KURODA Koji 黒田耕嗣

… Alternative Names

黒田耕嗣クロダコウジ

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Researcher Number	50153416
Other IDs
Affiliation (based on the past Project Information) *help	2016 – 2023: 日本大学, 文理学部, 教授 1999 – 2001: 日本大学, 文理学部, 教授 1998: 日本大学, 文理学部, 助教授 1993 – 1996: 日本大学, 文理学部, 助教授 1990: 慶應義塾大学, 理工学部, 専任講師 1986: 慶応義塾大学, 理工学部, 助手
Review Section/Research Field	Principal Investigator General mathematics (including Probability theory/Statistical mathematics) Except Principal Investigator General mathematics (including Probability theory/Statistical mathematics) / Basic Section 25010:Social systems engineering-related / Social systems engineering/Safety system / Basic analysis / Algebra / 代数学・幾何学 / 解析学
Keywords	Principal Investigator standard wall / Limit theorem / Polymer expansion / Interface / Gibbs state / Large deveation / algebraic formalism / Interfce / Ising model / Gibbs measure … More / Limit theolem / Large doviation / Gibhs State / Large deviation … More Except Principal Investigator 金融時系列 / マルチフラクタル / F-regular ring / Hilbert-Kunz multiplicity / tree width / anomaly / algebroid / 計算量理論 / リスク評価 / フレッシェ分布 / 極値分布 / 統計力学モデル / モデリング / 間欠性 / 動的リスク指標 / Random cascade model / マルコフ過程 / 確率過程 / 株式市場 / Brownian motion / random number / fractal / Perron-Frobenius Operator / ergodic theory / 混合性 / エルゴード性 / Perron-Frobenius作用素 / スペクトル / ブラウン運動 / 乱数 / フラクタル / ペロン-フロベニウス作用素 / エルゴード理論 / log terminal Singularity / integrall closed ideals / rational singularities / Frobenius map / Hilbert-Kung multiplicity / Veronese sub rings / tight closure (of ideals) / integral closure / good ideals / multiplicity / Mac Kay correspondence / integrally closed ideals / log terminal singularity / log-terminal singularity / 整閉イデアル / rational singularity / Frobenius写像 / graph grammar / Jones polynomial / isomorphism counting / isomorphism problem / graph theory / computational complexity / algorithm engineering / グラフ同型性判定問題 / グラフ認識問題 / 到達可能性判定問題 / 連結性判定問題 / 木幅 / 独立点集合 / サイクル被覆 / 完全独立全域木 / 辺連結度 / アルゴリズム / 二分決定グラフ / マッチング / 全域木 / 同型性判定 / 独立点集合問題 / グラフ文法 / Jones多項式 / 同型写像数え上げ問題 / 同型性判定問題 / グラフ理論 / 計算量 / アルゴリズム工学 / Symmetry structure / devergence in quantum field theory / flat extension therem / gauge thery / B.R.S.transformation / renormalization / gauge connection / quantum field theory / constrained sysytem / singular pertubation / dynamical system / Diff.eq.of Fuchsian Type / flat connection / Singular pertuvbation / Gauss-Bonnet定理 / 指数定理 / 量子場の発散 / 非可変微分幾何 / 平坦拡張定理 / ゲージ接続 / K.M.S状態 / 相転移 / アノマリー / 平担な接続 / 場の発散 / ゲージ理論 / 格子系 / 場の量子論 / 複素連分数展開 / ディオファンタス近似 / 測地線流 / 自然拡大 / Brownian Sheet / Isingモデル / カオスの伝播 / スコロホード方程式 / 多粒子系モデル / 正則言語 / モノイド / 群 / 論理関数 / オートマトン理論 / 特性菌 / リーマン・ヒルベルト問題 / ペンローズ理論 / ディラック型の方程式 / クリフォード代数 / 確率論 / 統計学 / S言語 / 数学モデル / デ-タ解析 Less

金融市場における間欠性の確率過程についての実証研究とリスク評価への応用
- Principal Investigator
  
  増川純一
- Project Period (FY)
  2020 – 2024
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 25010:Social systems engineering-related
- Research Institution
  Seijo University
Mechanism of stock market destabilization by interaction of market participants with different time horizons
- Principal Investigator
  
  Maskawa Jun-ichi
- 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
Research on ergodic theory and Perron-Frobenius operator
- Principal Investigator
  
  MORI Makoto
- Project Period (FY)
  2000 – 2001
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Basic analysis
- Research Institution
  Nihon University
Analyzing Computational Complexity of Graph-Theoretic Problems with Restrictions on Width Parameters
- Principal Investigator
  
  TODA Seinosuke
- Project Period (FY)
  1998 – 2000
- Research Category
  
  Grant-in-Aid for Scientific Research on Priority Areas (B)
- Research Institution
  Nihon University
Characteristic p method in singularity theory
- Principal Investigator
  
  WATANABE Keiichi
- Project Period (FY)
  1998 – 2000
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Algebra
- Research Institution
  NIHON UNIVERSITY
正則言語による論理関数の計算量解析
- Principal Investigator
  
