Kanazawa Kiyoshi 金澤輝代士

Researcher Number	50759256
Other IDs	https://orcid.org/0000-0002-6531-1438
Affiliation (Current)	2024: 京都大学, 理学研究科, 准教授
Affiliation (based on the past Project Information) *help	2022 – 2024: 京都大学, 理学研究科, 准教授 2019 – 2021: 筑波大学, システム情報系, 助教 2018: 東京工業大学, 総合理工学研究科(研究院), 研究員 2016 – 2018: 東京工業大学, 科学技術創成研究院, 助教 2015: 東京工業大学, 総合理工学研究科(研究院), 研究員
Review Section/Research Field	Principal Investigator Complex systems / Basic Section 25010:Social systems engineering-related / Transformative Research Areas, Section (II) / Statistical science Except Principal Investigator Basic Section 13010:Mathematical physics and fundamental theory of condensed matter physics-related / Medium-sized Section 60:Information science, computer engineering, and related fields / Transformative Research Areas, Section (II) / Mathematical Sciences in Search of New Cooperation
Keywords	Principal Investigator 確率過程 / 統計物理学 / 非マルコフ過程 / アクティブマター / 非マルコフ確率過程 / 異常拡散 / エージェントベースモデル / データ解析 / 経済物理学 / マーケットマイクロストラクチャ … More / 非線形ホークス過程 / マルコフ埋め込み / マスター方程式 / 最適輸送 / 流動性 / 高頻度金融データ解析 / 平均場ゲーム理論 / LMFモデル / 長期記憶過程 / 金融ミクロデータ分析 / 金融データ解析 / HFT / 金融 / 非平衡統計力学 / 確率熱力学 / ホークス過程 / 生物物理学 / 数理物理 / 統計力学 / 統計解析 / データサイエンス / 確率過程論 / 金融市場分析 / Hawkes過程 / レヴィ・フライト / 分子運動論 / 金融データ分析 … More Except Principal Investigator 最適輸送 / 非平衡系 / 情報幾何学 / Fokker-Planck方程式 / 定常状態熱力学 / 速度限界 / 熱力学的不確定性関係 / 緩和ダイナミクス / 流体力学 / 確率過程 / 熱力学的トレードオフ関係 / 化学熱力学 / 情報幾何 / 最適輸送理論 / ゆらぎの熱力学 / 最小エントロピー生成 / 化学反応ネットワーク / 非平衡熱力学 / アナログ回路 / 確率熱力学 / メモリ内計算 / 単項計算 / 電子回路 / 熱力学 / 近似計算 / プロセッサアーキテクチャ / 非マルコフ / コヒーレンス / 量子エンジン / 主流ネットワーク / 解の安定性 / 重力型相互作用 / 重力相互作用モデル / 非線形輸送システム / ビッグデータ解析 / 災害シミュレーション / 非線形相互作用 / ビッグデータ / 複雑ネットワーク科学 / レジリエンス / システムロバストネス / 多層マルチ時空間シミュレーション / 非線形輸送方程式 / 相転移 / ストレステスト / 社会シミュレーション / 企業取引ネットワーク / 非線形輸送現象 / 複雑ネットワーク / 経済物理学 Less

Pioneering and realizing innovative methods to improve the efficiency of energy gene ration/utilization through quantum effects
- Principal Investigator
  
  田島裕康
- Project Period (FY)
  2024 – 2026
- Research Category
  
  Grant-in-Aid for Transformative Research Areas (B)
- Review Section
  
  Transformative Research Areas, Section (II)
- Research Institution
  The University of Electro-Communications
Exploring the thermodynamic bounds for non-Markovian classical stochastic processesPrincipal Investigator
- Principal Investigator
  
  金澤輝代士
- Project Period (FY)
  2024 – 2026
- Research Category
  
  Grant-in-Aid for Transformative Research Areas (B)
- Review Section
  
  Transformative Research Areas, Section (II)
- Research Institution
  Kyoto University
ゆらぎの熱力学に基づく確率的コンピューティング基盤の創出
- Principal Investigator
  
