Sciences. 2023. 13. 13. 7588-7588
Isao Yagi, Mahiro Hoshino, Takanobu Mizuta. Impact of High-Frequency Trading with an Order Book Imbalance Strategy on Agent-Based Stock Markets. Complexity. 2023. 2023. 3996948-12
Mahiro Hoshino, Takanobu Mizuta, Yasuhiro Sudo, Isao Yagi. Impact of maker-taker fees on stock exchange competition from an agent-based simulation. Journal of Computational Social Science. 2022. 5. 2. 1323-1342
ENDO Shuto, MIZUTA Takanobu, YAGI Isao. How does the performance of algorithm traders change when they take into account order book imbalance?. JSAI Technical Report, Type 2 SIG. 2023. 2023. FIN-031. 16-21
GUAN XIN, MIZUTA Takanobu, YAGI Isao. The impact of arbitrage trading between the ETF and its underlying assets on market liquidity of their markets using an agent-based simulation. Proceedings of the Annual Conference of JSAI. 2023. JSAI2023. 4T2GS1004-4T2GS1004
MIZUTA Takanobu, YAGI Isao. Comparing a price limit and a circuit breaker in stock exchanges by an agent-based model. Proceedings of the Annual Conference of JSAI. 2023. JSAI2023. FIN-031. 2N5GS1001-2N5GS1001
Analysis of the Impact of leveraged ETF rebalancing trades on the underlying asset market using artificial market simulation
(12th Artificial Economics Conference 2016)
Investigation of the rule for investment diversi?cation using Multiagent Simulations
(Jafee20 International Conference on Socio-economic Systems with ICT and Networks 2016)
2024/01 - Information Processing Society of Japan Specially Selected Paper Model Building and Description Using the Agent-based Computational Economics Framework for Accounting
2018/11 - the 5th International Conference on Behavioral Economic, and Socio-Cultural Computing Distinguished Research on BEHAVIORAL and ECONOMIC COMPUTING Detection of Factors Influencing Market Liquidity Using an Agent-based Simulation
