KAIZOJI Taisei 海蔵寺大成

… Alternative Names

海蔵寺大成カイゾウジタイセイ

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Researcher Number	10265960
Other IDs
Affiliation (Current)	2025: 国際基督教大学, 教養学部, 教授
Affiliation (based on the past Project Information) *help	2025: 国際基督教大学, 教養学部, 教授 2013 – 2023: 国際基督教大学, 教養学部, 教授 2005 – 2010: International Christian University, CLA, Professor, 教養学部, 教授 2003 – 2004: 国際基督教大学, 教養学部, 準教授
Review Section/Research Field	Principal Investigator Basic Section 07060:Money and finance-related / Social systems engineering/Safety system / Social systems engineering/Safety system / Money/ Finance Except Principal Investigator Economic policy / Social systems engineering/Safety system
Keywords	Principal Investigator 経済物理学 / ファイナンス / バブル崩壊 / バブル / マクロテイルリスク / 統計物理学 / 相転移 / 投機的バブル / 金融経済学 / マクロテイル・リスク … More / 株式市場の粒状仮説 / 相転移としてのバブル / イジングモデル / イジング・スピンモデル / 確率的効用理論 / 認知的ノイズ / 統計力学 / 自由エネルギー原理 / 確証性バイアス / 外挿性バイアス / 群集心理バイアス / マクロ経済のテイル・リスク / 市場の効率性 / 粒状仮説 / リーマンショック / 企業のファンダメンタルズ / 株式市場のマクロテイル・リスク / multi-agents / complex system / fractals / economics / Statistical physics / financial market / Socio-economic system / econophysics / 遺伝子アルゴリズム / マルコフ模型 / 地価バブル / 株価 / 為替レート / スケールフリー・ネットワーク / 経済変動 / インダストリアルエンジニアリング / モデリング / インダストリアルエンジニア / 経営システム / 経営工学 / 政策科学 / 社会システム / 社会工学 / マルチ・エージェント / 複雑系 / フラクタル / 経済学 / 金融市場 / 社会経済システム / イジング・モデル / 金融バブル / 市場暴落 / 離散選択モデル / エントロピー最大化原理 / 効率的市場仮説 / ノイズ・トレーダー / 暴落 / Econophysics / Finance / Behavioral Finance … More Except Principal Investigator J-REIT Market / FAR / collapse of the bubble / spatial econometrics / repeat sales method / real estate price-index / patterns of land usage changing / 裁定 / 投機 / 不動産価格 / ファイナンス / 地価 / 都市 / 人口分布 / 集積の利益 / 社会資本 / 生産性 / 発生交通量モデル / 立地モデル / 容積率の規制緩和 / JREIT / 容積率緩和 / バブル崩壊 / 空間計量経済分析 / リピート・セールス法 / 不動産価格指数 / 用途変更パターン / 国際研究者交流　スイス / 生産ネットワーク / 銀行と企業のネットワーク / モノと人の流れ / 統計力学 / 雇用集積 / アルファ中心性 / 分子生物学 / 統計的平衡 / HFT / システミックリスク / 転移エントロピー / 部門間相関 / カスケード障害 / 増幅指数 / 脆弱性指数 / チェックポイント / α中心性 / ネットワーク分析 Less

株式市場の投機的バブルが企業業績に与える影響の研究Principal Investigator
- Principal Investigator
  
  海蔵寺大成
- Project Period (FY)
  2025 – 2027
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  International Christian University
Research on macro tail risk in stock marketPrincipal Investigator
- Principal Investigator
  
  海蔵寺大成
- Project Period (FY)
  2020 – 2024
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  International Christian University
Predicting the collapse of the bubble economy and studying the macroeconomic impact of the bursting of the bubble economyPrincipal Investigator
- Principal Investigator
  
  Kaizoji Taisei
- Project Period (FY)
  2017 – 2021
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  International Christian University
A study on resilience from systemic risks in the socio-economic system
- Principal Investigator
  
  Aruka Yuji
- Project Period (FY)
  2014 – 2016
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Chuo University
Building a model of bubbles and crashes and the empirical verificationPrincipal Investigator
- Principal Investigator
  
  KAIZOJI Taisei
- Project Period (FY)
  2013 – 2016
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Money/ Finance
- Research Institution
  International Christian University
Mechanisms of Speculative Bubbles and Crashes in stock MarketsPrincipal Investigator
- Principal Investigator
  
  KAIZOJI Taisei
- Project Period (FY)
  2008 – 2010
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  International Christian University
Analysis of Real Estate Evaluation from the View Point of Intertemporall and Spatial Economics
- Principal Investigator
  
  HATTA Tatsuo
- Project Period (FY)
  2005 – 2007
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Economic policy
- Research Institution
  National Graduate Institute for Policy Studies
  International Christian University
A basic research to construct the new theroy of finance and economy from the point of view of statistical physicsPrincipal Investigator
- Principal Investigator
  
  KAIZOJI Taisei
- Project Period (FY)
  2003 – 2005
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  International Christian University