  高前田伸也
- Project Period (FY)
  2023 – 2027
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Review Section
  
  Medium-sized Section 60:Information science, computer engineering, and related fields
- Research Institution
  The University of Tokyo
Seeking universal principle for nonequilibrium thermodynamics based on differential geometry
- Principal Investigator
  
  伊藤創祐
- Project Period (FY)
  2022 – 2026
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 13010:Mathematical physics and fundamental theory of condensed matter physics-related
- Research Institution
  The University of Tokyo
Development of stochastic methods and microscopic theory for non-Markovian anomalous diffusion in active systemsPrincipal Investigator
- Principal Investigator
  
  金澤輝代士
- Project Period (FY)
  2022 – 2023
- Research Category
  
  Grant-in-Aid for Scientific Research on Innovative Areas (Research in a proposed research area)
- Review Section
  
  Complex systems
- Research Institution
  Kyoto University
Microscopic financial data analysis for investigating high-frequency traders' dynamics and modelling liquidity simulatorsPrincipal Investigator
- Principal Investigator
  
  金澤輝代士
- Project Period (FY)
  2021 – 2025
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 25010:Social systems engineering-related
- Research Institution
  Kyoto University
  University of Tsukuba
Development of mathematical formulation to describe anomalous diffusion in active-matter systems from microscopic dynamicsPrincipal Investigator
- Principal Investigator
  
  金澤輝代士
- Project Period (FY)
  2020 – 2021
- Research Category
  
  Grant-in-Aid for Scientific Research on Innovative Areas (Research in a proposed research area)
- Review Section
  
  Complex systems
- Research Institution
  University of Tsukuba
Stability analysis of foreign exchange markets based on agent-based modelsPrincipal Investigator
- Principal Investigator
  
  Kanazawa Kiyoshi
- Project Period (FY)
  2016 – 2019
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Statistical science
- Research Institution
  University of Tsukuba
  Tokyo Institute of Technology
Mathematical foundation of stress test simulation based on business transaction network
- Principal Investigator
  
  TAKAYASU MISAKO
- Project Period (FY)
  2014 – 2018
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Mathematical Sciences in Search of New Cooperation
- Research Institution
  Tokyo Institute of Technology

All 2024 2023 2022 2021 2020 2019 2018 2017 2016

All Journal Article Presentation

[Journal Article] Quantitative statistical analysis of order-splitting behavior of individual trading accounts in the Japanese stock market over nine years2023
- Author(s)
  Sato Yuki、Kanazawa Kiyoshi
- Journal Title
  
  Physical Review Research
  
  Volume: 5 Issue: 4
- DOI
  10.1103/physrevresearch.5.043131
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-23K22412
[Journal Article] Does the square-root price impact law belong to the universal scaling laws?2023
- Author(s)
  Sato Yuki、Kanazawa Kiyoshi
- Journal Title
  
  JSAI Technical Report, Type 2 SIG
  
  Volume: 2023 Issue: FIN-030 Pages: 01-05
- DOI
  10.11517/jsaisigtwo.2023.FIN-030_01
- ISSN
  2436-5556
- Year and Date
  2023-03-04
- Language
  Japanese
- Open Access
- Data Source
  KAKENHI-PROJECT-23K21011
[Journal Article] A standard form of master equations for general non-Markovian jump processes: the Laplace-space embedding framework and asymptotic solution2023
- Author(s)
  Kiyoshi Kanazawa, Didier Sornette
- Journal Title
  
  arXiv:2312.05475
  
  Volume: NA Pages: 1-29
- Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23H00467
[Journal Article] A standard form of master equations for general non-Markovian jump processes: the Laplace-space embedding framework and asymptotic solution2023
- Author(s)
  Kiyoshi Kanazawa and Didier Sornette
- Journal Title
  
  arXiv
  
  Volume: なし
- Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PUBLICLY-22H04830
[Journal Article] Asymptotic solutions to nonlinear Hawkes processes: A systematic classification of the steady-state solutions2023
- Author(s)
  Kiyoshi Kanazawa, Didier Sornette
- Journal Title
  
