YAGI Isao
| Faculty of Informatics Department of Information Science | Professor |
IDs
Identifiers
researchmap会員ID：6000000681
ORCID ID：https://orcid.org/0000-0003-0119-1366
J-Global ID：200901098129838009
Research Field
Research Keyword
Paper
- Investigation of market impacts of arbitrage trading between an ETF and its underlying assets using an agent-based simulation
Isao Yagi; Xin Guan; Takanobu Mizuta
Finance Research Letters, Sep. 2024, [Reviewed]
Lead, Corresponding - オーダーブックインバランスを考慮した執行アルゴリズムが金融市場から受ける影響の分析～エージェントシミュレーションによるアプローチ～
Shuto Endo; Takanobu Mizuta; Isao Yagi
Transactions of the Japanese Society for Artificial Intelligence, 01 Jul. 2024, [Reviewed]
Last, Corresponding - The Impact of Arbitrage Between Stock Markets With and Without Maker–Taker Fees Using an Agent-Based Simulation
Xin Guan; Mahiro Hoshino; Takanobu Mizuta; Isao Yagi
New Generation Computing, 10 Feb. 2024, [Reviewed]
Last - Model Building and Description Using the Agent-based Computational Economics Framework for Accounting
Kosei Takashima; Isao Yagi
Journal of Information Processing, Jan. 2024, [Reviewed]
Last - Multilayered Emergent Phenomena Caused by Basic Income and Labor Supply on the Wider Economic System
Kosei Takashima; Isao Yagi
Applied Sciences, Jun. 2023, [Reviewed]
Last - Comparing Effects of Price Limit and Circuit Breaker in Stock Exchanges by an Agent-Based Model.
Takanobu Mizuta; Isao Yagi
SSCI, 2023 - Impact of High-Frequency Trading with an Order Book Imbalance Strategy on Agent-Based Stock Markets.
Isao Yagi; Mahiro Hoshino; Takanobu Mizuta
Complexity, 2023, [Reviewed]
Lead, Corresponding - Impact of maker-taker fees on stock exchange competition from an agent-based simulation
Mahiro Hoshino; Takanobu Mizuta; Yasuhiro Sudo; Isao Yagi
Journal of Computational Social Science, 25 Jun. 2022, [Reviewed]
Last, Corresponding - Instability of financial markets by optimizing investment strategies investigated by an agent-based model.
Takanobu Mizuta; Isao Yagi; Kosei Takashima
IEEE Symposium on Computational Intelligence for Financial Engineering and Economics(CIFEr), 2022 - Effectiveness of Maker-Taker Fees to Total Trading Costs and Market Liquidity Using an Agent-based Model
Mahiro Hoshino; Takanobu Mizuta; Isao Yagi
Transactions of the Japanese Society for Artificial Intelligence, 01 Sep. 2021, [Reviewed]
Corresponding - Analysis of the Impact of High-Frequency Trading on Artificial Market Liquidity
Isao Yagi; Yuji Masuda; Takanobu Mizuta
IEEE Transactions on Computational Social Systems, Dec. 2020, [Reviewed]
Lead, Corresponding - Analysis of the impact of leveraged ETF in continuous double auction market using an agent-based simulation
MARUYAMA Shunya; MIZUTA Takanobu; YAGI Isao
JSAI Technical Report, Type 2 SIG, Nov. 2020, [Reviewed]
Last, Corresponding - Analysis of the impact of maker-taker fees on the stock market using agent-based simulation
Isao Yagi; Mahiro Hoshino; Takanobu Mizuta
ICAIF 2020 - 1st ACM International Conference on AI in Finance, 15 Oct. 2020, [Reviewed] - Trading Strategies of a Leveraged ETF in a Continuous Double Auction Market Using an Agent-Based Simulation
Isao Yagi; Syunya Maruyama; Takanobu Mizuta
Complexity, Feb. 2020, [Reviewed]
Lead - Analysis of the Market Impact of the Rule for Investment Diversification at the Time of a Crashing Market and a Soaring Market Using a Multi-agent Simulation
