Masukawa Jyunichi 増川純一

… Alternative Names

Researcher Number	30199690
Other IDs
External Links
Affiliation (Current)	2019: 成城大学, 経済学部, 教授
Affiliation (based on the past Project Information) *help	2012 – 2018: 成城大学, 経済学部, 教授 2009 – 2010: Seijo University, 経済学部, 教授 2008: Fukuyama Heisei University, 経営学部, 教授 2005: Fukuyama Heisei University, Department of Business, Professor, 経営学部, 教授
Review Section/Research Field	Principal Investigator Social systems engineering/Safety system / Social systems engineering/Safety system Except Principal Investigator Social systems engineering/Safety system
Keywords	Principal Investigator 株式市場 / 高騰暴落 / 群れ行動 / 銘柄間相関 / 累積損失 / リスク指標 / 暴騰暴落 / ドローダウン / 主成分分析 / オーダーブック … More Except Principal Investigator 経済物理学 / 社会経済システム / 金融市場 / 統計物理学 / 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 / ファイナンス / 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 Less

異なる取引時間スケールをもつ投資主体の相互作用による株式市場の不安定化メカニズムPrincipal InvestigatorOngoing
- Principal Investigator
  
  増川純一
- Project Period (FY)
  2016 – 2019
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Seijo University
Endogenous price formation and instability of stock marketsPrincipal Investigator
- Principal Investigator
  
  Maskawa Jun-ichi
- Project Period (FY)
  2012 – 2015
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Seijo University
Empirical study on the order flow and the mechanism of abrupt rise and heavy decline in stock marketsPrincipal Investigator
- Principal Investigator
  
  MASKAWA Jun-Ichi
- Project Period (FY)
  2008 – 2010
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Fukuyama Heisei University
A basic research to construct the new theroy of finance and economy from the point of view of statistical physics
- 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] 株価の経済物理学2011
- Author(s)
  増川純一, 水野貴之, 尹煕元, 村井浄信
- Total Pages
  263
- Publisher
  培風館
- Data Source
  KAKENHI-PROJECT-20510153
[Book] 50のキーワードで読み解く経済学教室(青木正直他監修)2011
- Author(s)
  増川純一
- Publisher
  株式市場はニュースの翻訳装置なのか:市場の臨界状態と投資家の協調行動
- Data Source
  KAKENHI-PROJECT-20510153
[Book] 株価の経済物理学2011
- Author(s)
  増川純一,水野貴之,尹煕元,村井浄信
- Total Pages
  263
- Publisher
  培風館
- Data Source
  KAKENHI-PROJECT-20510153
[Journal Article] Exogenous shock and multifractal random walk2018
- Author(s)
  Kuroda, K. & Maskawa
- Journal Title
  
  J. Evolut Inst Econ Rev
  
  Volume: First Online: Pages: 1-26
- DOI
  10.1007/s40844-018-0106-9
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-16K01259
[Journal Article] Multiplicative random cascades with additional stochastic process in financial markets2018
- Author(s)
  Maskawa, J., Kuroda, K. & Murai
- Journal Title
  
  Evolutionary and Institutional Economics Review
  
  Volume: 15 Pages: 515-529
- DOI
  10.1007/s40844-018-0112-y
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-16K01259, KAKENHI-PROJECT-18K04612, KAKENHI-PROJECT-15K01190
[Journal Article] Collective Behavior of Market Participants during Abrupt Stock Price Changes2016
- Author(s)
  Jun-ichi Maskawa
- Journal Title
  
  PLoS ONE
  
  Volume: 11(8)
- DOI
  10.1371/journal.pone.0160152
- Peer Reviewed / Acknowledgement Compliant / Open Access
- Data Source
  KAKENHI-PROJECT-16K01259
[Journal Article] 株式市場の取引データから投資家の不安心理を読む2015
- Author(s)
  増川純一
- Journal Title
  
