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Yuki Sato

Yuki Sato

Kyoto university

Verified email at st.kyoto-u.ac.jp

Quantitative finance Market microstructure


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Inferring microscopic financial information from the long memory in market-order flow: A quantitative test of the Lillo-Mike-Farmer model Y Sato, K Kanazawa Physical Review Letters 131 (19), 197401, 2023	13	2023
Exact Solution to a Generalised Lillo–Mike–Farmer Model with Heterogeneous Order-Splitting Strategies Y Sato, K Kanazawa Journal of Statistical Physics 191 (5), 58, 2024	8	2024
Quantitative statistical analysis of order-splitting behaviour of individual trading accounts in the Japanese stock market over nine years Y Sato, K Kanazawa arXiv preprint arXiv:2308.01112, 2023	7	2023
Does the square-root price impact law belong to the strict universal scalings?: quantitative support by a complete survey of the Tokyo stock exchange market Y Sato, K Kanazawa arXiv preprint arXiv:2411.13965, 2024	1	2024

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