MARUYAMA Shunya; MIZUTA Takanobu; YAGI Isao
JSAI Technical Report, Type 2 SIG, 15 Oct. 2019, [Reviewed] - How Does School Caste Influence Classroom Community Formation? - Verification Using Multi-agent Simulation -
Ayano Kuwahara; Fujio Toriumi; Isao Yagi
Social Simulation Conference 2019, Sep. 2019, [Reviewed] - Investigation of the rule for investment diversification using Multiagent Simulations
Isao Yagi; Atsushi Nozaki; Takanobu Mizuta
Evolutionary and Institutional Economics Review, Dec. 2017, [Reviewed] - A Study on the Market Impact of the Rule for Investment Diversification at the Time of a Market Crash Using a Multi-Agent Simulation
Atsushi Nozaki; Takanobu Mizuta; Isao Yagi
IEICE TRANSACTIONS ON INFORMATION AND SYSTEMS, Dec. 2017, [Reviewed]
Last, Corresponding - Effects of Price Regulations and Dark Pools on Financial Market Stability: An Investigation by Multiagent Simulations
Takanobu Mizuta; Shintaro Kosugi; Takuya Kusumoto; Wataru Matsumoto; Kiyoshi Izumi; Isao Yagi; Shinobu Yoshimura
Intelligent Systems in Accounting, Finance and Management, 01 Jan. 2016, [Reviewed] - Investigation of Price Variation Limits, Short Selling Regulation, and Uptick Rules and Their Optimal Design by Artificial Market Simulations
Takanobu Mizuta; Kiyoshi Izumi; Isao Yagi; Shinobu Yoshimura
ELECTRONICS AND COMMUNICATIONS IN JAPAN, Jul. 2015, [Reviewed] - Regulations' Effectiveness for Market Turbulence by Large Erroneous Orders using Multi Agent Simulation
Takanobu Mizuta; Kiyoshi Izumi; Isao Yagi; Shinobu Yoshimura
2104 IEEE CONFERENCE ON COMPUTATIONAL INTELLIGENCE FOR FINANCIAL ENGINEERING & ECONOMICS (CIFER), 2014, [Reviewed] - Investigation and Optimal Designing of a Price Variation Limit, a Short Sell Regulatiori and an Up-Tick Rule using by Artificial Market Simulations
MIZUTA Takanobu; IZUMI Kiyoshi; YAGI Isao; YOSHIMURA Shiobu
IEEJ Transactions on Electronics, Information and Systems, 01 Sep. 2013, [Reviewed] - Design of Financial Market Regulations against Large Price Fluctuations using by Artificial Market Simulations
Takanobu Mizuta; Kiyoshi Izumi; Isao Yagi; Shinobu Yoshimura
Journal of Mathematical Finance, Apr. 2013, [Reviewed] - An Analysis on the Reversal Mechanism for Large Stock Price Declines Using Artificial Markets
八木勲; 水田孝信; 和泉潔
情報処理学会論文誌ジャーナル(CD-ROM), Nov. 2012, [Reviewed] - Development of an Evaluation Method for Artificial Market Settings Considering a Realistic Pricing Mechanism
Mizuta Takanobu; Yagi Isao; Izumi Kiyoshi
Transactions of the Japanese Society for Artificial Intelligence, 2012, [Reviewed] - A Study on the Reversal Mechanism for Large Stock Price Declines Using Artificial Markets
Isao Yagi; Takanobu Mizuta; Kiyoshi Izumi
2012 IEEE CONFERENCE ON COMPUTATIONAL INTELLIGENCE FOR FINANCIAL ENGINEERING & ECONOMICS (CIFER), 2012, [Reviewed] - An Analysis of the Market Impact of Short-selling Regulation using Artificial Markets
Yagi Isao; Mizuta Takanobu; Izumi Kiyoshi
Transactions of the Japanese Society for Artificial Intelligence, 2011, [Reviewed] - A Study on the Effectiveness of Short-selling Regulation using Artificial Markets
Isao Yagi; Takanobu Mizuta; Kiyoshi Izumi
Evolutionary and Institutional Economics Review, Nov. 2010, [Reviewed]
Lead, Corresponding - A study on the market impact of short-selling regulation using artificial markets
