An analysis of minute-tick data from the Japanese stock index market is reported for a three-year period of 2000/7/4–2003/6/30. Correlation patterns and principal component distributions were determined for 180 constituents of the NIKKEI 225 index, excluding the effects of after-hours trading...

Universal features in stock markets and their derivative markets are studied by means of probability distributions in internal rates of return on buy and sell transaction pairs. Unlike the stylized facts in normalized log returns, the probability distributions for such single asset encounters...

Research on loss absorption of financial group (bank network) -- The Mathematics of Human Contact -- Does it still matter in the new world where a refugee comes from? - Social network, Shocks, and Ethnicity - A multi-level analysis -- The Transferability of Human Capital, the Brain Drain, and...

We provide a trend prediction classification framework named the random sampling method (RSM) for cryptocurrency time series that are non-stationary. This framework is based on deep learning (DL). We compare the performance of our approach to two classical baseline methods in the case of the...

We provide a trend prediction classification framework named the random sampling method (RSM) for cryptocurrency time series that are non-stationary. This framework is based on deep learning (DL). We compare the performance of our approach to two classical baseline methods in the case of the...

The aim of this paper is to compare statistical properties of stock price indices in periods of booms with those in periods of stagnations. We use the daily data of the four stock price indices in the major stock markets in the world: (i) the Nikkei 225 index (Nikkei 225) from January 4, 1975 to...