Murai Joshin 村井浄信

… Alternative Names

村井浄信ムライジョウシン

MURAI Joshin 村井浄信

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Researcher Number	00294447
Other IDs
Affiliation (Current)	2025: 岡山大学, 社会文化科学学域, 教授
Affiliation (based on the past Project Information) *help	2021 – 2023: 岡山大学, 社会文化科学学域, 教授 2015 – 2020: 岡山大学, 社会文化科学研究科, 教授 2012 – 2013: 岡山大学, 社会文化科学研究科, 教授 2009 – 2011: Okayama University, 大学院・社会文化科学研究科, 准教授 2006: 岡山大学, 大学院・社会文化科学研究科, 助手 … More 2006: Okayama University, Graduatte School of Humanities and Social Sciences, Assistant Professor, 大学院社会文化科学研究科, 助手 1999 – 2005: 岡山大学, 大学院・文化科学研究科, 助手 1998: 岡山大学, 文化科学研究科, 助手 Less
Review Section/Research Field	Principal Investigator Basic Section 25010:Social systems engineering-related / Social systems engineering/Safety system / Social systems engineering/Safety system Except Principal Investigator Basic analysis / General mathematics (including Probability theory/Statistical mathematics) / Basic analysis / General mathematics (including Probability theory/Statistical mathematics)
Keywords	Principal Investigator 長期記憶 / ハースト指数 / クラスター展開 / 取引符号 / Hurst指数 / 非整数ブラウン運動 / 自己励起 / 株式市場 / バースト現象 Except Principal Investigator central limit theorem … More / 中心極限定理 / 確率モデル / Widom-Rowlinson model / quantum probability / スケーリング極限 / 対称群 / 量子確率論 / パーコレーション / scaling limit / 相互作用フォック空間 / ヤング図形 / 対称群の表現 / グラフのスペクトル / percolation / 相境界 / Gibbs分布 / distance-regular graph / probability model / harmonic analysis / 距離正則グラフ / 調和解析 / 相転移 / Young graph / character of factor representation / random Young diagrams / asymptotic representation theory / symmetric group / ラプラシアンのスペクトル / 自由確率論 / ユツィス・マーフィー作用素 / 自由確率 / 漸近挙動 / 表現 / ヤンググラフ / 因子表現の指標 / ランダムヤング図形 / 量子確率 / 表現の漸近理論 / sharp transition / Sierpinski carpet lattice / conditional limit theorem / phase boundary / 相共存 / 2次元Widom-Rowlinson model / Dobrushin-Hrynivの定理 / Pirogov-Sinaiの定理 / スピン系 / 自由エネルギーの解析性 / 相の共存 / シェルピンスキーカーペット格子 / シルピンスキーカーペットグラフ / フラクタルグラフ / Percolation / 鋭い相転移 / シルピンスキーカーペット格子 / Widom-Rowlinsonモデル / 条件つき極限定理 / method of quantum decomposition / representation of symmetric group / spectrum of graph / 代数的確率論 / 量子分解法 / Gibbs states / translation invariance / phase structure / Wulff shape / local limit theorem / phase separation / spectral gap / fluctuation / first-passage percolation / 臨界温度 / 2次元Ising model / 3粒子モデル / 表面張力 / 局所型極限定理 / 2次元Widom-Rowlinsonモデル / 平行移動不変 / 相構造 / Wulff Shape / 局所極限定理 / 相分離 / the cut-off phenomenon / spectrum / random walk / カットオフ現象 / スペクトル / ランダムウォーク / 定常分布 / 確立モデル / wetting transition / イジング・モデル / 無限粒子系 / スピングラス Less

Study of time correlation in stock markets using self-excited polymer modelPrincipal Investigator
- Principal Investigator
  
  Murai Joshin
- Project Period (FY)
  2018 – 2023
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 25010:Social systems engineering-related
- Research Institution
  Okayama University
Statistical mechanical study of stochastic models for time correlation in stock marketsPrincipal Investigator
- Principal Investigator
  
  Murai Joshin
- Project Period (FY)
  2015 – 2018
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Okayama University
Empirical study and construction of stochastic processes on the long memory property of the time series of trade signs in a stock market.Principal Investigator
- Principal Investigator
  