[Book] Advanced Studies on Financial Technologies and Cryptocurrency Markets2020
- Author(s)
  Lukas Pichl, Choljun Eom, Enrico Scalas, and Taisei Kaizoji　(edited)
- Total Pages
  256
- Publisher
  Springer Nature Singapore Pte Ltd.
- ISBN
  9789811544972
- Data Source
  KAKENHI-PROJECT-20K01752
[Book] Advanced Studies on Financial Technologies and Cryptocurrency Markets2020
- Author(s)
  Lukas Pichl, Choljun Eom, Enrico Scalas, and Taisei Kaizoji　(edited)
- Total Pages
  256
- Publisher
  Springer Nature Singapore Pte Ltd.
- ISBN
  9789811544972
- Data Source
  KAKENHI-PROJECT-17K01270
[Book] Network Theory and Agent-Based Modeling in Economics and Finance2019
- Author(s)
  Anindya Chakrabarti, Lukas Pichl, and Taisei Kaizoji (edited)
- Total Pages
  458
- Publisher
  Springer Nature
- ISBN
  9811383189
- Data Source
  KAKENHI-PROJECT-17K01270
[Book] Econophysics and Sociophysics: Recent Progress and Future Directions2016
- Author(s)
  Abergel, F. et al: Michiko Miyano and Taisei Kaizoji
- Total Pages
  256
- Publisher
  Springer International Publishing AG.
- Data Source
  KAKENHI-PROJECT-25380404
[Book] Economics and Heterogeneous Interacting Agents2005
- Author(s)
  A.Namatame, T.Kaizoji, A.Yuji (eds)
- Total Pages
  347
- Publisher
  Springer-Verlag
- Data Source
  KAKENHI-PROJECT-15201038
[Journal Article] Mechanism of Information Transmission from a Spot Rate Market to Crypto-asset Markets2023
- Author(s)
  T.Yoshihara and T. Kaizoji
- Journal Title
  
  JPS Conference Proceedings
  
  Volume: 40 Pages: 011005-011005
- DOI
  10.7566/jpscp.40.011005
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20K01752
[Journal Article] Mechanism of Information Transmission from a Spot Rate Market to Crypto-asset Markets2022
- Author(s)
  T.Yoshihara and T. Kaizoji
- Journal Title
  
  arXiv
  
  Volume: arXiv:2211.16176 [q-fin.ST] Pages: 1-17
- Open Access
- Data Source
  KAKENHI-PROJECT-20K01752
[Journal Article] Granular Hypothesis on Stock Market2022
- Author(s)
  Miyano, Michiko and Kaizoji
- Journal Title
  
  SSRN
  
  Volume: SSRN:abstract=4282002 Pages: 1-30
- DOI
  10.2139/ssrn.4282002
- Open Access
- Data Source
  KAKENHI-PROJECT-20K01752
[Journal Article] Inherent Limitations of Portfolio Diversification through Fat Tails of the Return Distributions: An Empirical Evidence2021
- Author(s)
  Cheoljun Eom, Taisei Kaizoji, Giacomo. Livan, and Enrico Scala
- Journal Title
  
  American Journal of Economics and Finance
  
  Volume: 56 Pages: 101358-101358
- DOI
  10.1016/j.najef.2020.101358
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K01270, KAKENHI-PROJECT-20K01752
[Journal Article] Financial Innovations and Blockchain Applications: New Digital Paradigms in Global Cybersociety2020
- Author(s)
  Lukas Pichl, Cheoljun Eom, Enrico Scalas and Taisei Kaizoji
- Journal Title
  
  Advanced Studies on Financial Technologies and Cryptocurrency Markets
  
  Volume: 1 Pages: 1-9
- DOI
  10.1007/978-981-15-4498-9_1
- ISBN
  9789811544972, 9789811544989
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K01270, KAKENHI-PROJECT-20K01752
[Journal Article] Time Series Analysis of Ether Cryptocurrency Prices: Efficiency, Predictability, and Arbitrage on Exchange Rates2020
- Author(s)
  Lukas Pichl, Zheng Nan and Taisei Kaizoji
- Journal Title
  
  Advanced Studies on Financial Technologies and Cryptocurrency Markets
  
  Volume: 1 Pages: 183-196
- Data Source
  KAKENHI-PROJECT-17K01270
[Journal Article] The optimal foreign exchange futures hedge on the bitcoin exchange rate: an application to the U.S. dollar and the Euro2020
- Author(s)
  Zheng Nana and Taisei Kaizoji
- Journal Title
  
  Advanced Studies on Financial Technologies and Cryptocurrency Markets
  
  Volume: 1 Pages: 163-182
- Data Source
  KAKENHI-PROJECT-17K01270
[Journal Article] Time Series Analysis of Ether Cryptocurrency Prices: Efficiency, Predictability, and Arbitrage on Exchange Rates2020
- Author(s)
  Lukas Pichl, Zheng Nan and Taisei Kaizoji
- Journal Title
  
  Advanced Studies on Financial Technologies and Cryptocurrency Markets
  
  Volume: 1 Pages: 183-196
- Data Source
  KAKENHI-PROJECT-20K01752
[Journal Article] Time Series Analysis of Relationships among Crypto-asset Exchange Rates2020
- Author(s)
  Takeshi Yoshihara, Tomoo Inoue, Taisei Kaizoji
- Journal Title
  
  Advanced Studies on Financial Technologies and Cryptocurrency Markets
  
  Volume: 1
- Data Source
  KAKENHI-PROJECT-17K01270
[Journal Article] The optimal foreign exchange futures hedge on the bitcoin exchange rate: an application to the U.S. dollar and the Euro2020
- Author(s)
  Zheng Nana and Taisei Kaizoji
- Journal Title
  
  Advanced Studies on Financial Technologies and Cryptocurrency Markets
  
  Volume: 1 Pages: 163-182
- Data Source
  KAKENHI-PROJECT-20K01752
[Journal Article] Time Series Analysis of Relationships among Crypto-asset Exchange Rates2020
- Author(s)
  Takeshi Yoshihara, Tomoo Inoue, Taisei Kaizoji
- Journal Title
  
  Advanced Studies on Financial Technologies and Cryptocurrency Markets
  
  Volume: 1 Pages: 139-162
- Data Source
  KAKENHI-PROJECT-20K01752
[Journal Article] Artificial Neural Networks for Realized Volatility Prediction in Cryptocurrency Time Series2019
- Author(s)
  R. Miura, L. Pichl, and T. Kaizoji
- Journal Title
  