Isao Yagi; Takanobu Mizuta; Kiyoshi Izumi
Advances in Practical Multi-Agent Systems, 2010, [Reviewed] - A study on the effectiveness of short-selling regulation in view of regulation period using artificial markets
Isao Yagi; Takanobu Mizuta; Kiyoshi Izumi
Proceedings - 9th IEEE/ACIS International Conference on Computer and Information Science, ICIS 2010, 2010, [Reviewed] - A labeled transition model A-LTS for history-based aspect weaving and its expressive power
Isao Yagi; Yoshiaki Takata; Hiroyuki Seki
IEICE TRANSACTIONS ON INFORMATION AND SYSTEMS, May 2007, [Reviewed] - Formal models for XML access control and aspect-oriented programs beyond Regular Languages
Isao Yagi
Sep. 2006
Lead - A Static Analysis using Tree Automata for XML Access Control
Yagi Isao; Takata Yoshiaki; Seki Hiroyuki
Computer Software, 2006, [Reviewed]
Lead - A static analysis using tree automata for XML access control
Yagi, I; Y Takata; H Seki
AUTOMATED TECHNOLOGY FOR VERIFICATION AND ANALYSIS, PROCEEDINGS, 2005, [Reviewed]
MISC
- An interaction between a leveraged ETF and futures in a crash investigated by an agent-based model
水田孝信; 八木勲
人工知能学会全国大会論文集(Web), 2024 - An interaction between a leveraged ETF and futures in a crash investigated by an agent-based model
水田孝信; 八木勲
人工知能学会第二種研究会資料(Web), 2024 - Comparison of the effects of price limits and circuit breakers for several kinds of crushes using an artificial market
遠藤修斗; 水田孝信; 八木勲
人工知能学会第二種研究会資料(Web), 2024 - Impact of arbitrage between leveraged ETF and futures on market liquidity during market crashes
早瀬竜希; 水田孝信; 八木勲
人工知能学会第二種研究会資料(Web), 2024 - How does the performance of algorithm traders change when they take into account order book imbalance?
ENDO Shuto; MIZUTA Takanobu; YAGI Isao
JSAI Technical Report, Type 2 SIG, 10 Oct. 2023 - 人工市場を用いたオーダーブックインバランスを考慮した執行アルゴリズムが市場に与える影響分析
16 Feb. 2023 - 人工市場を用いた見せ玉が市場や高頻度取引に与える影響の分析
16 Feb. 2023 - The impact of arbitrage trading between the ETF and its underlying assets on market liquidity of their markets using an agent-based simulation
GUAN XIN; MIZUTA Takanobu; YAGI Isao
Proceedings of the Annual Conference of JSAI, 2023 - Comparing a price limit and a circuit breaker in stock exchanges by an agent-based model
MIZUTA Takanobu; YAGI Isao
Proceedings of the Annual Conference of JSAI, 2023 - Impact of the market on HFTs with an order book imbalance strategy using multi-agent simulation
FUKUTOMI Takumi; HOSHINO Mahiro; MIZUTA Takanobu; YAGI Isao
JSAI Technical Report, Type 2 SIG, 12 Mar. 2022 - Can arbitrage trading between markets with and without a maker-taker fee improve profits?
HOSHINO Mahiro; MIZUTA Takanobu; YAGI Isao
JSAI Technical Report, Type 2 SIG, 12 Mar. 2022 - A proposal for building Agent-Based Economic Model that includes the goods market
Kosei Takashima; Isao Yagi
Oct. 2021
Last - Investigation into effectiveness of maker-taker fees on stock markets using an artificial market
Sep. 2021
Last, Corresponding - A Proposal for Expansion of Accounting Function for Building an Agent-Based Economic Model
高島幸成; 八木勲
電子情報通信学会大会講演論文集(CD-ROM), Sep. 2021
Last - 人工市場による金融市場の設計と広がる活用分野
01 May 2021 - Investigation of impact by rebates on market share using artificial markets
HOSHINO Mahiro; MIZUTA Takanobu; YAGI Isao
JSAI Technical Report, Type 2 SIG, Mar. 2021
Corresponding - Does high-frequency trading adversely affect the market in financial crashes?
