Analytical Properties of Ultradiscrete Burgers Equation and Rule–184 Cellular Automaton
NOVEL TYPE OF PHASE TRANSITION IN A SYSTEM OF SELF-DRIVEN PARTICLES
Some limit theorems for Hawkes processes and application to financial statistics
Modelling microstructure noise with mutually exciting point processes
The Kuramoto model: A simple paradigm for synchronization phenomena
Interacting Individuals Leading to Zipf’s Law
Ubiquitous Power Law Scaling in Nonlinear Self-Excited Hawkes Processes
Field master equation theory of the self-excited Hawkes process
Dissecting cross-impact on stock markets: An empirical analysis
Scrapboxの使い方
熱力学:担当だれだれ
J. Donier et al., 2015 : Latent Order Book