  Lecture Notes in Computer Science
  
  Volume: 11554 Pages: 165-172
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17K01270
[Journal Article] Bitcoin and investor sentiment: Statistical characteristics and predictability2019
- Author(s)
  Cheoljun Eoma, Taisei Kaizoji, Sang Hoon Kang, and Lukas Pichl
- Journal Title
  
  Physica A
  
  Volume: 514 Pages: 511-521
- DOI
  10.1016/j.physa.2018.09.063
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17K01270
[Journal Article] Complexity and Emergence: A New Paradigm for Economic Modeling2019
- Author(s)
  Anindya S. Chakrabarti, Lukas Pichl, Taisei Kaizoji
- Journal Title
  
  Network Theory and Agent-Based Modeling in Economics and Finance
  
  Volume: 1 Pages: 1-8
- DOI
  10.1007/978-981-13-8319-9_1
- ISBN
  9789811383182, 9789811383199
- Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K01270
[Journal Article] Market efficiency of the bitcoin exchange rate: Weak and semi-strong form tests with the spot, futures and forward foreign exchange rates2019
- Author(s)
  Zheng Nan, and Taisei Kaizoji
- Journal Title
  
  International Review of Financial Analysis
  
  Volume: 64 Issue: 2 Pages: 273-281
- DOI
  10.3934/qfe.2019.2.347
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-17K01270
[Journal Article] Bitcoin and Investor Sentiment: Statistical Characteristics and Predictability2019
- Author(s)
  Cheoljun Eom, Taisei Kaizoji; Sang Hoon Kang; Lukas Pichl
- Journal Title
  
  Physica A
  
  Volume: 514 Pages: 511-521
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K01270
[Journal Article] Risk Characteristic of Fat-Tails in Return Distributions revisited: Evidence from the Korean stock market2019
- Author(s)
  Cheoljun Eom, Taisei Kaizoji, and Enrico Scalas
- Journal Title
  
  Physica A
  
  Volume: 526-12 Pages: 1055-1055
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K01270
[Journal Article] Stock market crash of 2008: an empirical study of the deviation of share prices from company fundamentals2018
- Author(s)
  Taisei Kaizoji and Michiko Miyano
- Journal Title
  
  Applied Economics Letters
  
  Volume: 26 (5) Issue: 5 Pages: 362-369
- DOI
  10.1080/13504851.2018.1486004
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17K01270
[Journal Article] Computational intelligence methods for data mining of causality extent in the time series2018
- Author(s)
  Lukas Pichl and Taisei Kaizoji
- Journal Title
  
  International Journal of Computational Science and Engineering
  
  Volume: 16(4) Issue: 4 Pages: 411-418
- DOI
  10.1504/ijcse.2018.093782
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17K01270
[Journal Article] The Divergence Rate of Share Price from Company Fundamentals: An Empirical Study at Regional Level2017
- Author(s)
  Michio Miyano, Taisei Kaizoji
- Journal Title
  
  Yuji Aruka and Alan Kirman(eds.), Economic Foundations for Social Complexity Science : Theory, Sentiments, and Empirical Laws, Springer Nature(forthcoming)
  
  Volume: Chapter 12
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26282089
[Journal Article] Investment climate and firm productivity: an application to Vietnamese manufacturing firms2017
- Author(s)
  Ba Trung Nguyen、Kaizoji Taise
- Journal Title
  
  Applied Economics
  
  Volume: 49 Issue: 44 Pages: 4394-4409
- DOI
  10.1080/00036846.2017.1282148
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K01270
[Journal Article] The Divergence Rate of Share price from Company Fundamentals: An empirical Study at Regional level2017
- Author(s)
  Michiko Miyano and Taisei Kaizoji
- Journal Title
  
  Yuji Aruka and Alan Kirman (eds.), Economic Foundations for Social Complexity Science: Theory, Sentiments, and Empirical Laws, (Chapter 12)
  
  Volume: 1 Pages: 239-255
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17K01270
[Journal Article] Regine Change and Trend Prediction for Bitcoin Time Series Data2017
- Author(s)
  Osamu Kodama, Lukas Pichl, and Taisei Kaizoji
- Journal Title
  
  CBU International Conference Proceedings 2017
  
  Volume: 5 Pages: 384-388
- DOI
  10.12955/cbup.v5.1114
- Data Source
  KAKENHI-PROJECT-17K01270
[Journal Article] Risk Characteristic of Fat-Tails in Return Distributions: An Empirical Study of the Korean Stock Market2017
- Author(s)
  Cheoljun Eom, Taisei Kaizoji, and Enrico Scalas
- Journal Title
  
  Proceedings of AC 2017
  
  Volume: 1 Pages: 212-220
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K01270
[Journal Article] Volatility Analysis of Bitcoin Price Time Series2017
- Author(s)
  Lukas Pichl and Taisei Kaizoji
- Journal Title
  
  Quantitative Finance and Economics
  
  Volume: 1-4 Issue: 4 Pages: 474-485
- DOI
  10.3934/qfe.2017.4.474
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-17K01270
[Journal Article] Analysis of Market Trend Regimes for March 2011, USDJPY Exchange Rate Tick Data2016
- Author(s)
  Lukas Pichl and Taisei Kaizoji
- Journal Title
  
  Autonomous Agents and Multiagent Systems　(Lecture Notes in Artificial Intelligence）
  
  Volume: 10003 Pages: 184-196
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25380404
[Journal Article] Toward economics as a new complex system2016
- Author(s)
  Taisei Kaizoji
- Journal Title
  
  The European Physical Journal Special Topics
  
  Volume: 225 Pages: 3225-3230
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-25380404
[Journal Article] Analysis of Market Trend Regimes for March 2011, USDJPY Exchange Rate Tick Data in ：Osman, Nardine, Sierra, Carles (Eds.), Autonomous Agents and Multiagent Systems,2016
- Author(s)
  Lukas Pichl, Taisei Kaizoji
- Journal Title
  
  Springer Lecture Notes in Artificial Intelligence
  
  Volume: 10003 Pages: 184-196
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-26282089
[Journal Article] Power Law Distributions for Share Price and Financial Indicators: Analysis at the Regional Level2016
- Author(s)
  Michio Miyano, Taisei Kaizoji
- Journal Title
  
  Frederic Abergel et al: Econophysics and Sociophysics: Recent Progress and Future Directions, (Chapter 6, pp. 1-17) in the New Economic Windows series of Springer International Publishing AG.
  