HOSHINO Mahiro; YAMAMOTO Kouhei; MIZUTA Takanobu; YAGI Isao
JSAI Technical Report, Type 2 SIG, Oct. 2020
Corresponding - Investigation how negative trading fees (rebates) affect a stock market with an agent-based model
HOSHINO Mahiro; MIZUTA Takanobu; YAGI Isao
Proceedings of the Annual Conference of JSAI, Jun. 2020 - Investigation of factors in uencing market liquidity using artificial market
MASUDA Yuji; MIZUTA Takanobu; YAGI Isao
JSAI Technical Report, Type 2 SIG, 14 Mar. 2020 - ベーシックインカムの検証に向けてのマクロ経済モデルの構築
20 Feb. 2020 - 人工市場を用いたHFTがレバレッジドETFの原資産市場の価格形成に与える影響分析
20 Feb. 2020 - マルチエージェントシステムを用いた学校行事が学級集団構成に与える影響分析
20 Feb. 2020 - 人工市場を用いた金融市場流動性に影響を与える要因の調査
Apr. 2019 - スクールカーストは学級集団形成にどのような影響を与えるか? ~マルチエージェントシミュレーションによる検証~
Mar. 2019, [Reviewed] - ICTを利活用した産学連携キャリア教育実践「会社訪問体験」の5年間の実践報告
28 Feb. 2019 - Analysis of the Impact of the Rule for Investment Diversification on Investment Performance using a Multi-Agent Simulation
YAGI Isao; MIZUTA Takanobu
Proceedings of the Annual Conference of JSAI, 2019 - Detection of factors influencing market liquidity using artificial market
MASUDA Yuji; MIZUTA Takanobu; YAGI Isao
JSAI Technical Report, Type 2 SIG, 20 Mar. 2018 - 仲裁者は本当に学級内いじめ問題の解決に貢献するのか? -マルチエージェントシミュレーションによる検証-
13 Mar. 2018 - 学習者の習得度に合ったe-learningシステムの小テスト機能の開発
13 Mar. 2018 - 産学連携キャリア教育実践の追跡調査報告と支援システムへの改善提案
13 Mar. 2018 - 仲裁者は本当に学級内いじめ問題の解決に貢献するのか?―マルチエージェントシミュレーションによる検証―
萩原崇貴; 鈴木紀久子; 八木勲
情報処理学会全国大会講演論文集, 13 Mar. 2018
http://jglobal.jst.go.jp/public/201802231659246392 - 学習者の習得度に合ったe‐learningシステムの小テスト機能の開発
川内悠也; 八木勲
情報処理学会全国大会講演論文集, 13 Mar. 2018
http://jglobal.jst.go.jp/public/201802231603098675 - 産学連携キャリア教育実践の追跡調査報告と支援システムへの改善提案
鈴木孝幸; 須藤康裕; 八木勲; 鷹野孝典; 宮崎剛; 木村誠聡; 稲葉達也; 納富一宏
情報処理学会全国大会講演論文集, 13 Mar. 2018
http://jglobal.jst.go.jp/public/201802229993862570 - How Does the Rule for Investment Diversification Affect Market Fluidity, Efficiency, and Investor's Performance?
