Ken Umeno

Professor

Kyoto University

Japan

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Ken Umeno is a Professor at Kyoto University, Japan. His research focuses on areas including symplectic geometry, fractal portfolio strategies, Bayesian inference in marked point processes, and cryptocurrency market dynamics, particularly in the context of the COVID-19 pandemic. His recent publications explore the efficiency of cryptocurrency markets, chaotic synchronization in systems, and the impact of investor behavior on market strategies.

Articles (15)

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2025

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2025

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2024

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2023

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2023

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2023

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2022

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2022

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2022

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2022

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2022

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2022

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2021

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2021

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2021

Collaborators (5)

Ken-ichi Okubo

Assistant Professor

Sanyo-Onoda City University

JAPAN

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Michael Hanias

Associate Professor

Democritus University of Thrace

GREECE

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Stelios Potirakis

Professor

University of West Attica

GREECE

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Stavros Stavrinides

Professor

International Hellenic University

GREECE

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Hiroki Tanaka

Kyoto University

JAPAN

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Ken Umeno

Research Interests

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Articles (15)

Anosov properties of a symplectic map with time-reversal symmetry

Fractal portfolio strategies: does scale preference of investors matter?

Bayesian Updating on Time Intervals at Different Magnitude Thresholds in a Marked Point Process and Its Application to Synthetic Seismic Activity

Investigating Dynamical Complexity and Fractal Characteristics of Bitcoin/US Dollar and Euro/US Dollar Exchange Rates around the COVID-19 Outbreak

The Impact of COVID-19 on Weak-Form Efficiency in Cryptocurrency and Forex Markets

A Bayesian Inference Method for a Large Magnitude Event in a Spatiotemporal Marked Point Process Representing Seismic Activity

Asymmetric volatility dynamics in cryptocurrency markets on multi-time scales

Chaotic synchronization of mutually coupled systems–arbitrary proportional linear relations

Cryptocurrency market efficiency in short- and long-term horizons during COVID-19: An asymmetric multifractal analysis approach

General dynamic pricing algorithms based on universal exponential booking curves

Time-Rescaling regression method for exponential decay time series predictions

The Reference Distributions of Maurer’s Universal Statistical Test and Its Improved Tests

Capability of TEC correlation Analysis and Deceleration at Propagation Velocities of Medium-Scale Traveling Ionospheric Disturbances: Preseismic Anomalies before the Large Earthquakes

Exploring asymmetric multifractal cross-correlations of price–volatility and asymmetric volatility dynamics in cryptocurrency markets

An extension of the entropic chaos degree and its positive effect

Collaborators (5)

Ken-ichi Okubo

Michael Hanias

Stelios Potirakis

Stavros Stavrinides

Hiroki Tanaka

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