  Volume: Chapter 6 Pages: 85-101
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-26282089
[Journal Article] Why does the power law for stock price hold?2016
- Author(s)
  Taisei Kaizoji and Michiko Miyano
- Journal Title
  
  Chaos, Solitons and Fractals
  
  Volume: 88 Pages: 19-23
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-25380404
[Journal Article] Why does the power law for stock price hold?2016
- Author(s)
  Taipei Kaizoji, Michiko Miyano
- Journal Title
  
  Chaos, Solitons and Fractals
  
  Volume: 88 Pages: 19-23
- DOI
  10.1016/j.chaos.2016.03.015
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-26282089
[Journal Article] Why does the power law for stock price hold?2016
- Author(s)
  Taisei Kaizoji and Miyano Michiko
- Journal Title
  
  Chaos, Soliton & Fractals
  
  Volume: in press
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25380404
[Journal Article] Toward economics as a new complex system2016
- Author(s)
  Taisei Kaizoji
- Journal Title
  
  The European Physical Journal Special Topics
  
  Volume: 225 Issue: 17-18 Pages: 3225-3230
- DOI
  10.1140/epjst/e2016-60161-x
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-26282089
[Journal Article] Super-exponential endogenous bubbles in an equilibrium model of fundamentalist and chartist traders2015
- Author(s)
  Taisei Kaizoji, Matthias Leiss, Alexander Saichev, Didier Sornette
- Journal Title
  
  Journal of Economic Behavior & Organization
  
  Volume: 112 Pages: 289-310
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25380404
[Journal Article] Effects of the market factor on portfolio diversification: the case of market crashes,2015
- Author(s)
  Cheoljun Eom, Jong Won Park, Yong H. Kim & Taisei Kaizoji
- Journal Title
  
  Investment Analysts Journal
  
  Volume: 44(1) Issue: 1 Pages: 71-83
- DOI
  10.1080/10293523.2015.994448
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-26282089
[Journal Article] Effects of the market factor on portfolio diversification: the case of market crashes2015
- Author(s)
  Cheoljun Eom, Jong Won Park, Yong H. Kim and Taisei Kaizoji
- Journal Title
  
  Investment Analysts Journal
  
  Volume: 44 Pages: 71-83
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25380404
[Journal Article] Super-exponential endogenous bubbles in an equilibrium model of fundamentalist and chartist traders2015
- Author(s)
  Taisei Kaizoji, Matthias Leiss, Alexander Saichev, Didier Sornette
- Journal Title
  
  Journal of Economic Behavior and Organization
  
  Volume: 112 Pages: 289-310
- DOI
  10.1016/j.jebo.2015.02.001
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26282089
[Journal Article] A Route to Speculative Chaos in a Heterogeneous-Agent Model of a Financial Market2010
- Author(s)
  Taisei Kaizoji
- Journal Title
  
  The IUP Journal of Behavioral Finance VII No.3
  
  Pages: 29-37
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20510142
[Journal Article] Root Causes of Housing Bubble2010
- Author(s)
  Taisei Kaizoji
- Journal Title
  
  Econophysics Approaches to Large-Scale Business Data and Financial Crisis
  
  Pages: 173-182
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20510142
[Journal Article] Multiple equilibria and chaos in a discrete tatonnement process2010
- Author(s)
  Taisei Kaizoji
- Journal Title
  
  Journal of Economic Behavior and Organization 76
  
  Pages: 597-599
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20510142
[Journal Article] Stock Volatility in the Periods of Booms and Stagnations2010
- Author(s)
  Taisei Kaizoji
- Journal Title
  
  Science and Culture 76(9-10)
  
  Pages: 459-465
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20510142
[Journal Article] Stock Volatility in the Periods of Booms and Stagnations2010
- Author(s)
  Taisei Kaizoji
- Journal Title
  
  Science and Culture
  
  Volume: 76(9-10) Pages: 459-465
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20510142
[Journal Article] Market Bubble and Crash2010
- Author(s)
  T.Kaizoji
- Journal Title
  
  Encyclopedia of Quantitative Finance, John Wiley & Sons Ltd. Vol.2 No.1
  
  Pages: 1-15
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20510142
[Journal Article] A Route to Speculative Chaos in a Heterogeneous-Agent Model of a Financial Market2010
- Author(s)
  Taisei Kaizoji
- Journal Title
  
  The IUP Journal of Behavioral Finance
  
  Volume: VII No.3 Pages: 29-37
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20510142
[Journal Article] Market Bubble and Crash2010
- Author(s)
  T. Kaizoji, D. Sornette
- Journal Title
  
  Encyclopedia of Quantitative Finance, John Wiley & Sons Ltd. Vol.2 No.1
  
  Pages: 1-15
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20510142
[Journal Article] Multiple equilibria and chaos in a discrete tatonnement process2010
- Author(s)
  Taisei Kaizoji
- Journal Title
  
  Journal of Economic Behavior and Organization
  
  Volume: 76 Pages: 597-599
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20510142
[Journal Article] Effect on Eigenvalue by Changing Sample Size in the Korean and Japanese Stock Markets2009
- Author(s)
  C. Eom, W. Jung, T. Kaizoji, S. Kim
- Journal Title
  