  Physical Review Research
  
  Volume: 5 Issue: 1 Pages: 013067-013067
- DOI
  10.1103/physrevresearch.5.013067
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K22412, KAKENHI-ORGANIZER-19H05794, KAKENHI-PUBLICLY-22H04830
[Journal Article] Inferring Microscopic Financial Information from the Long Memory in Market-Order Flow: A Quantitative Test of the Lillo-Mike-Farmer Model2023
- Author(s)
  Sato Yuki、Kanazawa Kiyoshi
- Journal Title
  
  Physical Review Letters
  
  Volume: 131 Issue: 19
- DOI
  10.1103/physrevlett.131.197401
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-23K22412
[Journal Article] Strategy clustering for the order-splitting behaviour in the Tokyo stock exchange market2022
- Author(s)
  佐藤優輝、金澤輝代士
- Journal Title
  
  JSAI Technical Report, Type 2 SIG
  
  Volume: 2022 Issue: FIN-028 Pages: 25
- DOI
  10.11517/jsaisigtwo.2022.FIN-028_25
- ISSN
  2436-5556
- Year and Date
  2022-03-12
- Language
  Japanese
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-23K21011, KAKENHI-PROJECT-23K22412
[Journal Article] Exact solution to two-body financial dealer model: revisited from the viewpoint of kinetic theory2022
- Author(s)
  Kiyoshi Kanazawa, Hideki Takayasu, Misako Takayasu
- Journal Title
  
  Journal of Statistical Physics
  
  Volume: 190 Issue: 1 Pages: 8-8
- DOI
  10.1007/s10955-022-03022-1
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-23K22412, KAKENHI-ORGANIZER-19H05794, KAKENHI-PROJECT-23K21011
[Journal Article] Social physics2022
- Author(s)
  Jusup Marko、Holme Petter、Kanazawa Kiyoshi、Takayasu Misako、Romic Ivan、Wang Zhen、Gecek Suncana、Lipic Tomislav、Podobnik Boris、Wang Lin、Luo Wei、Klanjscek Tin、Fan Jingfang、Boccaletti Stefano、Perc Matjaz
- Journal Title
  
  Physics Reports
  
  Volume: 948 Pages: 1-148
- DOI
  10.1016/j.physrep.2021.10.005
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-21K04545, KAKENHI-PROJECT-21H04595, KAKENHI-PROJECT-20H04288, KAKENHI-PROJECT-23K21764, KAKENHI-PROJECT-23K22412
[Journal Article] Ubiquitous Power Law Scaling in Nonlinear Self-Excited Hawkes Processes2021
- Author(s)
  Kanazawa Kiyoshi、Sornette Didier
- Journal Title
  
  Physical Review Letters
  
  Volume: 127 Issue: 18 Pages: 188301-188301
- DOI
  10.1103/physrevlett.127.188301
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PUBLICLY-20H05526
[Journal Article] 生命現象における拡散現象レヴィ・フライトのミクロ理論2021
- Author(s)
  金澤輝代士
- Journal Title
  
  生体の科学
  
  Volume: 72
- Data Source
  KAKENHI-PUBLICLY-20H05526
[Journal Article] 物理における非マルコフ過程――場の理論を用いたホークス過程の解法2021
- Author(s)
  金澤輝代士
- Journal Title
  
  日本物理学会誌
  
  Volume: 76
- NAID
  130008049306
- Peer Reviewed
- Data Source
  KAKENHI-PUBLICLY-20H05526
[Journal Article] Exact and robust asymptotic solutions to nonlinear Hawkes processes: power law exponents of intensity distributions and methods2021
- Author(s)
  Kanazawa Kiyoshi、Sornette Didier
- Journal Title
  
  arXiv
  
  Volume: -
- Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PUBLICLY-20H05526
[Journal Article] Non-universal power law distribution of intensities of the self-excited Hawkes process: a field-theoretical approach2020
- Author(s)
  Kiyoshi Kanazawa、Didier Sornette
- Journal Title
  