  MURAI Joshin
- Project Period (FY)
  2009 – 2013
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Okayama University
Study of asymptotic theory for representations of symmetric groups from the viewpoint of scaling limits for probability models
- Principal Investigator
  
  HORA Akihito
- Project Period (FY)
  2004 – 2006
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Basic analysis
- Research Institution
  Okayama University
Research of fluctuations of phase boundaries in large interacting systems from the probabilistic point of view
- Principal Investigator
  
  HIGUCHI Yasunari
- Project Period (FY)
  2003 – 2006
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Kobe University
Harmonic analysis on graphs and discrete groups, and scaling limit for probability models
- Principal Investigator
  
  HORA Akihito
- Project Period (FY)
  2001 – 2003
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Basic analysis
- Research Institution
  Okayama University
Research on the formation and fluctuation of random shapes in mathematical models of statistical mechanics
- Principal Investigator
  
  HIGUCHI Yasunari
- Project Period (FY)
  2000 – 2002
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  KOBE UNIVERSITY
Harmonic analysis on discrete structures and its applications to classical and quantum probability models
- Principal Investigator
  
  HORA Akihito
- Project Period (FY)
  1999 – 2000
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Basic analysis
- Research Institution
  Okayama University
スピングラスの確立論的研究
- Principal Investigator
  
  日野正訓
- Project Period (FY)
  1998 – 1999
- Research Category
  
  Grant-in-Aid for Exploratory Research
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Kyoto University

All 2021 2018 2017 2016 2015 2013 2012 2011 2010 2009 2004 Other

All Journal Article Presentation Book

[Book] 株式市場のマルチフラクタル解析2021
- Author(s)
  黒田耕嗣、増川純一、村井浄信
- Total Pages
  256
- Publisher
  日本評論社
- ISBN
  9784535789050
- Data Source
  KAKENHI-PROJECT-18K04612
[Book] 株価の経済物理学2011
- Author(s)
  増川純一, 水野貴之, 村井浄信, 尹煕元
- Publisher
  培風館(ISBN-10: 4563062030)
- Data Source
  KAKENHI-PROJECT-21510146
[Book] 株価の経済物理学2011
- Author(s)
  増川純一, 水野貴之, 村井浄信, 尹煕元
- Publisher
  培風館
- Data Source
  KAKENHI-PROJECT-21510146
[Journal Article] Multiplicative random cascades with additional stochastic process in financial markets2018
- Author(s)
  Maskawa, J., Kuroda, K. & Murai
- Journal Title
  
  J. Evolut Inst Econ Rev
  
  Volume: 15 Issue: 2 Pages: 515-529
- DOI
  10.1007/s40844-018-0112-y
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-16K01259, KAKENHI-PROJECT-18K04612, KAKENHI-PROJECT-15K01190
[Journal Article] A model of transaction signs with order splitting and public information2016
- Author(s)
  J.Murai
- Journal Title
  
  Evolutionary and Institutional Economics Review
  
  Volume: 13(2) Issue: 2 Pages: 469-480
- DOI
  10.1007/s40844-016-0050-5
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-15K01190
[Journal Article] 取引間隔の多様なベキ指数と取引符号のハースト指数2015
- Author(s)
  村井浄信
- Journal Title
  
  統計数理研究所共同研究リポート
  
  Volume: 332 Pages: 97-102
- Data Source
  KAKENHI-PROJECT-15K01190
[Journal Article] Signs of market orders and human dynamics2015
- Author(s)
  J.Murai
- Journal Title
  
  Proceedings of the International Conference on Social Modeling and Simulation, plus Econophysics Colloquium 2014
  
  Volume: 1 Pages: 39-50
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-15K01190
[Journal Article] Ap- plication of the cluster expansion to a mathematical model of the long memory phenomenon in a financial market2013
- Author(s)
  K. Kuroda, J.Maskawa, J. Murai
- Journal Title
  
  Journal of Statistical Physics
  
  Volume: 152 Issue: 4 Pages: 706-723
- DOI
  10.1007/s10955-013-0783-z
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21510146, KAKENHI-PROJECT-24510203
[Journal Article] Market-wide price co-movement around crashes in Tokyo stock exchange2013
- Author(s)
  K. Kuroda, J.Maskawa, J. Murai
- Journal Title
  