  Marketing Horizon
  
  Volume: 680号 Pages: 13-15
- Data Source
  KAKENHI-PROJECT-24510203
[Journal Article] Application of the Cluster Expansion to a Mathematical Model of the Long Memory Phenomenon in a Financial Market2013
- Author(s)
  K. Kuroda, J.Maskawa, J. Murai
- Journal Title
  
  Journal of Statistical Physics
  
  Volume: 152 Pages: 706-723
- DOI
  10.1007/s10955-013-0783-z
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21510146, KAKENHI-PROJECT-24510203
[Journal Article] Market-Wide Price Co-movement around Crashes in the Tokyo Stock Exchange2013
- Author(s)
  K. Kuroda, J.Maskawa, J. Murai
- Journal Title
  
  Evolutionary and Institutional Economics Review
  
  Volume: 10 Issue: 1 Pages: 81-92
- DOI
  10.14441/eier.A2013005
- NAID
  130003364764
- ISSN
  1349-4961, 2188-2096
- Language
  English
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21510146, KAKENHI-PROJECT-24510203
[Journal Article] Collective Behavior of Stock Prices as a Precursor to Market Crash2012
- Author(s)
  J. Maskawa
- Journal Title
  
  Progress of Theoretical Physics Supplement
  
  Volume: 194 Pages: 1-10
- NAID
  210000129104
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24510203
[Journal Article] Long memory in trade signs and short memory in stock prices2012
- Author(s)
  K.Kuroda J.Maskawa and J.Murai
- Journal Title
  
  Progress of Theoretical Physics Supplement
  
  Volume: 194 Pages: 11-27
- NAID
  210000129106
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24510203
[Journal Article] Stock Price process and long memory in trade signs2011
- Author(s)
  K.Kuroda, J.Maskawa, J.Murai
- Journal Title
  
  Advances in Mathematical Economics
  
  Volume: Vol.14 Pages: 69-92
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20510153
[Journal Article] Stock Price process and long memory in trade signs2011
- Author(s)
  K.Kuroda, J.Maskawa, J.Murai
- Journal Title
  
  Advances in Mathematical Economics Vol.14
  
  Pages: 69-92
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20510153
[Journal Article] 動的リスク指標としてのマーケットモート2010
- Author(s)
  相馬亘, 福田健介, 増川純一
- Journal Title
  
  物性研究 93(5)
  
  Pages: 628-632
- Data Source
  KAKENHI-PROJECT-20510153
[Journal Article] ランダム行列理論を用いたインターネット・トラフィックの解析2010
- Author(s)
  増川純一, 相馬亘, 福田健介
- Journal Title
  
  物性研究 93(5)
  
  Pages: 687-688
- Data Source
  KAKENHI-PROJECT-20510153
[Journal Article] 株式市場の群れ行動を探る2010
- Author(s)
  増川純一
- Journal Title
  
  金融財政ビジネス
  
  Volume: 第10108号 Pages: 10-12
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20510153
[Journal Article] 株式市場の群れ行動を探る2010
- Author(s)
  増川純一
- Journal Title
  
  金融財政ビジネス第10108号
  
  Pages: 10-12
- Data Source
  KAKENHI-PROJECT-20510153
[Journal Article] Large Correlations and the Principal Components in Stock Markets2009
- Author(s)
  増川純一, 相馬亘, 福田健介
- Journal Title
  
  Proceedings of the 9th Asia-Pacific Complex Systems Conference 'Complex' 09'
  
  Pages: 7-11
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20510153
[Journal Article] LARGE CORRELATIONS AND THE PRINCIPAL COMPONENTS IN STOCK MARKET2009
- Author(s)
  増川純一, 相馬亘, 福田健介
- Journal Title
  
  Proceedings of the 9th Asia-Pacific Complex Systems Conference 'Complex '09'
  
  Pages: 7-11
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20510153
[Journal Article] 動的リスク指標としてのマーケットモード",研究会報告「経済物理学2009-ミクロとマクロの架け橋-」2009
- Author(s)
  増川純一,相馬亘,福田健介
- Journal Title
  
  物性研究 93(5)
  