  Physica A 388
  
  Pages: 4780-4786
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20510142
[Journal Article] Volatility return intervals analysis of the Japanese market2008
- Author(s)
  Jung, W., Wang, F., Havlin, S., Kaizoji, T., Moon, H., Stanley, H. E.
- Journal Title
  
  European Physical Journal B 62
  
  Pages: 113-119
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20510142
[Journal Article] Symbolic analysis of indicator time series by quantitative sequence alignment2008
- Author(s)
  Yamano, T., Sato, K., Kaizoji, T., Rost, J-M., Pichl, L.
- Journal Title
  
  Computational Statistics &Data Analysis 53(2)
  
  Pages: 486-495
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20510142
[Journal Article] Group dynamics of the Japanese market2008
- Author(s)
  Jung, W., Kwon, O., Wang, F., Kaizoji, T., Moon, H., Stanley, H. E.
- Journal Title
  
  Physica A 387(2-3)
  
  Pages: 537-542
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20510142
[Journal Article] Forecasting and volatility in the Tokyo Stock Market2007
- Author(s)
  Thomas Lux and Taisei Kaizoji
- Journal Title
  
  Journal of Economic Dynamics and Control 31(6)
  
  Pages: 1808-1843
- Data Source
  KAKENHI-PROJECT-17203022
[Journal Article] Regional Business Cycle Synchronization without Interregional Trade Linkages2007
- Author(s)
  T. Onozaki, T. Yanagita, T. Kaizoji, and K. Toyabe
- Journal Title
  
  Physica A 383
  
  Pages: 102-107
- Data Source
  KAKENHI-PROJECT-17203022
[Journal Article] An interacting-agent model of financial markets from the viewpoint of nonextensive statistical mechanics2006
- Author(s)
  Taisei Kaizoji
- Journal Title
  
  Physica A (in press)
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15201038
[Journal Article] Waiting times between orders and trades in double-auction markets2006
- Author(s)
  E.Scalas, T.Kaizoji, M.Kirchler, J.Huber, A.Tedeschi
- Journal Title
  
  Physica A 366
  
  Pages: 463-471
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15201038
[Journal Article] A Precursor of Market Crashes2006
- Author(s)
  Kaizoji, T
- Journal Title
  
  The European Physical Journal B, Referred Vol.50
  
  Pages: 123-127
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17203022
[Journal Article] Precursors of Market Crashes2006
- Author(s)
  Taisei Kaizoji
- Journal Title
  
  European Physical Journal B (in press)
- Data Source
  KAKENHI-PROJECT-15201038
[Journal Article] Power laws and market crashes : Empirical laws on bursting bubbles2006
- Author(s)
  Taisei Kaizoji
- Journal Title
  
  Prog. Theor. Phys. Supplement 162
  
  Pages: 165-172
- NAID
  110004729517
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15201038
[Journal Article] Power Laws and Market Crashes-Empirical Laws on Bursting Bubbles2006
- Author(s)
  Taisei Kaizoji
- Journal Title
  
  Progress of Theoretical Physics Supplement 162
  
  Pages: 165-172
- NAID
  110004729517
- Description
  「研究成果報告書概要(和文)」より
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17203022
[Journal Article] A precursor of market crashes2006
- Author(s)
  Taisei Kaizoji
- Journal Title
  
  THE EUROPEAN PHYSICAL JOURNAL B 50
  
  Pages: 123-127
- Description
  「研究成果報告書概要(和文)」より
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17203022
[Journal Article] An interacting-agent model of financial markets from the viewpoint of nonextensive statistical mechanics2006
- Author(s)
  Taisei Kaizoji
- Journal Title
  
  Physica A (forthcoming)
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15201038
[Journal Article] Correlation in business networks2006
- Author(s)
  Wataru Souma, Yoshi Fujiwara, Hideaki Aoyama, Hiroshi Iyetomi, Yuichi Ikeda, Taisci Kaizoji
- Journal Title
  
  Physica A (印刷中)
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15201038
[Journal Article] Precursors of Market Crashes : Empirical laws of the Japan's internet bubbles2006
- Author(s)
  Taisei Kaizoji
- Journal Title
  
  European Physical Journal B 50
  
  Pages: 123-127
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15201038
[Journal Article] Power Laws Power Laws and Market Crashes-Empirical Laws on Bursting Bubbles2006
- Author(s)
  Kaizoji, T
- Journal Title
  
  Progress of Theoretical Physics Supplement, Referred Vol.162
  
  Pages: 165-172
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17203022
[Journal Article] Re-examination of the size distribution of firms2006
- Author(s)
  T.Kaizoji, H.Iyetomi, Y.Ikeda
- Journal Title
  
  Evolutionary and Institutional Economics Review vol.2, no. 2
  
  Pages: 183-198
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15201038
[Journal Article] Re-examination of the size distribution of firms2006
- Author(s)
  T.Kaizoji, H.Iyetomi, Y.Ikeda
- Journal Title
  
  Evolutionary and Institutional Economics Review 2-2
  
  Pages: 183-198
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15201038
[Journal Article] Power law and bursts of bubbles2006
- Author(s)
  Taisei Kaizoji
- Journal Title
  
  Progress of Theoretical.Physics (Supplement)
- Data Source
  KAKENHI-PROJECT-15201038
[Journal Article] Power law and bursts of bubbles2006
- Author(s)
  Taisei Kaizoji
- Journal Title
  
  Progress of Theoretical Physics Supplement (掲載予定)
- Data Source
  KAKENHI-PROJECT-17203022
[Journal Article] Power laws and market crashes : Empirical laws on bursting bubbles2006
- Author(s)
  Taisei Kaizoji
- Journal Title
  
  Prog.Theor.Phys.Supplement 162
  
  Pages: 165-172
- NAID
  110004729517
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15201038
[Journal Article] Forecasting volatility in the Tokyo Stock Market : The advantage of long memory models2006
- Author(s)
  Thomas Lux, Taisei Kaizoji
- Journal Title
  
