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J-GLOBAL ID：201701005606859700
Update date: Mar. 11, 2024
Mizuta Takanobu
ミズタ タカノブ | Mizuta Takanobu
Affiliation and department：
Job title：
Fund Manager
Homepage URL (2)：
https://mizutatakanobu.com/jindex.html
,
https://mizutatakanobu.com
Research field (1)：
Money and finance
Papers (89)：
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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
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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
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MIZUTA Takanobu, YAGI Isao. Comparing a price limit and a circuit breaker in stock exchanges by an agent-based model. JSAI Technical Report, Type 2 SIG. 2023. 2023. FIN-031. 09-15
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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
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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. 2N5GS1001-2N5GS1001
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MISC (31)：
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遠藤, 修斗, 水田, 孝信, 八木, 勲. 人工市場を用いたオーダーブックインバランスを考慮した執行アルゴリズムが市場に与える影響分析. 第85回全国大会講演論文集. 2023. 2023. 1. 587-588
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石松, 諒, 水田, 孝信, 八木, 勲. 人工市場を用いた見せ玉が市場や高頻度取引に与える影響の分析. 第85回全国大会講演論文集. 2023. 2023. 1. 589-590
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Takanobu Mizuta. Do new investment strategies take existing strategies' returns -- An investigation into agent-based models. 2022
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益田 裕司, 水田 孝信, 八木 勲. 人工市場を用いた金融市場流動性に影響を与える要因の調査. 日本証券取引所(JPX)ワーキング・ペーパー. 2019. 29
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丸山隼矢, 水田孝信, 八木勲. How Does the Rule for Investment Diversification Affect Market Fluidity, Efficiency, and Investor's Performance?. 人工知能学会全国大会論文集(CD-ROM). 2018. 32nd. 0. ROMBUNNO.2J1.03-2J103
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Patents (2)：
Books (2)：
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マルチエージェントによる金融市場のシミュレーション
コロナ社 2020 ISBN:9784339028225
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乱高下でも勝つ 株・投信・為替 (週刊エコノミストebooks)
毎日新聞出版 2015
Professional career (1)：
- Ph.D. (School of Engineering, the University of Tokyo)
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