  Evolutionary and In- stitutional Economic Review
  
  Volume: 10 Issue: 1 Pages: 81-92
- DOI
  10.14441/eier.a2013005
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21510146, KAKENHI-PROJECT-24510203
[Journal Article] Long Memory in Trade Signs and Short Memory in Stock Prices2012
- Author(s)
  K. Kuroda, J.Maskawa, J. Murai
- Journal Title
  
  Progress of Theoretical Physics Sup- plement
  
  Volume: 194 Pages: 11-27
- DOI
  10.1143/ptps.194.11
- NAID
  110009456867
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21510146
[Journal Article] Stock price process and long mem- ory in trade signs2011
- Author(s)
  K. Kuroda, J.Maskawa, J. Murai
- Journal Title
  
  Advances in Mathematical Economics
  
  Volume: 14 Pages: 69-92
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21510146
[Journal Article] Stock price process and long memory in trade signs2011
- Author(s)
  K.Kuroda, J.Maskawa, J.Murai
- Journal Title
  
  Advances in Mathematical Economics
  
  Volume: 14 Pages: 69-92
- DOI
  10.1007/978-4-431-53883-7_4
- ISBN
  9784431538820, 9784431538837
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21510146
[Journal Article] 株価変動過程と売買符号のLong Memory2010
- Author(s)
  黒田耕嗣, 増川純一, 村井浄信
- Journal Title
  
  物性研究
  
  Volume: 93 5 Pages: 633-636
- Data Source
  KAKENHI-PROJECT-21510146
[Journal Article] Long mem- ory in finance and fractional Brow- nian motion2009
- Author(s)
  K. Kuroda, J. Murai
- Journal Title
  
  Progr. Theoret. Phys. Suppl.
  
  Volume: 179 Pages: 26-37
- DOI
  10.1143/ptps.179.26
- NAID
  110007225733
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21510146
[Journal Article] Graphs for Menshikov- Zuev's Problems onρ-percolation model2009
- Author(s)
  J. Murai
- Journal Title
  
  Okayama economic review
  
  Volume: 40 4 Pages: 115-125
- Data Source
  KAKENHI-PROJECT-21510146
[Journal Article] Long memory in finance and fractional Brownian motion2009
- Author(s)
  K.Kuroda, J.Murai
- Journal Title
  
  Progr. Theoret. Phys. 179
  
  Pages: 26-37
- NAID
  110007225733
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21510146
[Journal Article] Graphs for Menshikov-Zuev's Problems on ρ-percolation model.2009
- Author(s)
  J.Murai
- Journal Title
  
  Okayama economic review 40
  
  Pages: 115-125
- NAID
  120002308476
- Data Source
  KAKENHI-PROJECT-21510146
[Journal Article] Stock price pro- cess and long memory in trade sign2009
- Author(s)
  K. Kuroda, J. Murai
- Journal Title
  
  The Institute of Statistical Mathe- matics Cooperative Research Report
  
  Volume: 247 Pages: 59-76
- Data Source
  KAKENHI-PROJECT-21510146
[Journal Article] Fat tail phenomena in a stochastic model of stock market : the long-range percolation approach2004
- Author(s)
  Kuroda K., Murai J.
- Journal Title
  
  Applied Probab. Trust
- NAID
  40015872235
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16540154
[Journal Article] Fat tail phenomena in a stochastic model of stock market : the long-range percolation approach2004
- Author(s)
  Kuroda, K., Murai, J.
- Journal Title
  
  Applied Probab. Trust
- NAID
  40015872235
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16540154
[Journal Article] The Dobrushin-Hryniv theory for the two-dimensional latice Widom-Rowlinson model2004
- Author(s)
  Y.Higuchi, J.Murai, J.Wang
- Journal Title
  
  Advanced Studies in Pure Mathematics 39
  
  Pages: 233-281
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15340032
[Journal Article] The Dobrushi-Hryniv theory for the two-dimensional lattice Widom-Rowlinson model2004
- Author(s)
  Y.Higuchi, J.Murai, J.Wang
- Journal Title
  
  Advanced Studies in Pure Mathematics 39
  
  Pages: 233-281
- Data Source
  KAKENHI-PROJECT-15340032
[Journal Article] The Dobrushin-Hryniv theory for the two-dimensional lattice Widom-Rowlinson model
- Author(s)
  Y.Higuchi, J.Murai, J.Wang
- Journal Title
  