  Pages: 628-632
- Data Source
  KAKENHI-PROJECT-20510153
[Journal Article] 株式市場における市場インパクトの実証的研究とミクロな確率モデル2006
- Author(s)
  増川純一
- Journal Title
  
  素粒子論研究 (掲載予定)
- Data Source
  KAKENHI-PROJECT-15201038
[Journal Article] Multivariate Markov chain modeling for stock markets2003
- Author(s)
  Jun-ichi Maskawa
- Journal Title
  
  Physica A 324
  
  Pages: 317-322
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15201038
[Presentation] 株式市場における時間スケール軸のマルコフ過程2019
- Author(s)
  増川純一、黒田耕嗣、村井浄信
- Organizer
  日本物理学会年次大会 2019
- Data Source
  KAKENHI-PROJECT-16K01259
[Presentation] 株式市場におけるマルチフラクタル性のランダム・カスケードモデルによる実証研究2018
- Author(s)
  増川純一、黒田耕嗣、村井浄信
- Organizer
  日本物理学会第73回年次大会 2018
- Data Source
  KAKENHI-PROJECT-16K01259
[Presentation] Collective behavior in market participants with different time horizons2018
- Author(s)
  Maskawa, J., Kuroda, K. & Murai
- Organizer
  The 23rd Annual Workshop on Economic Science with Heterogeneous Interacting Agents
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K01259
[Presentation] Multiplicative random cascades with additional stochastic process in financial markets2018
- Author(s)
  Maskawa, J., Kuroda, K. & Murai
- Organizer
  Asia-Pacific Econophysics Conference 2018
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K01259
[Presentation] 株式市場におけるマルチフラクタル性のランダム・カスケードモデルによる実証研究2017
- Author(s)
  増川純一、黒田耕嗣、村井浄信
- Organizer
  京都大学基礎物理学研究所研究会経済物理学 2017
- Data Source
  KAKENHI-PROJECT-16K01259
[Presentation] Empirical study on random cascades among different time horizons in stock markets2017
- Author(s)
  Jun-ichi Maskawa, Koji Kuroda, Joshin Murai
- Organizer
  13TH ECONOPHYSICS COLLOQUIUM & 9TH POLISH SYMPOSIUM ON PHYSICS IN ECONOMY AND SOCIAL SCIENCES
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K01259
[Presentation] 金融時系列における異なる時間スケール間の相互作用2017
- Author(s)
  増川純一
- Organizer
  日本物理学会年次大会
- Place of Presentation
  大阪大学豊中キャンパス
- Year and Date
  2017-03-17
- Data Source
  KAKENHI-PROJECT-16K01259
[Presentation] Collective behavior in market participants with different time horizons2016
- Author(s)
  Jun-ichi Maskawa, Koji Kuroda and Joshin Murai
- Organizer
  ASIA-PACIFIC ECONOPHYSICS CONFERENCE 2016
- Place of Presentation
  Tokyo University
- Year and Date
  2016-08-24
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K01259
[Presentation] 暴騰暴落時の投資家行動のロジスティック回帰分析2016
- Author(s)
  増川純一
- Organizer
  統数研共同研究集会「経済物理とその周辺」
- Place of Presentation
  統計数理研究所，東京
- Year and Date
  2016-01-09
- Data Source
  KAKENHI-PROJECT-24510203
[Presentation] 株式市場における暴騰暴落時のオーダーフローの実証分析2015
- Author(s)
  増川純一
- Organizer
  京都大学基研研究会「経済物理学2015」
- Place of Presentation
  京都大学基礎物理学研究所，京都
- Year and Date
  2015-12-03
- Data Source
  KAKENHI-PROJECT-24510203
[Presentation] 株式市場の暴落時における板の解析2014
- Author(s)
  増川純一
- Organizer
  日本物理学会春季大会
- Place of Presentation
  東海大学湘南キャンパス
- Data Source
  KAKENHI-PROJECT-24510203
[Presentation] Market-wide price co-movements around crashes in the Tokyo stock exchange2013
- Author(s)
  J. Maskawa
- Organizer
  Financial Network and systemic risk
- Place of Presentation
  Kyoto University
- Data Source
  KAKENHI-PROJECT-24510203
[Presentation] Collective Behavior of Market Participants Around Crashes2013
- Author(s)
  J. Maskawa
- Organizer
  Economic Science with Heterogeneous Interacting Agents
- Place of Presentation
  Nanyang Technological University , Singapore
