Currently, a Ph.D. candidate in the Department of Computational Intelligence and Systems Science, Tokyo Institute of Technology (東京工業大学) my research has focused on analyzing microscopic electronic order book fluctuation of currencies (EBS/ICAP market) using a methodology from physics, so-called econophysics.read more
This section describes the content of publications, working papers or personal researches with a focus on practical applications and numerical simulations. Codes and files might be attached with examples when helpful.read more
Many quantitative professionals are working with Financial data without necessarily having a direct background from Finance. The main purpose of this section is to link quantitative methods from Economy and Physics with practical approaches of Finance. Many examples are provided with codes and source files for motivated readers.