Profile

  • My name is Yuki Sato, PhD student in Kyoto university.
  • My research topic is market microstructure, particularly liquidity taker modelling.
  • If you are interested in my work, you can check my Google Scholar.
  • google scholar

Current interest

  • Market microstructure
  • High frequency finance
  • Financial economics
  • Computational social science
  • Creating algorithmic trading fund

My works

If you are interested in my works, please visit following articles - Empirical analysis on the order-splitting behaviour, published from Physical Review lettersS - Theoretical analysis on the Lillo-Mike-Farmer model, published from Journal of Statistical Physics - Empirical analysis on the price impact, arXiv preprint - Theoretical analysis on the order-splitting behaviour incorporating the non-linear price impact, arXiv preprint

Publications