  ArXiv
  
  Volume: -
- Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K16016
[Journal Article] Nonuniversal Power Law Distribution of Intensities of the Self-Excited Hawkes Process: A Field-Theoretical Approach2020
- Author(s)
  Kanazawa Kiyoshi、Sornette Didier
- Journal Title
  
  Physical Review Letters
  
  Volume: 125 Issue: 13 Pages: 138301-138306
- DOI
  10.1103/physrevlett.125.138301
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PUBLICLY-20H05526
[Journal Article] Field master equation theory of the self-excited Hawkes process2020
- Author(s)
  Kanazawa Kiyoshi、Sornette Didier
- Journal Title
  
  Physical Review Research
  
  Volume: 2 Issue: 3 Pages: 033442-033469
- DOI
  10.1103/physrevresearch.2.033442
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PUBLICLY-20H05526
[Journal Article] Loopy Levy flights enhance tracer diffusion in active suspensions2020
- Author(s)
  Kanazawa Kiyoshi、Sano Tomohiko G.、Cairoli Andrea、Baule Adrian
- Journal Title
  
  Nature
  
  Volume: 579 Issue: 7799 Pages: 364-367
- DOI
  10.1038/s41586-020-2086-2
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K16016
[Journal Article] Field master equation theory of the self-excited Hawkes process2020
- Author(s)
  Kiyoshi Kanazawa、Didier Sornette
- Journal Title
  
  ArXiv
  
  Volume: -
- Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K16016
[Journal Article] Replication of Cancellation Orders using First-Passage Time Theory in Foreign Currency Market2018
- Author(s)
  Jean-Francois Boilard, Kiyoshi Kanazawa, Hideki Takayasu, Misako Takayasu
- Journal Title
  
  the Proceedings of the Asia-Pacific Econophysics Conference 2016 -Big Data Analysis and Modeling toward Super Smart Society- (APEC-SSS2016)
  
  Volume: 印刷中
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-16K16016
[Journal Article] Derivation of the Boltzmann Equation for Financial Brownian Motion: Direct Observation of the Collective Motion of High-Frequency Traders2018
- Author(s)
  Kiyoshi Kanazawa, Takumi Sueshige, Hideki Takayasu, Misako Takayasu
- Journal Title
  
  Physical Review Letters
  
  Volume: 120 Issue: 13 Pages: 138301-138306
- DOI
  10.1103/physrevlett.120.138301
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-16K16016, KAKENHI-PROJECT-17J10781
[Journal Article] Kinetic theory for financial Brownian motion from microscopic dynamics2018
- Author(s)
  Kanazawa Kiyoshi、Sueshige Takumi、Takayasu Hideki、Takayasu Misako
- Journal Title
  
  Physical Review E
  
  Volume: 98 Issue: 5 Pages: 052317-052317
- DOI
  10.1103/physreve.98.052317
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-16K16016, KAKENHI-PROJECT-17J10781
[Journal Article] Ecology of trading strategies in a forex market for limit and market orders2018
- Author(s)
  Sueshige Takumi、Kanazawa Kiyoshi、Takayasu Hideki、Takayasu Misako
- Journal Title
  
  PLOS ONE
  
  Volume: 13 Issue: 12 Pages: e0208332-e0208332
- DOI
  10.1371/journal.pone.0208332
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-16K16016, KAKENHI-PROJECT-17J10781
[Journal Article] A dealer model of foreign exchange market with finite assets2018
- Author(s)
  Tomoya Hamano, Kiyoshi Kanazawa, Hideki Takayasu, and Misako Takayasu
- Journal Title
  
  the Proceedings of the Asia-Pacific Econophysics Conference 2016 -Big Data Analysis and Modeling toward Super Smart Society- (APEC-SSS2016)
  
