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Naoya Sazuka A

Observed names: N. Sazuka, Naoya Sazuka, Sazuka, Naoya, 直也 佐塚
Institution: Sony (Japan)
OpenAlex ID: A5059624464
Predictability of currency market exchange
2002 · Toru Ohira, Naoya Sazuka, et al. · Physica A Statistical Mechanics and its Applications · 52
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The distribution of first-passage times and durations in FOREX and future markets
2009 · Naoya Sazuka, Jun-ichi Inoue, et al. · Physica A Statistical Mechanics and its Applications · 37
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On the gap between an empirical distribution and an exponential distribution of waiting times for price changes in a financial market
2006 · Naoya Sazuka · Physica A Statistical Mechanics and its Applications · 31
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Tighter decoding reliability bound for Gallager’s error-correcting code
2001 · Yoshiyuki Kabashima, Naoya Sazuka, et al. · Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics · 27
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Fluctuations in time intervals of financial data from the view point of the Gini index
2007 · Naoya Sazuka, Jun-ichi Inoue · Physica A Statistical Mechanics and its Applications · 19
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Crossover between Lévy and Gaussian regimes in first-passage processes
2007 · Jun-ichi Inoue, Naoya Sazuka · Physical Review E · 17
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Association of brain–autonomic activities and task accuracy under cognitive load: a pilot study using electroencephalogram, autonomic activity measurements, and arousal level estimated by machine learning
2024 · Naoya Sazuka, Koki Katsumata, et al. · Frontiers in Human Neuroscience · 15
Queueing theoretical analysis of foreign currency exchange rates
2009 · Jun-Ichi Inoue, Naoya Sazuka · Quantitative Finance · 13
A dynamical structure of high frequency currency exchange market
2003 · Naoya Sazuka, Toru Ohira, et al. · Physica A Statistical Mechanics and its Applications · 13
Spatiotemporal inflection points in human running: Effects of training level and athletic modality
2021 · Yuta Goto, Tetsuya Ogawa, et al. · PLoS ONE · 5
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Waiting time analysis of foreign currency exchange rates: Beyond the renewal-reward theorem
2007 · Naoya Sazuka, Jun-ichi Inoue · IEEE Symposium on Foundations of Computational Intelligence (FOCI) · 4
Non-linear logit models for high-frequency data analysis
2005 · Naoya Sazuka · Physica A Statistical Mechanics and its Applications · 4
Evaluating zero error noise thresholds by the replica method for Gallager code ensembles
2003 · Y. Kabashima, N. Sazuka, et al. · IEEE International Symposium on Information Theory (ISIT) · 4
Queueing theoretical analysis of foreign currency exchange rates
2006 · Inoue, Jun-ichi, Sazuka, Naoya · RePEc: Research Papers in Economics · 3
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On-line trading as a renewal process: Waiting time and inspection paradox
2010 · Inoue, Jun-ichi, Sazuka, Naoya, et al. · RePEc: Research Papers in Economics · 2
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Stochastic three-state model with delay
2002 · Naoya Sazuka, Toru Ohira · Computer Physics Communications · 1
Modeling of First-Passage Processes in Financial Markets
2010 · Jun‐ichi Inoue, HIkaru Hino, et al. · Bulletin of the American Physical Society
A Weibull distribution with power-law tails that describes the first passage time processes of foreign currency exchanges
2007 · Naoya Sazuka, Junichi Inoue · Bulletin of the American Physical Society
Waiting time analysis of foreign currency exchange rates: Beyond the renewal-reward theorem
2007 · Sazuka, Naoya, Inoue, Jun-ichi · RePEc: Research Papers in Economics
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金融市場の価格変動の待ち時間に関する指数分布からのずれ(経済物理学ii-社会・経済への物理学的アプローチ-,京都大学基礎物理学研究所2005年度後期研究会)
2006 · 直也 佐塚 · Kyoto University Research Information Repository (Kyoto University)
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金融市場の価格変動の待ち時間に関する指数分布からのずれ(経済物理学ii-社会・経済への物理学的アプローチ-,京都大学基礎物理学研究所2005年度後期研究会)
2006 · Sazuka, Naoya · Institutional Repositories DataBase (IRDB)
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An empirical analysis of waiting times for price changes and orders in a financial market
2006 · Naoya Sazuka · Bulletin of the American Physical Society
30aUA-4 金融市場の価格変動の待ち時間に関する実証分析(30aUA 経済物理,領域11(統計力学,物性基礎論,応用数学,力学,流体物理))
2006 · 直也 佐塚 · 日本物理学会講演概要集
Non-linear Logit Models for Binarized High Frequency Financial Data
2005 · Naoya Sazuka · Bulletin of the American Physical Society
Non-linear Logit Models For High FrequencyCurrency Exchange Data
2004 · Naoya Sazuka, Toru Ohira · WIT transactions on modelling and simulation
Works count: 38
Citation count: 247
H-index: 9
I10-index: 9
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