| Presentation | 2002/1/3 Statistical laws of exchange rate fluctuations Takayuki MIZUNO, Hideki TAKAYASU, Misako TAKAYASU, Shoko KURIHARA, |
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| PDF Download Page | PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | We report the statistical laws of exchange rate fluctuations and introduce a set of stochastic equations describing dealers' mental actions. Then, we show that the macroscopic price increase during inflation is nicely explained by this set of equations. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | Econophysics / Exchange rate / Inflation |
| Paper # | Al2000-68 |
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| Conference Information | |
| Committee | AI |
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| Conference Date | 2002/1/3(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
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| Paper Information | |
| Registration To | Artificial Intelligence and Knowledge-Based Processing (AI) |
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| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Statistical laws of exchange rate fluctuations |
| Sub Title (in English) | |
| Keyword(1) | Econophysics |
| Keyword(2) | Exchange rate |
| Keyword(3) | Inflation |
| 1st Author's Name | Takayuki MIZUNO |
| 1st Author's Affiliation | Department of Physics, Faculty of Science and Engineering, Chuo University() |
| 2nd Author's Name | Hideki TAKAYASU |
| 2nd Author's Affiliation | Sony Computer Science Laboratories Inc. |
| 3rd Author's Name | Misako TAKAYASU |
| 3rd Author's Affiliation | Department of Complex Systems, Future University-Hakodate |
| 4th Author's Name | Shoko KURIHARA |
| 4th Author's Affiliation | Department of Physics, Faculty of Science and Engineering, Chuo University |
| Date | 2002/1/3 |
| Paper # | Al2000-68 |
| Volume (vol) | vol.101 |
| Number (no) | 536 |
| Page | pp.pp.- |
| #Pages | 8 |
| Date of Issue | |