  Volume: 印刷中
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-16K16016
[Journal Article] Clustering of foreign exchange traders' strategies based on time-series analysis of real trading data2018
- Author(s)
  末重拓己、金澤輝代士、高安秀樹、高安美佐子
- Journal Title
  
  Proceedings of the Japan Joint Automatic Control Conference
  
  Volume: 61 Issue: 0 Pages: 433-435
- DOI
  10.11511/jacc.61.0_433
- NAID
  130007546722
- Language
  Japanese
- Data Source
  KAKENHI-PROJECT-16K16016
[Journal Article] Time-variation of imbalance of order book in foreign exchange market2018
- Author(s)
  Takumi Sueshige, Kiyoshi Kanazawa, Hideki Takayasu, Misako Takayasu
- Journal Title
  
  the Proceedings of the Asia-Pacific Econophysics Conference 2016 -Big Data Analysis and Modeling toward Super Smart Society- (APEC-SSS2016)
  
  Volume: 印刷中
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-16K16016
[Journal Article] Empirical scaling relations of market event rates in foreign currency market2018
- Author(s)
  Boilard J.-F.、Kanazawa K.、Takayasu H.、Takayasu M.
- Journal Title
  
  Physica A: Statistical Mechanics and its Applications
  
  Volume: 509 Pages: 1152-1161
- DOI
  10.1016/j.physa.2018.06.002
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-16K16016
[Journal Article] 外国為替市場におけるトレーディング戦略分類2018
- Author(s)
  末重拓己、金澤輝代士、高安秀樹、高安美佐子
- Journal Title
  
  第21回人工知能学会金融情報学研究会（SIG-FIN）資料
  
  Volume: なし
- Data Source
  KAKENHI-PROJECT-16K16016
[Journal Article] A dealer model of foreign exchange market with finite assets2017
- Author(s)
  Tomoya Hamano, Kiyoshi Kanazawa, Hideki Takayasu, Misako Takayasu
- Journal Title
  
  Conference Proceedings
  
  Volume: 16 Pages: 011012-011020
- DOI
  10.7566/jpscp.16.011012
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K16016, KAKENHI-PROJECT-26310207
[Journal Article] Replication of Cancellation Orders Using First-Passage Time Theory in Foreign Currency Market2017
- Author(s)
  Jean-Francois Boilard, Kiyoshi Kanazawa, Hideki Takayasu, Misako Takayasu
- Journal Title
  
  JPS Conference Proceedings
  
  Volume: 16 Pages: 011014-011021
- DOI
  10.7566/jpscp.16.011014
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K16016, KAKENHI-PROJECT-26310207
[Journal Article] Time-Variation of Imbalance of Order Book in Foreign Exchange Market2017
- Author(s)
  Takumi Sueshige, Kiyoshi Kanazawa, Hideki Takayasu, Misako Takayasu
- Journal Title
  
  JPS Conference Proceedings
  
  Volume: 16 Pages: 011008-011015
- DOI
  10.7566/jpscp.16.011008
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K16016, KAKENHI-PROJECT-26310207
[Journal Article] Application of Stochastic Theory of Many-Body Systems to Foreign Exchange Markets2016
- Author(s)
  金澤輝代士，末重拓己，高安秀樹，高安美佐子
- Journal Title
  
  Proceedings of the Japan Joint Automatic Control Conference
  
  Volume: 59 Issue: 0 Pages: 239-241
- DOI
  10.11511/jacc.59.0_239
- NAID
  130005312538
- Language
  Japanese
- Acknowledgement Compliant / Open Access
- Data Source
  KAKENHI-PROJECT-16K16016
[Journal Article] 「ブラウン運動と確率過程」～金融市場へのアプローチ～2016
- Author(s)
  金澤輝代士、高安美佐子
- Journal Title
  