  Journal of Economic Dynamics and Control (forthcoming)
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15201038
[Journal Article] Spatial distribution of large income earners : an empirical study on the formation of exclusive residential districts2005
- Author(s)
  Taisei Kaizoji
- Journal Title
  
  Physica A 347
  
  Pages: 575-582
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15201038
[Journal Article] Spatial distribution of large income earners2005
- Author(s)
  Taisei Kaizoji
- Journal Title
  
  Physica A 347
  
  Pages: 575-582
- Data Source
  KAKENHI-PROJECT-15201038
[Journal Article] Correlation in business networks2005
- Author(s)
  W.Souma, Y.Fujiwara, H.Aoyama, H.Iyetomi, Y.Ikeda, T.Kaizoji
- Journal Title
  
  人工知能学会誌 20-3
  
  Pages: 289-295
- Data Source
  KAKENHI-PROJECT-15201038
[Journal Article] Power law for ensembles of stock prices2004
- Author(s)
  T.Kaizoji, M.Kaizoji
- Journal Title
  
  Physica A 344
  
  Pages: 240-243
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15201038
[Journal Article] A mechanism leading from bubbles to crashes : the case of Japan's land market2004
- Author(s)
  Taisei Kaizoji, Michiyo Kaizoji
- Journal Title
  
  Physica A 344
  
  Pages: 138-141
- Data Source
  KAKENHI-PROJECT-15201038
[Journal Article] Inflations and deflations in financial markets2004
- Author(s)
  Taisei Kaizoji
- Journal Title
  
  Physica A 343
  
  Pages: 662-668
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15201038
[Journal Article] A mechanism leasing bubbles to crashes : the case of the Japanese land markets2004
- Author(s)
  Taisei Kaizoji, Michiyo Kaizoji
- Journal Title
  
  Physica A 344
  
  Pages: 138-141
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15201038
[Journal Article] A mechanism leasing bubbles to crashes : the case of the Japanese land markets2004
- Author(s)
  T.Kaizoji, M.Kaizoji
- Journal Title
  
  Physica A 344
  
  Pages: 138-141
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15201038
[Journal Article] Power-laws for the calm-time interval distribution of changes in share prices2004
- Author(s)
  T.Kaizoji, M.Kaizoji
- Journal Title
  
  Physica A 336
  
  Pages: 563-570
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15201038
[Journal Article] Power law for ensembles of stock prices2004
- Author(s)
  Taisei Kaizoji, Michiyo Kaizoji
- Journal Title
  
