Faculty Profiles - OHIRA Toru

Papers - OHIRA Toru

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Toru Ohira, Tadaaki Hosaka

Artificial Life and Robotics Vol. 9 ( 4 ) page： 194 - 196 2005.12

Language：English Publishing type：Research paper (scientific journal)

We studied a random walk with delayed feedback around an unstable fixed point. It was found that the random walker can be kept around the fixed point with longer delays. This is in contrast to the normal role of delay, which is generally thought to be a source of instability. We discuss the connection of our model to stick-balancing experiments, and propose new type of control paradigm called "delayed stochastic control." © ISAROB 2005.

DOI： 10.1007/s10015-004-0337-1

Scopus

Control in delayed stochastic systems Reviewed

Proceedings of the ASME International Design Engineering Technical Conferences and Computers and Information in Engineering Conference, Vol 6, Pts A-C page： 851-855 2005

Control in delayed stochastic systems Reviewed

Toru Ohira, Tadaaki Hosaka

Proceedings of the ASME International Design Engineering Technical Conferences and Computers and Information in Engineering Conference, Vol 6, Pts A-C page： 851 - 855 2005

Language：English Publishing type：Research paper (international conference proceedings) Publisher：AMER SOC MECHANICAL ENGINEERS

This article discusses issues of controlling in situations where fluctuations and delay are present. A new paradigm for control schemes, termed "delayed stochastic controls", is proposed for use in such situations.

Web of Science

遅れを含むランダムウォーク (確率モデルの統計力学) Reviewed

大平徹

物性研究 Vol. 82 ( 2 ) page： 320-325 2004.5

State-dependent noise and human balance control Reviewed

JL Cabrera, R Bormann, C Eurich, T Ohira, J Milton

FLUCTUATION AND NOISE LETTERS Vol. 4 ( 1 ) page： L107 - L117 2004.3

Language：English Publishing type：Research paper (scientific journal) Publisher：WORLD SCIENTIFIC PUBL CO PTE LTD

The fluctuations observed in the task of stick balancing at the fingertip exhibit many of the properties predicted to occur in parametric stochastic dynamical systems, namely intermittency, truncated Levy flights and truncated Levy distributions. The development of virtual balancing tasks that involve the interplay between a human and computer and that exhibit the same dynamical properties as seen for stick balancing opens the door for experimental investigations into the nature of the neural motor control mechanisms that underlie these phenomena.

DOI： 10.1142/S0219477504001719

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Scopus

Non-linear logit models for high frequency currency exchange data Reviewed

N Sazuka, T Ohira

COMPUTATIONAL FINANCE AND ITS APPLICATIONS page： 297 - 305 2004

Language：English Publishing type：Research paper (international conference proceedings) Publisher：WIT PRESS

High frequency market data has become available with recent developments in computer technology. These data have some unique characteristics that do not appear in low frequency data. They are important in understanding financial markets. We present evidence of a unique property of high frequency data by proposing a new model. In this paper, we analyze tick-by-tick data, the most high frequency data available, of yen-dollar currency exchange rates. Focusing on the direction of up or down price movement, we show that a non-trivial structure exists in conditional probabilities of binarized data, which is apparently invisible from the price change itself. The probabilistic structure has a strong bias not only in the first order conditional probabilities but also in the higher order ones. Logit models are often applied to the analysis of the direction of price change. However, we found that a conventional logit model was not sufficient for our data due to its non-linear behavior. This motivated us to develop a new extended non-linear logit model to reproduce the binary probabilistic structure. This new model has overcome some of the shortcomings of the conventional analysis such as AR models and logit models. It can successfully show that the structure is such that it refers up to the previous few minutes by a model selection based on Akaike Information Criterion. The empirical result is consistent with dealers' perceptions that their strategies change slowly in the time scale of a few minutes. Our analysis here opens a possibility that this new non-linear logit model can be applied to a wide range of binary time series to extract their non-trivial probabilistic structures. Finally, in order to investigate the generality of our model, we are now analyzing the tick-by-tick GE data on NYSE, which is also one of the most active stocks.