  数理科学、2016年1月号、No.631
  
  Volume: 631
- Data Source
  KAKENHI-PROJECT-26310207
[Presentation] Statistical-physics theory of the long memory in market-order flows and its empirical validation in the Tokyo Stock Exchange2024
- Author(s)
  Kiyoshi Kanazawa
- Organizer
  DPG Spring Meetings 2024
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K22412
[Presentation] マルコフ埋め込みを用いた非マルコフ点過程のマスター方程式の導出2023
- Author(s)
  金澤輝代士, Didier Sornette
- Organizer
  第10回制御部門マルチシンポジウム（MSCS 2023）
- Data Source
  KAKENHI-PROJECT-23K22412
[Presentation] Asymptotic solutions to non-Markovian stochastic processes: nonlinear Hawkes processes and beyond2023
- Author(s)
  Kiyoshi Kanazawa
- Organizer
  East Asia Joint Seminars On Statistical Physics 2023
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K22412
[Presentation] Microscopic data analysis for financial market microstructure: a quantitative test of a microscopic econophysics model for the long memory in market-order flows2023
- Author(s)
  Kiyoshi Kanazawa
- Organizer
  Challenges in Data Science: a Complex Systems Perspective International Workshop & School DASC 2023
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K22412
[Presentation] 価格変動の非線形スケーリング則とその頑健性の検証2023
- Author(s)
  佐藤優輝, 金澤輝代士
- Organizer
  日本物理学会2023年春季大会
- Data Source
  KAKENHI-PROJECT-23K21011
[Presentation] 線型伝搬関数を用いたHFTによる価格インパクトの定量化2023
- Author(s)
  佐藤優輝, 金澤輝代士
- Organizer
  日本物理学会2023年春季大会
- Data Source
  KAKENHI-PROJECT-23K21011
[Presentation] Quantitative verification of the order-splitting hypothesis as the microscopic origin of the persistent order flows2023
- Author(s)
  金澤輝代士
- Organizer
  長崎CEFM国際ワークショッププログラム
- Data Source
  KAKENHI-PROJECT-23K22412
[Presentation] Microscopic origin of the persistent order flows: microscopic data analysis2023
- Author(s)
  Kiyoshi Kanazawa
- Organizer
  SKM DPG conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K22412
[Presentation] Asymptotic solutions to non-Markovian stochastic processes: nonlinear Hawkes processes and beyond2023
- Author(s)
  Kiyoshi Kanazawa
- Organizer
  East Asia Joint Seminars On Statistical Physics 2023
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PUBLICLY-22H04830
[Presentation] Microscopic origin of the persistent order flows: microscopic data analysis2023
- Author(s)
  Kiyoshi Kanazawa
- Organizer
  SKM DPG conference 2023
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K21011
[Presentation] マルコフ埋め込みを用いた非マルコフ点過程のマスター方程式の導出2023
- Author(s)
  金澤輝代士, Didier Sornette
- Organizer
  第10回制御部門マルチシンポジウム（MSCS 2023）
- Data Source
  KAKENHI-PUBLICLY-22H04830
[Presentation] 取引者の注文分割仮説に基づく注文流の長期記憶性の説明2023
- Author(s)
  佐藤優輝, 金澤輝代士
- Organizer
  第58回ジャフィー大会（2022年度冬季）
- Data Source
  KAKENHI-PROJECT-23K21011
[Presentation] Master equations for general non-Markovian point processes2023
- Author(s)
  Kiyoshi Kanazawa, Didier Sornette
- Organizer
  Statphys 2023
- Int'l Joint Research
- Data Source
  KAKENHI-PUBLICLY-22H04830
[Presentation] Quantitative analysis on order splitting behavior of individual traders and the long memory of the order flow2023
- Author(s)
  Yuki Sato, Kiyoshi Kanazawa