MARUYAMA Shunya; MIZUTA Takanobu; YAGI Isao
Proceedings of the Annual Conference of JSAI, 2018 - 産学連携キャリア教育の学生報告書のリーダビリティ評価と計量テキスト分析による意識向上効果の報告
16 Mar. 2017 - 人工市場を用いた高頻度取引市場における情報転送遅延が市場に与える影響の分析
16 Mar. 2017 - 人工市場を用いた高頻度取引市場における情報転送遅延が市場に与える影響の分析
日野克哉; 水田孝信; 八木勲
情報処理学会全国大会講演論文集, 16 Mar. 2017
http://jglobal.jst.go.jp/public/201702271779800443 - 産学連携キャリア教育の学生報告書のリーダビリティ評価と計量テキスト分析による意識向上効果の報告
鈴木孝幸; 八木勲; 鷹野孝典; 宮崎剛; 稲葉達也; 納富一宏
情報処理学会全国大会講演論文集, 16 Mar. 2017
http://jglobal.jst.go.jp/public/201702268415149448 - 人工市場を用いた分散投資規制が資産価格急落時の市場に与える影響の解明―単一市場にのみ投資する投資家を考慮したモデルでの実験―
柏木翔; 水田孝信; 八木勲
情報処理学会全国大会講演論文集, 16 Mar. 2017 - Analysis of the Impact of Leveraged ETF Rebalancing Trades on the Underlying Asset Market Using Artificial Market Simulation
YAGI Isao; MIZUTA Takanobu
JSAI Technical Report, Type 2 SIG, 10 Mar. 2017 - Idea contest administration for effective creativity education : Case Study : IT Dream Contest 2015
Tatsuya Inaba; Isao Yagi; Hiroshi Tanaka; Fujio Yamamoto; Hideyuki Torii; Hiroshi Unno; Teluhiko Hilano; Motofumi Hattori
2017 - Practice of academia-industry cooperation career education for raising student awareness : ICT use and analysis of questionnaire on the students' company visit
鈴木孝幸; 八木勲; 鷹野孝典; 宮崎剛; 稲葉達也; 納富一宏
電子情報通信学会技術研究報告, 05 Mar. 2016 - D-15-14 Practice of academia-industry cooperation career education for raising student awareness using ICT
Suzuki Takayuki; Yagi Isao; Takano Kosuke; Miyazaki Tsuyoshi; Inaba Tatsuya; Notomi Kazuhiro
Proceedings of the IEICE General Conference, 01 Mar. 2016 - レバレッジドETF取引が株式市場に与える影響分析 : 人工市場シミュレーションシステムによる検討 (先端工学研究センター研究報告 第21巻)
2016
http://id.ndl.go.jp/bib/028720087 - Extension of Support Function for Career Education by CMS System "KBook" : Evaluation Support of Company Tour for Academia-Industry Cooperation
2016
http://id.ndl.go.jp/bib/028055211 - 信用取引対応の人工市場を利用した市場規制の検証
17 Mar. 2015 - 酒田罫線予測精度検証システムの開発
17 Mar. 2015 - 投資家の嗜好を考慮した関連銘柄表示システムの開発
17 Mar. 2015 - 酒田罫線予測精度検証システムの開発
青山徹; 八木勲
情報処理学会全国大会講演論文集, 17 Mar. 2015
http://jglobal.jst.go.jp/public/201502260198750710 - 信用取引対応の人工市場を利用した市場規制の検証
内藤大輔; 八木勲
情報処理学会全国大会講演論文集, 17 Mar. 2015
http://jglobal.jst.go.jp/public/201502266086172452 - 投資家の嗜好を考慮した関連銘柄表示システムの開発
今井亮介; 八木勲
情報処理学会全国大会講演論文集, 17 Mar. 2015
http://jglobal.jst.go.jp/public/201502276672297855 - Development of Support Function for Career Education by CMS System "KBook" : Support to Practice of Company Tour for Academia-Industry Cooperation
2015
http://id.ndl.go.jp/bib/027322949 - Investigation of the rule for investment diversification using an artificial market
野崎淳; 水田孝信; 八木勲
人工知能学会全国大会論文集(CD-ROM), 2015 - How does the underlying asset prices change if the volume of leveraged ETF for them increase?
Naito Daisuke; Hayakawa Suzune; Mizuta Takanobu; Yagi Isao
Abstracts of Annual Conference of Japan Society for Management Information, 2015 - Does the financial contagion happen in the market where the selling of assets on margin is active?