Web of Science

Repulsive delayed random walks Reviewed

T Hosaka, T Ohira

FLUCTUATIONS AND NOISE IN BIOLOGICAL, BIOPHYSICAL, AND BIOMEDICAL SYSTEMS II Vol. 5467 page： 123 - 130 2004

Language：English Publishing type：Research paper (international conference proceedings) Publisher：SPIE-INT SOC OPTICAL ENGINEERING

We study here a random walk with delayed feedback mound an unstable fixed point. It is found that the random walker can be kept longer around the fixed point with larer delay. This is in contrast to the normal role of delay, which is generally thought to be a source of instability. We discuss a possibility of our model to stick balancing experiments.

DOI： 10.1117/12.548492

Web of Science

Scopus

A dynamical structure of high frequency currency exchange market Reviewed

N Sazuka, T Ohira, K Marumo, T Shimizu, M Takayasu, H Takayasu

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS Vol. 324 ( 1-2 ) page： 366 - 371 2003.6

Language：English Publishing type：Research paper (scientific journal) Publisher：ELSEVIER SCIENCE BV

We analyze tick-by-tick data, the most high frequency data available, of yen-dollar currency exchange rates. We show that a dynamical structure can be observed in binarized data indicating the direction of up and down movement of prices, which is not apparently seen from the price change itself. This result is consistent with our previous study that there exists a conditional probabilistic structure in binarized data. The dynamical and probabilistic structure which we found could indicate that dealers' decision making is based on a binary strategy, even if they are unconscious of this fact. (C) 2003 Elsevier Science B.V. All rights reserved.

DOI： 10.1016/S0378-4371(02)01958-1

Web of Science

Scopus

Dynamical systems approach to the Busy Beaver problem Reviewed

E Nameda, T Ohira, T Ikegami

COMPUTER PHYSICS COMMUNICATIONS Vol. 147 ( 1-2 ) page： 637 - 640 2002.8

Language：English Publishing type：Research paper (scientific journal) Publisher：ELSEVIER SCIENCE BV

The purpose of this paper is to reconsider the Busy Beaver problem, which is a modification of the Turing machine's halting problem, in the light of a dynamical systems approach. Numerical experiments show that the spatio-temporal patterns of machines can be roughly classified into four types. In particular, well-regulated and self-similar patterns are found in most longer-lived machines, which include known best Busy Beaver machines. A relation to the Collatz system is briefly discussed. (C) 2002 Elsevier Science B.V. All rights reserved.

DOI： 10.1016/S0010-4655(02)00356-9

Web of Science

Scopus

研究室の窓「遅れ」と「ノイズ」の周辺で Reviewed

大平徹

数理科学 Vol. 40 ( 5 ) page： 79-83 - 83 2002.5

Predictability of currency market exchange Reviewed

T Ohira, N Sazuka, K Marumo, T Shimizu, M Takayasu, H Takayasu

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS Vol. 308 ( 1-4 ) page： 368 - 374 2002.5

Language：English Publishing type：Research paper (scientific journal) Publisher：ELSEVIER SCIENCE BV

We analyze tick data of yen-dollar exchange with a focus on its up and down movement. We show that there exists a rather particular conditional probability structure with such high frequency data. This result provides us with evidence to question one of the basic assumptions of the traditional market theory, where such bias in high frequency price movements is regarded as not present. We also construct systematically a random walk model reflecting this probability structure. (C) 2002 Elsevier Science B.V. All rights reserved.

DOI： 10.1016/S0378-4371(02)00561-7

Web of Science

Scopus

Stochastic three-state model with delay Reviewed

Naoya Sazuka, Toru Ohira

Computer Physics Communications Vol. 147 ( 1-2 ) page： 641 - 645 2002

Language：English Publishing type：Research paper (scientific journal)

We investigate here a stochastic three-state element whose transition probability depends on its state at a fixed interval in the past. A rich dynamical behavior which does not appear in a binary model is observed in this model. A resonant phenomenon due to the delay appears as well. Furthermore, an analytical expression of this resonant characteristic can be derived in general for an N-state model. We also discuss its application to the dynamical time series of yen-dollar currency exchange. © 2002 Elsevier Science B.V. All rights reserved.

