佐藤 優輝(サトウ ユウキ)
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2026-03 博士 (理学) 京都大学 - 論文
- Strict Universality of the Square-Root Law in Price Impact across Stocks: A Complete Survey of the Tokyo Stock Exchange
佐藤 優輝
Physical Review Letters/135, 2025-12 - Inferring Microscopic Financial Information from the Long Memory in Market-Order Flow: A Quantitative Test of the Lillo-Mike-Farmer Model
佐藤 優輝
Physical Review Letters/131, 2023-11 - Exact Solution to a Generalised Lillo–Mike–Farmer Model with Heterogeneous Order-Splitting Strategies
佐藤 優輝
Journal of Statistical Physics/191, 2024-05 - Quantitative statistical analysis of order-splitting behavior of individual trading accounts in the Japanese stock market over nine years
佐藤 優輝
PHYSICAL REVIEW RESEARCH, 2023-11
- Strict Universality of the Square-Root Law in Price Impact across Stocks: A Complete Survey of the Tokyo Stock Exchange
(最終更新日: 2026-04-29)