  Advanced Studies in Pure Mathematics Vol. 39
  
  Pages: 233-281
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15340032
[Presentation] Empirical study on random cascades among different time horizons in stock markets2017
- Author(s)
  Jun-ichi Maskawa, Koji Kuroda, Joshin Murai
- Organizer
  13th Econophysics Colloquium 2017
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K01190
[Presentation] 株式市場におけるマルチフラクタル性のランダム・カスケードモデルによる実証研究2017
- Author(s)
  増川純一，黒田耕嗣，村井浄信
- Organizer
  経済物理学 2017 - 新たな領域との融合
- Data Source
  KAKENHI-PROJECT-15K01190
[Presentation] 注文分割と公開情報による取引符号モデル2016
- Author(s)
  村井　浄信
- Organizer
  経済物理とその周辺
- Place of Presentation
  統計数理研究所
- Year and Date
  2016-01-09
- Data Source
  KAKENHI-PROJECT-15K01190
[Presentation] 公開情報と取引符号2015
- Author(s)
  村井　浄信
- Organizer
  経済物理とその周辺
- Place of Presentation
  鳥取大学工学部
- Year and Date
  2015-09-24
- Data Source
  KAKENHI-PROJECT-15K01190
[Presentation] Order signs model with order splitting and exogenous herding2015
- Author(s)
  J.Murai
- Organizer
  International Conference on Big data in Economics, Science and Technology
- Place of Presentation
  Ohrid, Republic of Macedonia
- Year and Date
  2015-07-22
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K01190
[Presentation] 公開情報への反応関数をもつポリマーモデルにおけるトレンド項2015
- Author(s)
  村井　浄信
- Organizer
  無限粒子系、確率場の諸問題XI
- Place of Presentation
  奈良女子大学理学部
- Year and Date
  2015-12-26
- Data Source
  KAKENHI-PROJECT-15K01190
[Presentation] 注文分割と公開情報による取引符号モデル2015
- Author(s)
  村井　浄信
- Organizer
  経済物理学 2015: 新たな方向性を求めて
- Place of Presentation
  京都大学基礎物理学研究所
- Year and Date
  2015-12-03
- Data Source
  KAKENHI-PROJECT-15K01190
[Presentation] A model of order signs under multiple order splitting and public information2015
- Author(s)
  J.Murai
- Organizer
  ECONOPHYS-2015
- Place of Presentation
  New Delhi, India
- Year and Date
  2015-11-30
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K01190
[Presentation] Application of the cluster expansion to a mathematical model of the long memory phenomenon in a financial market2013
- Author(s)
  J. Murai
- Organizer
  新潟確率論ワークショップ
- Place of Presentation
  新潟大学駅南キャンパス「ときめいと」
- Year and Date
  2013-12-06
- Data Source
  KAKENHI-PROJECT-21510146
[Presentation] Market-wide price co- movements around crashes in the Tokyo stock exchange2013
- Author(s)
  J. Murai
- Organizer
  Financial Networks and Systemic Risk
- Place of Presentation
  京都大学
- Year and Date
  2013-07-19
- Data Source
  KAKENHI-PROJECT-21510146
[Presentation] 金融市場における余震の数理モデル2011
- Author(s)
  J. Murai
- Organizer
  統数研研究集会「経済物理とその周辺」平成23年度第1回研究会
- Place of Presentation
  統計数理研究所
- Year and Date
  2011-09-09
- Data Source
  KAKENHI-PROJECT-21510146
[Presentation] FinanceにおけるLong Memory Process2011
- Author(s)
  J. Murai
- Organizer
  無限粒子系, 確率場の諸問題VI
- Place of Presentation
  奈良女子大学
- Year and Date
  2011-02-06
- Data Source
  KAKENHI-PROJECT-21510146
[Presentation] Application of the cluster expansion for financial market2011
- Author(s)
  村井浄信
- Organizer
  無限粒子系、確率場の諸問題VII
- Place of Presentation
  奈良女子大学
- Year and Date
  2011-10-16
- Data Source
  KAKENHI-PROJECT-21510146
[Presentation] Application of the cluster expansion for financial market2011
- Author(s)
  J. Murai
- Organizer
  無限粒子系, 確率場の諸問題VII
- Place of Presentation
  奈良女子大学
- Year and Date
  2011-10-16
- Data Source
  KAKENHI-PROJECT-21510146
[Presentation] 金融市場における余震の数理モデル2011
- Author(s)
  村井浄信
- Organizer
  統数研研究集会「経済物理とその周辺」
- Place of Presentation
  統計数理研究所
- Year and Date
  2011-09-09
- Data Source
  KAKENHI-PROJECT-21510146
[Presentation] FinanceにおけるLong Memory Process2011
- Author(s)
  村井浄信
- Organizer
  無限粒子系、確率場の諸問題VI
- Place of Presentation
  奈良女子大学
- Year and Date
  2011-02-06
- Data Source
  KAKENHI-PROJECT-21510146
[Presentation] Long Memory in Finance and fractional Brownian motion2010
- Author(s)
  J. Murai
- Organizer
  統数研研究会「経済物理とその周辺」平成22年度第1回研究会
- Place of Presentation
  統計数理研究所
- Year and Date
  2010-09-03
- Data Source
  KAKENHI-PROJECT-21510146
[Presentation] Stock Price Process and Long Memory in Trade Signs2009
- Author(s)
  J. Murai
- Organizer
  Workshop on Mathematical Eco- nomics
- Place of Presentation
  慶応義塾大学
- Year and Date
  2009-11-13
- Data Source
  KAKENHI-PROJECT-21510146