DOI： 10.1016/S0010-4655(02)00357-0

Scopus

Delayed stochastic resonance with a 1-D ring Reviewed

Toru Ohira

Physica A: Statistical Mechanics and its Applications Vol. 314 ( 1-4 ) page： 146 - 150 2002

Language：English Publishing type：Research paper (international conference proceedings)

A one-dimensional ring composed of stochastic binary elements with delayed interaction was studied. The interspike interval histograms and resonance or rhythmic behaviors arise with noise and delay were also studied. It was suggested that the noise and delay accounts for the rhythmic behaviors of network systems.

DOI： 10.1016/S0378-4371(02)01068-3

Scopus

Emergence of a dominant unit in a network of chaotic units with a delayed connection change Reviewed

Junji Ito, Toru Ohira

Physical Review E - Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics Vol. 64 ( 6 ) page： 5 2001

Language：English Publishing type：Research paper (scientific journal)

We study here a model of globally coupled units with adaptive interaction weights that has a delay in the updating rule. Simulations show that the model with such delayed synaptic change exhibits dynamical self organization of network structure. With suitably chosen parameters, “dominant” unit emerges spontaneously, in the sense that the connections from such a unit to almost all of the other units are especially strengthened. Such weight structure facilitates the coherent activity among units. © 2001 The American Physical Society.

DOI： 10.1103/PhysRevE.64.066205

Scopus

Resonance between Noise and Delay

OHIRA Toru, SATO Yuzuru

Butsuri Vol. 55 ( 5 ) page： 360 - 363 2000.5

Resonance in a stochastic neuron model with delayed interaction Reviewed

Toru Ohira, Toru Ohira, Yuzuru Sato, Jack D. Cowan

Advances in Neural Information Processing Systems page： 314-320 2000.1

Language：English Publishing type：Research paper (scientific journal)

We study here a simple stochastic single neuron model with delayed self-feedback capable of generating spike trains. Simulations show that its spike trains exhibit resonant behavior between "noise" and "delay". In order to gain insight into this resonance, we simplify the model and study a stochastic binary element whose transition probability depends on its state at a fixed interval in the past. With this simplified model we can analytically compute interspike interval histograms, and show how the resonance between noise and delay arises. The resonance is also observed when such elements are coupled through delayed interaction.

Scopus

Toward encryption with neural network analogy. Reviewed

Toru Ohira

ESANN 2000, 8th European Symposium on Artificial Neural Networks, Bruges, Belgium, April 26-28, 2000, Proceedings page： 147-152 2000

Resonance in delayed stochastic dynamics Reviewed

T Ohira, Y Sato

STATISTICAL PHYSICS Vol. 519 page： 628 - 634 2000

Language：English Publishing type：Research paper (international conference proceedings) Publisher：AMER INST PHYSICS

We first study here a simple stochastic dynamical equation with delayed self-feedback. The model is investigated numerically and we find that its dynamics show an emergent regular "spiking" behavior, by "tuning" its "noise" and "delay". rn order to gain insight into this "resonance", we abstract the model and study a stochastic binary element whose transition probability depends on its state at a fixed interval in the past. With this abstracted model we can analytically capture the time interval histograms between spikes, and discover how the resonance between noise and delay arises. The resonance is also observed when such stochastic binary elements are coupled through delayed interaction.

Web of Science

Resonance in a stochastic neuron model with delayed interaction Reviewed

T Ohira, Y Sato, JD Cowan

ADVANCES IN NEURAL INFORMATION PROCESSING SYSTEMS 12 Vol. 12 page： 314 - 320 2000

Language：English Publishing type：Research paper (international conference proceedings) Publisher：M I T PRESS

Web of Science

Resonance in a stochastic neuron model with delayed interaction Reviewed

T Ohira, Y Sato, JD Cowan

ADVANCES IN NEURAL INFORMATION PROCESSING SYSTEMS 12 Vol. 12 page： 314 - 320 2000

Language：English Publishing type：Research paper (international conference proceedings) Publisher：M I T PRESS

Web of Science

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Papers - OHIRA Toru