  Physica A 344
  
  Pages: 240-243
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15201038
[Presentation] A theory of speculative bubbles and crashes2023
- Author(s)
  Taisei Kaizoji
- Organizer
  WEHIA2023
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K01752
[Presentation] A theory of Speculative Bubbles and Crashes2023
- Author(s)
  Taisei Kaizoji
- Organizer
  5th Advanced Materials Science World Congress
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K01752
[Presentation] The Intrinsic Value of Bitcoin and the ExcessivePrice Volatility2023
- Author(s)
  Taisei Kaizoji
- Organizer
  30th NBER-TCER-CEPR (TRIO) Conference on Digital Economy and Finance
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K01752
[Presentation] Fndamentals of Econophysics, the International Workshop on Blockchain Technology2022
- Author(s)
  Taisei Kaizoji
- Organizer
  BCK22
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K01752
[Presentation] Granular Hypothesis on Stock Market2021
- Author(s)
  Taisei Kaizoji
- Organizer
  27th International Conference, Computing in Economics and Finance
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K01270
[Presentation] Granular Hypothesis on Stock Market2021
- Author(s)
  Taisei Kaizoji
- Organizer
  27th International Conference, Computing in Economics and Finance
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K01752
[Presentation] Market Efficiency and Information Transmission in Cryptocurrency Markets2020
- Author(s)
  Taisei Kaizoji
- Organizer
  Blockchain in Kyoto 2021
- Invited
- Data Source
  KAKENHI-PROJECT-20K01752
[Presentation] Market Efficiency and Information Transmission in Cryptocurrency Markets2020
- Author(s)
  Taisei Kaizoji
- Organizer
  Blockchain in Kyoto 2021
- Invited
- Data Source
  KAKENHI-PROJECT-17K01270
[Presentation] Power law distribution s of high incomers and formation of exclusive residential districts2019
- Author(s)
  Taisei Kaizoji
- Organizer
  The V International AMMCS Interdisciplinary Conference, Waterloo, Ontario, Canada, AUGUST 18-23, 2019
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K01270
[Presentation] Stock Market Crash of 20082019
- Author(s)
  Taisei Kaizoji
- Organizer
  WEHIA2019, City, University of London, June 24-26 2019.
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K01270
[Presentation] Market efficiency of the bitcoin exchange rate: evidence from cointegration test2018
- Author(s)
  Zheng Nan (presenter) and Taisei Kaizoji
- Organizer
  The 23rd Annual Workshop on Economic Science with Heterogeneous Interacting Agents (WEHIA2018)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K01270
[Presentation] Company Fundamental Values for Stock Prices: An Empirical Study using Panel Data for Financial Indicators per Share2018
- Author(s)
  MIyano MIchiko (presenter) and Taisei Kaizoji
- Organizer
  The 23rd Annual Workshop on Economic Science with Heterogeneous Interacting Agents (WEHIA2018)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K01270
[Presentation] Zipf’s law for share price and company fundamentals2018
- Author(s)
  Taisei Kaizoji
- Organizer
  The International Conference on 'Network Science in Economics and Finance'
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K01270
[Presentation] Ether Cryptocurrency: Arbitrage and Cointegration for Ether-derived Exchange Rates among CAD, CNY, GBP, EUR, JPY & USD2018
- Author(s)
  Lukas Pichl (speaker), Zheng Nan, and Taisei Kaizoji
- Organizer
  The 23rd Annual Workshop on Economic Science with Heterogeneous Interacting Agents (WEHIA2018)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K01270
[Presentation] Risk Characteristic of Fat Tails in Return Distributions: A Case of the Korean Stock Market2018
- Author(s)
  Cheoljun Eom (speaker) and Taisei Kaizoji:
- Organizer
  APAD 2018 / 14th Annual Conference of the Asia-Pacific Association of Derivatives
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K01270
[Presentation] Efficiency of Bitcoin Market and Prediction of Bitcoin Price Movements2017
- Author(s)
  Taisei Kaizoji
- Organizer
  ECONOPHYS-2017 and APEC-2017 conference in New Delhi, India, November 15-18, 2017.
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K01270
[Presentation] Statistical Equilibria in a Discrete Choice Model of Financial Markets2017
- Author(s)
  Taisei Kaizoji
- Organizer
  The IV International AMMCS Interdisciplinary Conference, August, 2017, Waterloo, Ontario, Canada.
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K01270
[Presentation] Zipf’s law for Company Fundamentals and Stock Market Anomaly2017
- Author(s)
  Taipei Kaizoji
- Organizer
  第21回進化経済学会京都大会2016
- Place of Presentation
  京都大学百周年時計台記念館
- Year and Date
  2017-03-25
- Data Source
  KAKENHI-PROJECT-26282089
[Presentation] On equivalence of random utility theory and entropy maximization principle2017
- Author(s)
  Taisei Kaizoji
- Organizer
  the International Workshop on the Economy as a Complex System IV, November 13-14, 2017. IMSc, Chennai, India.
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K01270
[Presentation] Zipf’s law for Company Fundamentals and Stock Market Anomaly2017
- Author(s)
  海蔵寺　大成
- Organizer
  第21回進化経済学会　京都大会2016
- Place of Presentation
  京都府　京都市
- Year and Date
  2017-03-25
- Data Source
  KAKENHI-PROJECT-25380404
[Presentation] Speculative Bubbles and Crashes in An Ising-like Model of Financial Markets2016
- Author(s)
  海蔵寺　大成
- Organizer
  Workshop on the Economic Science with Heterogeneous Interacting Agents (ESHIA)
- Place of Presentation
  Castellon, Spain
- Year and Date
  2016-06-22
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25380404
[Presentation] Speculative Bubbles and Crashes: A Model of Financial Markets with Interacting Agents2016
- Author(s)
  Taipei Kaizoji
- Organizer
  EAEPE（Industrialization, Socio-Economic Transformation and Institutions）
- Place of Presentation
  Manchester Metropolitan University
- Year and Date
  2016-10-03
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26282089
[Presentation] Speculative Bubbles and Crashes in An Ising-like Model of Financial Markets2016
- Author(s)
  Taisei Kaizoji
- Organizer
  International Conference on Socio-economic Systems with ICT and Networks
- Place of Presentation
  東京大学
- Year and Date
  2016-03-26
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25380404
[Presentation] Speculative Bubbles and Crashes in An Ising-like Model of Financial Markets2016
- Author(s)
  Taipei Kaizoji
- Organizer
  Workshop on the Economic Science with Heterogeneous Interacting Agents (ESHIA)
- Place of Presentation
  Universitat Jaume I, Castellon, Spain
- Year and Date
  2016-06-22
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26282089
[Presentation] Speculative Bubbles and Crashes: A Model of Financial Markets with Interacting Agents2016
- Author(s)
  海蔵寺　大成
- Organizer
  EAEPE（Industrialization, Socio-Economic Transformation and Institutions）
- Place of Presentation
  Manchester UK
- Year and Date
  2016-10-03
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25380404
[Presentation] Speculative Bubbles and Crashes in An Ising-like Model of Financial Makrets2016
- Author(s)
  Taisei Kaizoji
- Organizer
  International Conference on Socio-economic Systems with ICT and Networks
- Place of Presentation
  University of Tokyo, Japan
- Year and Date
  2016-03-26
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26282089
[Presentation] 株価と一株当たり財務情報のパレート法則2015
- Author(s)
  海蔵寺　大成
- Organizer
  ネットワークが創発する知能研究会(JWEIN2015)
- Place of Presentation
  日本大学理工学部駿河台キャンパス
- Year and Date
  2015-08-19
- Data Source
  KAKENHI-PROJECT-25380404
[Presentation] Why does the power law for hold?2015
- Author(s)
  Taisei Kaizoji
- Organizer
  Econophysics 2015
- Place of Presentation
  JNU New Delhi, India
- Year and Date
  2015-11-27
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25380404
[Presentation] なぜ、株価のベキ法則は成立するのか？2015
- Author(s)
  海蔵寺　大成
- Organizer
  経済物理学2015
- Place of Presentation
  京都大学
- Year and Date
  2015-12-04
- Data Source
  KAKENHI-PROJECT-25380404
[Presentation] Intrinsic Value of Bitcoin and Bitcoin Bubbles2014
- Author(s)
  Taisei Kaizoji
- Organizer
  ESHIA/WEHIA2014
- Place of Presentation
  Tianjin University, China
- Year and Date
  2014-06-17
- Data Source
  KAKENHI-PROJECT-26282089
[Presentation] A Theory of Bubbles and Crashes2014
- Author(s)
  Taisei Kaizoji
- Organizer
  ESHIA/WEHIA2014
- Place of Presentation
  Tianjin University, China
- Year and Date
  2014-06-17
- Data Source
  KAKENHI-PROJECT-26282089
[Presentation] Bubbles and Crashes: Modeling from the point of view of statistical physic2013
- Author(s)
  海蔵寺　大成
- Organizer
  Econophysics Colloquium 2013
- Place of Presentation
  Pohang, Korea
- Invited
- Data Source
  KAKENHI-PROJECT-25380404
[Presentation] Power Laws and Financial Crisis, Econophysics Colloquium 20102010
- Author(s)
  Taisei Kaizoji
- Organizer
  Academia Sinica
- Place of Presentation
  Taipei, Taiwan
- Year and Date
  2010-11-05
- Data Source
  KAKENHI-PROJECT-20510142
[Presentation] Power Laws and Financial Crisis2010
- Author(s)
  Taisei Kaizoji
- Organizer
  Econophysics Colloquium 2010, Taipei
- Place of Presentation
  Academia Sinica, Taipei(台湾)(招待講演)
- Year and Date
  2010-11-05
- Data Source
  KAKENHI-PROJECT-20510142
[Presentation] A Mechanism of Collapsing Bubble2009
- Author(s)
  Taisei Kaizoji
- Organizer
  15th Conference on Society for Computational Economics 2009
- Place of Presentation
  Sydney, Australia
- Data Source
  KAKENHI-PROJECT-20510142
[Presentation] Concentration and Collapse in Markets2009
- Author(s)
  Taisei Kaizoji
- Organizer
  the 7th International Conference Application of Physics in Financial Analysis
- Place of Presentation
  Tokyo, Japan.
- Data Source
  KAKENHI-PROJECT-20510142
[Presentation] Concentration and Collupse in Markets2009
- Author(s)
  Taisei Kaizoji
- Organizer
  the 7 th International Conference, Application of Physics in Financial Analysis(APFA7), Tokyo
- Place of Presentation
  東京工業大学
- Data Source
  KAKENHI-PROJECT-20510142
[Presentation] A Mechanism of Collapsing Bubble2009
- Author(s)
  Taisei Kaizoji
- Organizer
  15th Conference on Society for Computational Economics 2009
- Place of Presentation
  Sydney, Australia.
- Data Source
  KAKENHI-PROJECT-20510142
[Presentation] A precursor of market crashes2007
- Author(s)
  Taisei Kaizoji
- Organizer
  Applications of Physics in Financial Analysis6
- Place of Presentation
  Lisbon, Portugal
- Year and Date
  2007-07-07
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17203022
[Presentation] A precursor of Market Crashes2007
- Author(s)
  Kaizoji, T
- Organizer
  Applications of Physics in Financial Analysis
- Place of Presentation
  Lisbon, Portugal
- Year and Date
  2007-07-07
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17203022
[Presentation] Intrinsic Value of Bitcoin and Bitcoin Bubbles
- Author(s)
  Taisei Kaizoji
- Organizer
  WEHIA2014
- Place of Presentation
  Tianjin University, China
- Year and Date
  2014-06-17 – 2014-06-19
- Data Source
  KAKENHI-PROJECT-25380404
[Presentation] A Theory of Bubbles and Crashes
- Author(s)
  Taisei Kaizoji
- Organizer
  WEHIA2014
- Place of Presentation
  Tianjin University, China
- Year and Date
  2014-06-17 – 2014-06-19
- Data Source
  KAKENHI-PROJECT-25380404