  TODA Seinosuke
- Project Period (FY)
  1996
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Nihon University
Probabilistic investigation of phase transitions for lattice spin systemsPrincipal Investigator
- Principal Investigator
  
  KURODA Koji
- Project Period (FY)
  1995 – 1996
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  College of Humanities and Sciences, Nihon Univ.
場の発散とその幾何
- Principal Investigator
  
  SUZUKI Osamu
- Project Period (FY)
  1994
- Research Category
  
  Grant-in-Aid for Scientific Research on Priority Areas
- Research Institution
  Nihon University
Studies on Dynamical systems
- Principal Investigator
  
  SUZUKI Osamu
- Project Period (FY)
  1991 – 1993
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  代数学・幾何学
- Research Institution
  Nihon University
デ-タ解析の数学モデルとその検証
- Principal Investigator
  
  柴田里程
- Project Period (FY)
  1990
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Keio University
エルゴード変換の分類問題と関連する諸問題の研究
- Principal Investigator
  
  田中洋
- Project Period (FY)
  1986 – 1987
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  解析学
- Research Institution
  Keio University

All 2021 2020 2019 2018 2017 2016

All Journal Article Presentation Book

[Book] 株式市場のマルチフラクタル解析2021
- Author(s)
  黒田耕嗣、増川純一、村井浄信
- Total Pages
  284
- Publisher
  日本評論社
- ISBN
  9784535789050
- Data Source
  KAKENHI-PROJECT-20K04972
[Book] 株式市場のマルチフラクタル解析2021
- Author(s)
  黒田耕嗣、増川純一、村井浄信
- Total Pages
  256
- Publisher
  日本評論社
- ISBN
  4535789053
- Data Source
  KAKENHI-PROJECT-20K04972
[Journal Article] Model of Continuous Random Cascade Processes in Financial Markets2020
- Author(s)
  Maskawa Jun-ichi、Kuroda Koji
- Journal Title
  
  Frontiers in Physics
  
  Volume: 8
- DOI
  10.3389/fphy.2020.565372
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-20K04972
[Journal Article] Multiplicative random cascades with additional stochastic process in financial markets2018
- Author(s)
  Maskawa, J., Kuroda, K. & Murai
- Journal Title
  
  J. Evolut Inst Econ Rev
  
  Volume: 15 Issue: 2 Pages: 515-529
- DOI
  10.1007/s40844-018-0112-y
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-16K01259, KAKENHI-PROJECT-18K04612, KAKENHI-PROJECT-15K01190
[Journal Article] Exogenous shock and multifractal random walk2018
- Author(s)
  Kuroda, K. & Maskawa
- Journal Title
  
  J. Evolut Inst Econ Rev
  
  Volume: First Online: Issue: 1 Pages: 1-26
- DOI
  10.1007/s40844-018-0106-9
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-16K01259
[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] 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

1. SUZUKI Osamu (10096844)

# of Collaborated Projects: 4 results

# of Collaborated Products: 0 results
2. MOTEGI Kimihiko (40219978)

# of Collaborated Projects: 4 results

# of Collaborated Products: 0 results
3. SUZUKI Masahiko (00171249)

# of Collaborated Projects: 4 results

# of Collaborated Products: 0 results
4. SAITO Akira (90186924)

# of Collaborated Projects: 3 results

# of Collaborated Products: 0 results
5. TODA Seinosuke (90172163)

# of Collaborated Projects: 3 results

# of Collaborated Products: 0 results
6. SAKAI Shoichiro (30130503)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
7. 渋谷政昭 (20146723)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
8. NISHIOKA Kumiko (80144632)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
9. YAKU Takeo (90102821)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
10. YAMAURA Yoshihiko (90255597)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
11. WATANABE Keiichi (10087083)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
12. MORI Makoto (60092532)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
13. Maskawa Jun-ichi (30199690)

# of Collaborated Projects: 2 results

# of Collaborated Products: 12 results
14. 本田郁二 (50051868)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
15. 仲田均 (40118980)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
16. YAGUCHI Teruo (50059987)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
17. TANI Sei'ichi (70266708)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
18. CHEN Zhi-zhong (00242933)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
19. WATANABE Osamu (80158617)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
20. MATSUURA Yutaka (50096905)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
21. FUKUDA Takuo (00009599)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
22. 柴田里程 (60089828)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
23. 塩川宇賢 (00015835)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
24. 和手正道 (60059475)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
25. 田中洋 (70011468)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
26. 田村要造 (50171905)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
27. 橘貞雄 (70060035)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
28. 武笠敏夫 (00059750)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
29. 釜江慶子 (60059566)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
30. 上原隆平 (00256471)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results

KURODA Koji 黒田 耕嗣

黒田 耕嗣 クロダ コウジ

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[Book] 株式市場のマルチフラクタル解析2021

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[Book] 株式市場のマルチフラクタル解析2021

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Data Source

[Journal Article] Model of Continuous Random Cascade Processes in Financial Markets2020

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

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KURODA Koji 黒田耕嗣

黒田耕嗣クロダコウジ