- Data Source
  KAKENHI-PROJECT-24510203
[Presentation] Market-wide price co-movements around crashes in the Tokyo stock exchange2013
- Author(s)
  J. Maskawa
- Organizer
  Statistical modeling, financial data analysis and applications
- Place of Presentation
  VENICE, ITALY
- Invited
- Data Source
  KAKENHI-PROJECT-24510203
[Presentation] Collective behavior of stock prices as a precursor to market crash2013
- Author(s)
  Jun-ichi Maskawa
- Organizer
  進化経済学会
- Place of Presentation
  中央大学多摩キャンパス
- Data Source
  KAKENHI-PROJECT-24510203
[Presentation] Collective behavior of stock prices as a precursor to market crash2012
- Author(s)
  Jun-ichi Maskawa
- Organizer
  sia-Pacific Econophysics Conference 2012
- Place of Presentation
  Tipei,Taiwan
- Data Source
  KAKENHI-PROJECT-24510203
[Presentation] Collective behavior of stock prices as a precursor to market crash2012
- Author(s)
  増川純一
- Organizer
  統数研共同研究集会「経済物理学とその周辺」
- Place of Presentation
  キヤノングローバル戦略研究所
- Data Source
  KAKENHI-PROJECT-24510203
[Presentation] Collective behavior of stock prices as a precursor to market crash2012
- Author(s)
  Jun-ichi Maskawa
- Organizer
  Econophysics-KolkataVII
- Place of Presentation
  Kolkata,India
- Data Source
  KAKENHI-PROJECT-24510203
[Presentation] 株式市場の暴落に先駆けて起こる株価の協調的な振る舞い2012
- Author(s)
  増川純一
- Organizer
  日本物理学会秋季大会
- Place of Presentation
  横浜国立大学
- Data Source
  KAKENHI-PROJECT-24510203
[Presentation] 株式市場における群れ行動の検証とモデル2011
- Author(s)
  増川純一
- Organizer
  統計数理研究所研究会「経済物理学とその周辺」
- Place of Presentation
  金沢, 金沢学院大学サテライト教室
- Year and Date
  2011-03-24
- Data Source
  KAKENHI-PROJECT-20510153
[Presentation] 株式市場における群れ行動と内生的価格形成2010
- Author(s)
  増川純一
- Organizer
  日本物理学会2010秋期大会
- Place of Presentation
  大阪府立大学中百舌鳥キャンパス
- Year and Date
  2010-09-24
- Data Source
  KAKENHI-PROJECT-20510153
[Presentation] 株式市場の主成分分析と動的リスク指標2010
- Author(s)
  増川純一,相馬亘,福田健介
- Organizer
  日本物理学会第65回年次大会
- Place of Presentation
  岡山大学
- Year and Date
  2010-03-23
- Data Source
  KAKENHI-PROJECT-20510153
[Presentation] LARGE CORRELATIONS AS A SIGNAL OF INSTABILITY IN STOCK MARKET2010
- Author(s)
  J.Maskawa, W.Souma
- Organizer
  Econophysics Colloquium2010 Taipei
- Place of Presentation
  台北(台湾)
- Year and Date
  2010-11-05
- Data Source
  KAKENHI-PROJECT-20510153
[Presentation] LARGE CORRELATIONS AS A SIGNAL OF INSTABILITY IN STOCK MARKET2010
- Author(s)
  増川純一, 相馬亘
- Organizer
  Econophysics Colloquium 2010 Taipei
- Place of Presentation
  Institute of Physics, Academia Sinica, Taipei Taiwan
- Year and Date
  2010-11-05
- Data Source
  KAKENHI-PROJECT-20510153
[Presentation] LARGE CORRELATIONS AND THE PRINCIPAL COMPONENTS IN STOCK MARKET2009
- Author(s)
  増川純一, 相馬亘, 福田健介
- Organizer
  The 9th Asia-Pacific Complex Systems Conference 'Complex '09'
- Place of Presentation
  Surugadai Memorial Hall, Chuo Univ. Tokyo Japan
- Year and Date
  2009-11-05
- Data Source
  KAKENHI-PROJECT-20510153
[Presentation] 動的リスク指標としてのマーケットモート2009
- Author(s)
  増川純一, 相馬亘, 福田健介
- Organizer
  基研研努会「経済物理学2009-ミクロとマクロの架け橋-」(京都)
- Place of Presentation
  京都大学
- Year and Date
  2009-09-08
- Data Source
  KAKENHI-PROJECT-20510153
[Presentation] 動的リスク指標としてのマーケットモード2009
- Author(s)
  増川純一,相馬亘,福田健介
- Organizer
  京都大学基礎物理学研究所研究会「経済物理学2009-ミクロとマクロの架け橋-」
- Place of Presentation
  京都大学基礎物理学研究所
- Year and Date
  2009-09-08
- Data Source
  KAKENHI-PROJECT-20510153