1. HORA Akihito (10212200)

# of Collaborated Projects: 3 results

# of Collaborated Products: 0 results
2. SASAKI Toru (20260664)

# of Collaborated Projects: 3 results

# of Collaborated Products: 0 results
3. FUKUYAMA Katsushi (60218956)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
4. YOSHIDA Nobuo (40240303)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
5. HIGUCHI Yasunari (60112075)

# of Collaborated Projects: 2 results

# of Collaborated Products: 3 results
6. HIROKAWA Masao (70282788)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
7. NAKANISHI Yasutaka (70183514)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
8. MIYAKAWA Tetsuro (10033929)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
9. YAMAZAKI Tadashi (30011696)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
10. ADACHI Tadayoshi (30281158)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
11. WATANABE Kiyoshi (60091245)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
12. YAMADA Hiro-Fumi (40192794)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
13. 日野正訓 (40303888)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
14. 南和彦 (40271530)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
15. 熊谷隆 (90234509)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
16. 香取真理 (60202016)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
17. Kuroda Koji

# of Collaborated Projects: 1 results

# of Collaborated Products: 2 results
18. Maskawa Jun-ichi

# of Collaborated Projects: 1 results

# of Collaborated Products: 3 results
19. 黒田耕嗣

# of Collaborated Projects: 0 results

# of Collaborated Products: 1 results

Murai Joshin 村井 浄信

村井 浄信 ムライ ジョウシン

MURAI Joshin 村井 浄信

Research Projects

Research Products

Co-Researchers

Study of time correlation in stock markets using self-excited polymer modelPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Statistical mechanical study of stochastic models for time correlation in stock marketsPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Empirical study and construction of stochastic processes on the long memory property of the time series of trade signs in a stock market.Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Study of asymptotic theory for representations of symmetric groups from the viewpoint of scaling limits for probability models

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Research of fluctuations of phase boundaries in large interacting systems from the probabilistic point of view

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Harmonic analysis on graphs and discrete groups, and scaling limit for probability models

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Research on the formation and fluctuation of random shapes in mathematical models of statistical mechanics

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Harmonic analysis on discrete structures and its applications to classical and quantum probability models

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

スピングラスの確立論的研究

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Book] 株式市場のマルチフラクタル解析2021

Author(s)

Total Pages

Publisher

ISBN

Data Source

[Book] 株価の経済物理学2011

Author(s)

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[Book] 株価の経済物理学2011

Author(s)

Publisher

Data Source

[Journal Article] Multiplicative random cascades with additional stochastic process in financial markets2018

Author(s)

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DOI

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[Journal Article] A model of transaction signs with order splitting and public information2016

Murai Joshin 村井浄信

村井浄信ムライジョウシン

MURAI Joshin 村井浄信