YAGI Isao; MIZUTA Takanobu; IZUMI Kiyoshi
JSAI Technical Report, Type 2 SIG, 11 Oct. 2014 - Investigation of Regulations' Effectiveness for Market Turbulence by Large Mistaken Orders using Agent-Based Simulation
MIZUTA Takanobu; IZUMI Kiyoshi; YAGI Isao; YOSHIMURA Shinobu
JSAI Technical Report, Type 2 SIG, 12 Oct. 2013 - A study on the effectiveness of margin requirement using an artificial stock market
YAGI Isao; SUGITA Syun
JSAI Technical Report, Type 2 SIG, 19 Mar. 2013 - 人工市場を用いた株式市場における委託保証金の増減による影響分析
06 Mar. 2013 - Investigation of Large Mistaken Orders Impact to Price Formation in an Artificial Market
水田 孝信; 和泉 潔; 八木 勲
人工知能学会全国大会論文集, 2013 - Investigation of a Price Variation Limit, a Short Sell Regulation and a Up-Tick Rule using by Articial Market Simulations
MIZUTA Takanobu; IZUMI Kiyoshi; YAGI Isao; YOSHIMURA Shinobu
JSAI Technical Report, Type 2 SIG, 17 Nov. 2012 - Investors' behavior in a rebound after a sharp fall of stock markets and sugges-tion to arti?cial market models
MIZUTA Takanobu; YAGI Isao; IZUMI Kiyoshi
JSAI Technical Report, Type 2 SIG, 28 Jan. 2012 - A study of the reversal mechanism of large stock price declines using arti?cial markets
YAGI Isao; MIZUTA Takanobu; IZUMI Kiyoshi
JSAI Technical Report, Type 2 SIG, 01 Oct. 2011 - A rebound after a sharp fall of stock markets - comparing a simulation study -
MIZUTA Takanobu; YAGI Isao; IZUMI Kiyoshi
JSAI Technical Report, Type 2 SIG, 01 Oct. 2011 - A Rebound after a Sharp Fall of Stock Markets—Comparing a Simulation Study—
Mizuta Takanobu; Yagi Isao; Izumi Kiyoshi
Journal of Behavioral Economics and Finance, 2011 - A study on the effectiveness of short-selling regulation using artificial markets
YAGI Isao; MIZUTA Takanobu; IZUMI Kiyoshi
JSAI Technical Report, Type 2 SIG, 23 Jan. 2010 - A Study of Formal Verification of Device Drivers for a Virtual Machine
YAGI Isao; KAWAI Eiji; SEKI Hiroyuki; SHINAGAWA Takahiro; KATO Kazuhiko
IPSJ SIG Notes, 28 Nov. 2008 - A Static Analysis using Tree Automata for XML Access Control
YAGI Isao; TAKATA Yoshiaki; SEKI Hiroyuki
Technical report of IEICE. SS, 17 Jun. 2005 - A Formal Model of Aspect-Oriented Programs based on Labeled Transition Systems
YAGI Isao; TAKATA Yoshiaki; SEKI Hiroyuki
Technical report of IEICE. SS, 08 Mar. 2004 - Development of Web Based Official Document Management System.
森永純一; 島村真二; 田中恵治; 服部隆二; 八木勲
日立造船技報, 01 Jul. 2000 - On the Space Complexity of Data Mining
YAGI Isao; NAKANISHI Ryuichi; ISHIHARA Yasunori; ITO Minoru; SEKI Hiroyuki
IEICE technical report. Theoretical foundations of Computing, 22 Nov. 1996
Lectures, oral presentations, etc.
- Analysis of the Impact of leveraged ETF rebalancing trades on the underlying asset market using artificial market simulation
Isao Yagi; Takanobu Mizuta
12th Artificial Economics Conference, Sep. 2016 - Investigation of the rule for investment diversi?cation using Multiagent Simulations
Isao Yagi; Atsushi Nozaki; Takanobu Mizuta
Jafee20 International Conference on Socio-economic Systems with ICT and Networks, Mar. 2016 - 人工市場を用いた分散投資規制が市場に与える影響分析
Sep. 2015
Award
- Jan. 2024
Model Building and Description Using the Agent-based Computational Economics Framework for Accounting
Information Processing Society of Japan, Specially Selected Paper
Kosei Takashima;Isao Yagi - Nov. 2018
Detection of Factors Influencing Market Liquidity Using an Agent-based Simulation
the 5th International Conference on Behavioral Economic, and Socio-Cultural Computing, Distinguished Research on BEHAVIORAL and ECONOMIC COMPUTING
Isao YAGI;Yuji MASUDA;Takanobu MIZUTA - Sep. 2018
人工市場を用いた分散投資規制が市場に与える影響分析～ファンダメンタル価格急落時と急騰時における比較～ - Nov. 2012
人工市場を用いた値幅制限・空売り規制・アップティックルールの検証
Research Themes