[Presentation] CROSS-CORRELATIONS IN STOCK MARKETS AS THE INDICES OF MARKET RISKS2009
- Author(s)
  増川純一, 相馬亘, 福田健介
- Organizer
  ECONOPHYSICS COLLOQUIUM 2009
- Place of Presentation
  Erice Italy
- Year and Date
  2009-10-30
- Data Source
  KAKENHI-PROJECT-20510153
[Presentation] CROSS-CORRELATION IN STOCK MARKETS AS THE INDICES OF MARKET RISKS2009
- Author(s)
  増川純一, 相馬亘, 福田健介
- Organizer
  Econophysics Colloquium 2009, Erice, Italy
- Place of Presentation
  Erice, Italy
- Year and Date
  2009-10-30
- Data Source
  KAKENHI-PROJECT-20510153
[Presentation] 株式市場における価格変動の相関とマルチファクターモデル2009
- Author(s)
  増川純一,相馬亘,福田健介
- Organizer
  日本物理学会2009年秋季大会
- Place of Presentation
  熊本大学
- Year and Date
  2009-09-25
- Data Source
  KAKENHI-PROJECT-20510153
[Presentation] ランダム行列理論を用いたインターネット・トラフィックの解析2009
- Author(s)
  相馬亘, 福田健介, 増川純一
- Organizer
  基研研究会「経済物理学2009-ミクロとマクロの架け橋-」(京都)
- Place of Presentation
  京都大学
- Year and Date
  2009-09-08
- Data Source
  KAKENHI-PROJECT-20510153
[Presentation] Cross-correlations in stock markets as the indices of market risk2009
- Author(s)
  増川純一
- Organizer
  Tokyo tech-Hitotsubashi Interdisciplinary Conference
- Place of Presentation
  Tokyo Institute of Technology
- Year and Date
  2009-03-03
- Data Source
  KAKENHI-PROJECT-20510153
[Presentation] 株式市場における銘柄間の相関構造と市場リスク2008
- Author(s)
  増川純一
- Organizer
  日本物理学会2008年秋季大会
- Place of Presentation
  岩手大学
- Year and Date
  2008-09-23
- Data Source
  KAKENHI-PROJECT-20510153
[Presentation] Cross-correlations in stock markets as the indices of market risk2008
- Author(s)
  増川純一
- Organizer
  International Workshop on Challenges and Visions in the Social Sciences
- Place of Presentation
  ETH Zurich
- Data Source
  KAKENHI-PROJECT-20510153
[Presentation] Cross-correlations in stock markets as the indices of market risk
- Author(s)
  Jun-ichi Maskawa
- Organizer
  Tokyo tech-Hitotsubashi Interdisciplinary Conference
- Place of Presentation
  Tokyo Institute of Technology
- Data Source
  KAKENHI-PROJECT-20510153
[Presentation] Collective behaviors of market participants during special quote in stock market crashes and jumps
- Author(s)
  Jun-ichi Maskawa
- Organizer
  Social Modeling and Simulations + Econophysics Colloquium 2014
- Place of Presentation
  ニチイ学館、神戸
- Year and Date
  2014-11-04 – 2014-11-06
- Data Source
  KAKENHI-PROJECT-24510203
[Presentation] 株式市場における特別気配時の投資家行動
- Author(s)
  増川純一
- Organizer
  統数研共同研究集会「経済物理学とその周辺」H26年度第一回研究会
- Place of Presentation
  キャノングローバル戦略研究所、東京
- Year and Date
  2014-09-11 – 2014-09-12
- Data Source
  KAKENHI-PROJECT-24510203
[Presentation] 大きな株価変動の最中における市場参加者の群れ行動
- Author(s)
  増川純一
- Organizer
  日本物理学会2015年年次大会
- Place of Presentation
  早稲田大学、東京
- Year and Date
  2015-03-21 – 2015-03-24
- Data Source
  KAKENHI-PROJECT-24510203
[Presentation] Cross-correlations in stock markets as the indices of market risk
- Author(s)
  Jun-ichi Maskawa
- Organizer
  International Workshop on Challenges and Visions in the Social Sciences
- Place of Presentation
  ETH Zurich
- Data Source
  KAKENHI-PROJECT-20510153
[Presentation] Collective behaviors of market participants during special quote in stock market crashes
- Author(s)
  Jun-ichi Maskawa
- Organizer
  International Conference on Statistical Physics
- Place of Presentation
  Rhodes, Greece
- Year and Date
  2014-07-07 – 2014-07-11
- Data Source
  KAKENHI-PROJECT-24510203

