KAIZOJI Taisei 海蔵寺大成

Researcher Number	10265960
Other IDs
Affiliation (Current)	2019: 国際基督教大学, 教養学部, 教授
Affiliation (based on the past Project Information) *help	2013 – 2017: 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 / Social systems engineering/Safety system / Money/ Finance 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 / 金融経済学 / 統計物理学 / バブル崩壊 / 効率的市場仮説 / 離散選択モデル / フラクタル / 投機的バブル … More Except Principal Investigator J-REIT Market / FAR / 用途変更パターン / 分子生物学 / HFT / 雇用集積 / 裁定 / ネットワーク分析 / 生産性 / 投機 / repeat sales method / 空間計量経済分析 / アルファ中心性 / バブル崩壊 / システミックリスク / 転移エントロピー / 発生交通量モデル / JREIT / α中心性 / 脆弱性指数 / 地価 / spatial econometrics / 都市 / モノと人の流れ / 国際研究者交流　スイス / real estate price-index / 統計的平衡 / 不動産価格 / 銀行と企業のネットワーク / 不動産価格指数 / collapse of the bubble / ファイナンス / 人口分布 / 生産ネットワーク / リピート・セールス法 / 集積の利益 / 増幅指数 / チェックポイント / 社会資本 / 部門間相関 / 容積率緩和 / patterns of land usage changing / 立地モデル / カスケード障害 / 容積率の規制緩和 / 統計力学 Less

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 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] 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 Pages: 4394-4409
- DOI
  10.1080/00036846.2017.1282148
- Open Access / Int'l Joint Research / 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)
  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 Pages: 474-485
- DOI
  10.3934/qfe.2017.4.474
- Open Access / Peer Reviewed
- 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
- Open Access / Peer Reviewed
- 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
- Acknowledgement Compliant / Peer Reviewed
- 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
- Acknowledgement Compliant / Peer Reviewed
- 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
- Open Access / Peer Reviewed
- 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
- Acknowledgement Compliant / Peer Reviewed
- 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
- DOI
  10.1140/epjst/e2016-60161-x
- Acknowledgement Compliant / 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 & 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) 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
- Int'l Joint Research / Peer Reviewed
- 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
- 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
- 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
- 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] 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.
- Int'l Joint Research / Invited
- 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.
- Int'l Joint Research / Invited
- 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
- Int'l Joint Research / Invited
- 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] 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] 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

1. 生天目章 (70546051)

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2. Aruka Yuji (40137857)

# of Collaborated Projects: 1 results

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3. AOYAMA Hideaki (40202501)

# of Collaborated Projects: 1 results

# of Collaborated Products: 2 results
4. TANAKA Mieko (20257570)

# of Collaborated Projects: 1 results

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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

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8. HATTA Tatsuo (70008647)

# of Collaborated Projects: 1 results

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9. TAKEZAWA Nobuya (30257430)

# of Collaborated Projects: 1 results

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10. KARATO Koji (00345555)

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11. 井上純一 (30311658)

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12. 和泉潔 (10356454)

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13. 佐藤彰洋 (50335204)

# of Collaborated Projects: 1 results

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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

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18. Helbing Dirk

# of Collaborated Projects: 1 results

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19. Kirman Alan

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20. Chakrabarti Bikas K

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21. Rosser J. Barkley, Jr.

# of Collaborated Projects: 1 results

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22. Chen Shu-Heng

# of Collaborated Projects: 1 results

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23. Mimkes Jürgen

# of Collaborated Projects: 1 results

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24. Scalas Enrico

# of Collaborated Projects: 1 results

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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

Research Projects

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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

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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] Econophysics and Sociophysics: Recent Progress and Future Directions2016

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[Book] Economics and Heterogeneous Interacting Agents2005

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[Journal Article] The Divergence Rate of Share Price from Company Fundamentals: An Empirical Study at Regional Level2017

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[Journal Article] Investment climate and firm productivity: an application to Vietnamese manufacturing firms2017

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[Journal Article] The Divergence Rate of Share price from Company Fundamentals: An empirical Study at Regional level2017

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[Journal Article] Regine Change and Trend Prediction for Bitcoin Time Series Data2017

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[Journal Article] Risk Characteristic of Fat-Tails in Return Distributions: An Empirical Study of the Korean Stock Market2017

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[Journal Article] Volatility Analysis of Bitcoin Price Time Series2017

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[Journal Article] Analysis of Market Trend Regimes for March 2011, USDJPY Exchange Rate Tick Data2016

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KAIZOJI Taisei 海蔵寺大成