1. 生天目章 (70546051)

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2. Aruka Yuji (40137857)

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3. AOYAMA Hideaki (40202501)

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4. TANAKA Mieko (20257570)

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5. FUJISAKA Hirokazu (40156849)

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6. MASUKAWA Junichi (30199690)

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7. ONOZAKI Tamotsu (10233595)

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8. HATTA Tatsuo (70008647)

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9. TAKEZAWA Nobuya (30257430)

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10. KARATO Koji (00345555)

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11. 井上純一 (30311658)

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13. 佐藤彰洋 (50335204)

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14. 佐藤浩 (30295737)

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15. 久保正男 (30292048)

# of Collaborated Projects: 1 results

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16. TRAN Kien

# of Collaborated Projects: 1 results

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17. TRAN QHAnh

# of Collaborated Projects: 1 results

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18. Helbing Dirk

# of Collaborated Projects: 1 results

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19. Kirman Alan

# of Collaborated Projects: 1 results

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20. Chakrabarti Bikas K

# of Collaborated Projects: 1 results

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21. Rosser J. Barkley, Jr.

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22. Chen Shu-Heng

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23. Mimkes Jürgen

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24. Scalas Enrico

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25. Chakrabarti Anindya S.

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26. 相馬亘

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27. 高安秀樹

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28. 藤原義久

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KAIZOJI Taisei 海蔵寺 大成

海蔵寺 大成 カイゾウジ タイセイ

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株式市場の投機的バブルが企業業績に与える影響の研究Principal Investigator

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Research on macro tail risk in stock marketPrincipal Investigator

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Predicting the collapse of the bubble economy and studying the macroeconomic impact of the bursting of the bubble economyPrincipal Investigator

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A study on resilience from systemic risks in the socio-economic system

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Building a model of bubbles and crashes and the empirical verificationPrincipal Investigator

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Mechanisms of Speculative Bubbles and Crashes in stock MarketsPrincipal Investigator

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Analysis of Real Estate Evaluation from the View Point of Intertemporall and Spatial Economics

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A basic research to construct the new theroy of finance and economy from the point of view of statistical physicsPrincipal Investigator

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[Book] Advanced Studies on Financial Technologies and Cryptocurrency Markets2020

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[Book] Advanced Studies on Financial Technologies and Cryptocurrency Markets2020

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[Book] Network Theory and Agent-Based Modeling in Economics and Finance2019

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[Book] Econophysics and Sociophysics: Recent Progress and Future Directions2016

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[Book] Economics and Heterogeneous Interacting Agents2005

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KAIZOJI Taisei 海蔵寺大成

海蔵寺大成カイゾウジタイセイ