1. KAIZOJI Taisei (10265960)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
2. AOYAMA Hideaki (40202501)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
3. TANAKA Mieko (20257570)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
4. FUJISAKA Hirokazu (40156849)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
5. ONOZAKI Tamotsu (10233595)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
6. 黒田耕嗣 (50153416)

# of Collaborated Projects: 1 results

# of Collaborated Products: 9 results
7. 相馬亘

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
8. 高安秀樹

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
9. 生天目章

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
10. 藤原義久

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
11. 村井浄信

# of Collaborated Projects: 0 results

# of Collaborated Products: 3 results

Masukawa Jyunichi 増川 純一

Maskawa Jun-ichi 増川 純一

MASKAWA Jun-Ichi 増川 純一

MASUKAWA Junichi 増川 純一

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異なる取引時間スケールをもつ投資主体の相互作用による株式市場の不安定化メカニズムPrincipal InvestigatorOngoing

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Endogenous price formation and instability of stock marketsPrincipal Investigator

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Empirical study on the order flow and the mechanism of abrupt rise and heavy decline in stock marketsPrincipal Investigator

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

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[Book] 株価の経済物理学2011

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[Book] 50のキーワードで読み解く経済学教室(青木正直他監修)2011

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[Book] 株価の経済物理学2011

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[Journal Article] Exogenous shock and multifractal random walk2018

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

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[Journal Article] Collective Behavior of Market Participants during Abrupt Stock Price Changes2016

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[Journal Article] 株式市場の取引データから投資家の不安心理を読む2015

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[Journal Article] Application of the Cluster Expansion to a Mathematical Model of the Long Memory Phenomenon in a Financial Market2013

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[Journal Article] Market-Wide Price Co-movement around Crashes in the Tokyo Stock Exchange2013

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[Journal Article] Collective Behavior of Stock Prices as a Precursor to Market Crash2012

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Masukawa Jyunichi 増川純一

Maskawa Jun-ichi 増川純一

MASKAWA Jun-Ichi 増川純一

MASUKAWA Junichi 増川純一