KURODA Koji 黒田耕嗣

… Alternative Names

Researcher Number	50153416
Other IDs
Affiliation (Current)	2021: 日本大学, 文理学部, 教授
Affiliation (based on the past Project Information) *help	2016 – 2020: 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) / 解析学 / 代数学・幾何学 / Algebra / Basic analysis / Social systems engineering/Safety system / Basic Section 25010:Social systems engineering-related
Keywords	Principal Investigator Gibbs state / Interface / Polymer expansion / Limit theorem / standard wall / Large deviation / Gibhs State / Large doviation / Limit theolem / Gibbs measure … More Except Principal Investigator 計算量理論 / algebroid / anomaly / tree width / Hilbert-Kunz multiplicity / F-regular ring / 金融時系列 / デ-タ解析 / 数学モデル / S言語 / 統計学 / 確率論 / クリフォード代数 / ディラック型の方程式 / ペンローズ理論 / リーマン・ヒルベルト問題 / 特性菌 / オートマトン理論 / 論理関数 / 群 / モノイド / 正則言語 / 多粒子系モデル / スコロホード方程式 / カオスの伝播 / Isingモデル / Brownian Sheet / 自然拡大 / 測地線流 / ディオファンタス近似 / 複素連分数展開 / 場の量子論 / 格子系 / ゲージ理論 / 場の発散 / 平担な接続 / アノマリー / 相転移 / K.M.S状態 / ゲージ接続 / 平坦拡張定理 / 非可変微分幾何 / 量子場の発散 / 指数定理 / Gauss-Bonnet定理 / Singular pertuvbation / flat connection / Diff.eq.of Fuchsian Type / dynamical system / singular pertubation / constrained sysytem / quantum field theory / gauge connection / renormalization / B.R.S.transformation / gauge thery / flat extension therem / devergence in quantum field theory / Symmetry structure / アルゴリズム工学 / 計算量 / グラフ理論 / 同型性判定問題 / 同型写像数え上げ問題 / Jones多項式 / グラフ文法 / 独立点集合問題 / 同型性判定 / 全域木 / マッチング / 二分決定グラフ / アルゴリズム / 辺連結度 / 完全独立全域木 / サイクル被覆 / 独立点集合 / 木幅 / 連結性判定問題 / 到達可能性判定問題 / グラフ認識問題 / グラフ同型性判定問題 / algorithm engineering / computational complexity / graph theory / isomorphism problem / isomorphism counting / Jones polynomial / graph grammar / Frobenius写像 / rational singularity / 整閉イデアル / log-terminal singularity / log terminal singularity / integrally closed ideals / Mac Kay correspondence / multiplicity / good ideals / integral closure / tight closure (of ideals) / Veronese sub rings / Hilbert-Kung multiplicity / Frobenius map / rational singularities / integrall closed ideals / log terminal Singularity / エルゴード理論 / ペロン-フロベニウス作用素 / フラクタル / 乱数 / ブラウン運動 / スペクトル / Perron-Frobenius作用素 / エルゴード性 / 混合性 / ergodic theory / Perron-Frobenius Operator / fractal / random number / Brownian motion / 株式市場 / マルチフラクタル / 確率過程 / マルコフ過程 / Random cascade model / 動的リスク指標 / 間欠性 / リスク評価 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Ongoing
- Principal Investigator
  
  増川純一
- Project Period (FY)
  2020 – 2022
- 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 2019 2018 2017 2016

All Journal Article Presentation

[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] 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
[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: 10 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
31. 村井浄信

# of Collaborated Projects: 0 results

# of Collaborated Products: 1 results

KURODA Koji 黒田 耕嗣

黒田 耕嗣 クロダ コウジ

Research Projects

Research Products

Co-Researchers

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Ongoing

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Principal Investigator

Project Period (FY)

Research Category

Research Institution

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Probabilistic investigation of phase transitions for lattice spin systemsPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Principal Investigator

Project Period (FY)

Research Category

Research Institution

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

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

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Exogenous shock and multifractal random walk2018

Author(s)

Journal Title

DOI

Data Source

[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)

Organizer

Data Source

[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)

Organizer

Data Source

[Presentation] Collective behavior in market participants with different time horizons2018

Author(s)

KURODA Koji 黒田耕嗣

黒田耕嗣クロダコウジ