• Search Research Projects
  • Search Researchers
  • How to Use
  1. Back to previous page

KAIZOJI Taisei  海蔵寺 大成

ORCIDConnect your ORCID iD *help
… Alternative Names

海蔵寺 大成  カイゾウジ タイセイ

Less
Researcher Number 10265960
Other IDs
Affiliation (Current) 2020: 国際基督教大学, 教養学部, 教授
Affiliation (based on the past Project Information) *help 2020: 国際基督教大学, 教養学部, 教授
2013 – 2018: 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
Social systems engineering/Safety system / Money/ Finance / Social systems engineering/Safety system / Basic Section 07060:Money and finance-related
Except Principal Investigator
Social systems engineering/Safety system / Economic policy
Keywords
Principal Investigator
ファイナンス / 経済物理学 / バブル / バブル崩壊 / 金融経済学 / 統計物理学 / Behavioral Finance / Finance / Econophysics / 投機的バブル … More / 暴落 / ノイズ・トレーダー / 効率的市場仮説 / 相転移 / エントロピー最大化原理 / 離散選択モデル / 市場暴落 / 金融バブル / イジング・モデル / 社会経済システム / 金融市場 / 経済学 / フラクタル / 複雑系 / マルチ・エージェント / 社会工学 / 社会システム / 政策科学 / 経営工学 / 経営システム / インダストリアルエンジニア / モデリング / インダストリアルエンジニアリング / 経済変動 / スケールフリー・ネットワーク / 為替レート / 株価 / 地価バブル / マルコフ模型 / 遺伝子アルゴリズム / econophysics / Socio-economic system / financial market / Statistical physics / economics / fractals / complex system / multi-agents / 企業のファンダメンタルズ / リーマンショック / 市場の効率性 / マクロ経済のテイル・リスク / マクロテイル・リスク … More
Except Principal Investigator
FAR / J-REIT Market / ネットワーク分析 / α中心性 / チェックポイント / 脆弱性指数 / 増幅指数 / カスケード障害 / 部門間相関 / 転移エントロピー / システミックリスク / HFT / 統計的平衡 / 分子生物学 / アルファ中心性 / 雇用集積 / 統計力学 / モノと人の流れ / 銀行と企業のネットワーク / 生産ネットワーク / 国際研究者交流 スイス / 用途変更パターン / 不動産価格指数 / リピート・セールス法 / 空間計量経済分析 / バブル崩壊 / 容積率緩和 / JREIT / 容積率の規制緩和 / 立地モデル / 発生交通量モデル / 生産性 / 社会資本 / 集積の利益 / 人口分布 / 都市 / 地価 / ファイナンス / 不動産価格 / 投機 / 裁定 / patterns of land usage changing / real estate price-index / repeat sales method / spatial econometrics / collapse of the bubble Less
  • Research Projects

    (7 results)
  • Research Products

    (97 results)
  • Co-Researchers

    (28 People)
  •  Research on macro tail risk in stock marketPrincipal InvestigatorOngoing

    • Principal Investigator
      海蔵寺 大成
    • Project Period (FY)
      2020 – 2022
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Review Section
      Basic Section 07060:Money and finance-related
    • Research Institution
      International Christian University
  •  バブル崩壊の予測とバブル崩壊がマクロ経済に与える影響の研究Principal InvestigatorOngoing

    • Principal Investigator
      海蔵寺 大成
    • Project Period (FY)
      2017 – 2019
    • 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

All 2019 2018 2017 2016 2015 2014 2013 2010 2009 2008 2007 2006 2005 2004 Other

All Journal Article Presentation Book

  • [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] 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] 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) 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) Pages: 411-418

    • DOI

      10.1504/ijcse.2018.093782

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-17K01270
  • [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 Pages: 4394-4409

    • DOI

      10.1080/00036846.2017.1282148

    • Peer Reviewed / Open Access / Int'l Joint Research
    • 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] 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] 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] Volatility Analysis of Bitcoin Price Time Series2017

    • Author(s)
      Lukas Pichl and Taisei Kaizoji
    • Journal Title

      Quantitative Finance and Economics

      Volume: 1-4 Pages: 474-485

    • DOI

      10.3934/qfe.2017.4.474

    • Peer Reviewed / Open Access
    • Data Source
      KAKENHI-PROJECT-17K01270
  • [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] 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] 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] Toward economics as a new complex system2016

    • Author(s)
      Taisei Kaizoji
    • Journal Title

      The European Physical Journal Special Topics

      Volume: 225 Pages: 3225-3230

    • DOI

      10.1140/epjst/e2016-60161-x

    • 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 Pages: 3225-3230

    • 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] 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] 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) Pages: 71-83

    • DOI

      10.1080/10293523.2015.994448

    • Peer Reviewed
    • 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 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] 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 & Organization

      Volume: 112 Pages: 289-310

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-25380404
  • [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] 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] 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] 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] 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] 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] 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] 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] 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] 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] 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] 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] 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] 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] 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] 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] 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] 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] 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

    • NAID

      130000069628

    • 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

    • NAID

      130000069628

    • 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

      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] 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] 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] 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] 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] 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] 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 Crashes2006

    • Author(s)
      Taisei Kaizoji
    • Journal Title

      European Physical Journal B (in press)

    • 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 law and bursts of bubbles2006

    • Author(s)
      Taisei Kaizoji
    • Journal Title

      Progress of Theoretical.Physics (Supplement)

    • 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] 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] 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 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
  • [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] 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] 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
  • [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] 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] 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] 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] 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] 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] 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] 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] 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 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] 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 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] 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] 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] 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 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] 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] 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 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 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] 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 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
  • [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
  • 1.  生天目 章 (70546051)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 2.  Aruka Yuji (40137857)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 3.  AOYAMA Hideaki (40202501)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 2 results
  • 4.  TANAKA Mieko (20257570)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 5.  FUJISAKA Hirokazu (40156849)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 6.  MASUKAWA Junichi (30199690)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 7.  ONOZAKI Tamotsu (10233595)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 8.  HATTA Tatsuo (70008647)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 9.  TAKEZAWA Nobuya (30257430)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 10.  KARATO Koji (00345555)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 11.  井上 純一 (30311658)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 12.  和泉 潔 (10356454)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 13.  佐藤 彰洋 (50335204)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 14.  佐藤 浩 (30295737)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 15.  久保 正男 (30292048)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 16.  TRAN Kien
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 17.  TRAN QHAnh
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 18.  Helbing Dirk
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 19.  Kirman Alan
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 20.  Chakrabarti Bikas K
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 21.  Rosser J. Barkley, Jr.
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 22.  Chen Shu-Heng
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 23.  Mimkes Jürgen
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 24.  Scalas Enrico
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 25.  Chakrabarti Anindya S.
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 26.  相馬 亘
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 27.  高安 秀樹
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 28.  藤原 義久
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results

URL: 

Are you sure that you want to connect your ORCID iD to this researcher?
* This action can be performed only by the researcher themselves.

Information User Guide FAQ News Terms of Use Attribution of KAKENHI

Powered by NII kakenhi