拙書, Financial Market Design by an Agent-Based Model, において日本語で近いことを書いた文献リスト

立ち読み(amazon)


第1章 Financial Market Design and Agent-Based Model

https://sbiferi.co.jp/assets/pdf/review/review_vol05_05_202403.pdf

https://www.sparx.co.jp/report/detail/305.html

https://mizutatakanobu.com/2025r.pdf


第2章 Base Model for Financial Market Design

https://repository.dl.itc.u-tokyo.ac.jp/records/7788

https://doi.org/10.11517/jjsai.36.3_262

https://doi.org/10.11517/pjsai.JSAI2012.0_4E1OS153

https://doi.org/10.1527/tjsai.27.320

https://doi.org/10.2139/ssrn.2710516


第3章 Regulations/Rules

3-1: https://www.jpx.co.jp/corporate/research-study/working-paper/tvdivq0000008q5y-att/JPXWorkingPaperVol2.pdf

3-2: https://doi.org/10.11517/jsaisigtwo.2017.FIN-018_03

3-3: https://doi.org/10.11517/jsaisigtwo.2012.FIN-009_03

3-3: https://repository.dl.itc.u-tokyo.ac.jp/records/7788

3-4: https://doi.org/10.11517/jsaisigtwo.2023.FIN-031_09


第4章 AI Traders/High-Frequency Trades

4-1: https://doi.org/10.11517/jsaisigtwo.2020.FIN-024_117

4-2: https://doi.org/10.11517/jsaisigtwo.2020.FIN-024_35

4-3: https://doi.org/10.11517/pjsai.JSAI2023.0_4T2GS1004

4-4: https://doi.org/10.11517/jsaisigtwo.2022.FIN-028_01

4-5: https://doi.org/10.11517/jsaisigtwo.2020.FIN-025_82


第5章 New Financial Exchanges for High-Speed Era

5-1: https://doi.org/10.11517/jsaisigtwo.2015.FIN-015_07

5-2: https://doi.org/10.11517/jsaisigtwo.2017.FIN-018_01

5-3: https://doi.org/10.11517/jsaisigtwo.2021.FIN-026_46

5-4: https://doi.org/10.11517/jsaisigtwo.2015.FIN-014_02


第6章 Nature of Financial Market Phenomena

6-1: https://doi.org/10.11517/jsaisigtwo.2022.FIN-029_01

6-2: https://doi.org/10.11517/jsaisigtwo.2023.FIN-030_17


第7章 Active and Passive Funds

7-1: https://doi.org/10.11517/jsaisigtwo.2017.FIN-019_01

7-2: https://doi.org/10.11517/jsaisigtwo.2018.FIN-021_01


第8章 Summary and Difficulties of This Field

https://mizutatakanobu.com/2025r.pdf(pp.87-88)