- Organizer
  APS march meeting 2023
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K21011
[Presentation] 価格インパクトは普遍か？2023
- Author(s)
  佐藤優輝, 金澤輝代士
- Organizer
  第2回計算社会科学会大会 (CSSJ2023)
- Data Source
  KAKENHI-PROJECT-23K21011
[Presentation] 非マルコフ過程をどうやって数学的に扱うか？：場の理論を用いた解法2023
- Author(s)
  金澤輝代士, Didier Sornette
- Organizer
  新学術領域研究「情報物理学でひもとく生命の秩序と設計原理」第６回領域会議
- Data Source
  KAKENHI-PUBLICLY-22H04830
[Presentation] Quantitative verification of the order-splitting hypothesis as the microscopic origin of the persistent order flows2023
- Author(s)
  金澤輝代士
- Organizer
  長崎CEFM国際ワークショップ
- Data Source
  KAKENHI-PROJECT-23K21011
[Presentation] 価格インパクトの平方根則は普遍スケーリング則か？2023
- Author(s)
  Yuki Sato, Kiyoshi Kanazawa
- Organizer
  第30回人工知能学会金融情報学研究会（SIG-FIN）
- Data Source
  KAKENHI-PROJECT-23K21011
[Presentation] 場の理論を用いた非線形ホークス過程の解法2022
- Author(s)
  Kiyoshi Kanazawa
- Organizer
  RIMS共同研究集会「ランダム力学系・非自励力学系研究の展望：理論と応用」
- Data Source
  KAKENHI-PROJECT-23K22412
[Presentation] 非マルコフ点過程のマスター方程式の標準形：一般化ランジュバン方程式の漸近的導出2022
- Author(s)
  金澤輝代士，Didier Sornette
- Organizer
  日本物理学会第77回年次大会
- Data Source
  KAKENHI-PUBLICLY-20H05526
[Presentation] 非線形ホークス過程の漸近解析と強度のべき分布2022
- Author(s)
  金澤輝代士, Didier Sornette
- Organizer
  第29回人工知能学会金融情報学研究会（SIG-FIN）
- Data Source
  KAKENHI-PROJECT-23K22412
[Presentation] Statistical analysis of a microscopic financial dataset for the long-range correlation of the order flow2022
- Author(s)
  Kiyoshi Kanazawa
- Organizer
  7th workshop on Complexity in Economics and Finance (CCS 2022 Satellite)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K22412
[Presentation] 東京証券取引所における注文分割行動に関する戦略クラスタリング2022
- Author(s)
  佐藤優輝，金澤輝代士
- Organizer
  第28回人工知能学会金融情報学研究会（SIG-FIN）
- Data Source
  KAKENHI-PROJECT-23K21011
[Presentation] 取引者の注文分割行動と売買符号時系列の長期記憶性に関する実証分析2022
- Author(s)
  佐藤優輝，金澤輝代士
- Organizer
  Data-driven Mathematical Science：経済物理学とその周辺
- Data Source
  KAKENHI-PROJECT-23K21011
[Presentation] Ubiquitous power law intensity distributions in the self-excited nonlinear Hawkes processes2022
- Author(s)
  Kiyoshi Kanazawa, Didier Sornette
- Organizer
  APS March Meeting 2022
- Int'l Joint Research
- Data Source
  KAKENHI-PUBLICLY-20H05526
[Presentation] Statistical analysis of a microscopic financial dataset for the long-range correlation of the order flow2022
- Author(s)
  Kiyoshi Kanazawa
- Organizer
  7th workshop on Complexity in Economics and Finance (CCS 2022 Satellite)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K21011
[Presentation] 金融市場における注文流の長期記憶性とその統計手法の検討2022
- Author(s)
  佐藤優輝, 金澤輝代士
- Organizer
  Data-driven Mathematical Science: 経済物理学とその周辺
- Data Source
  KAKENHI-PROJECT-23K21011
[Presentation] Quantitative Verification of the Order-Splitting Hypothesis as the Microscopic Origin of the Persistent Order Flows in the Tokyo Stock Exchange Market2022
- Author(s)
  Kiyoshi Kanazawa
- Organizer
  Econophysics Colloquium 2022
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K22412
[Presentation] 非線形ホークス過程の漸近解析と強度のべき分布2022
- Author(s)
  金澤輝代士, Didier Sornette
- Organizer
  第29回人工知能学会金融情報学研究会（SIG-FIN）
- Data Source
  KAKENHI-PROJECT-23K21011
[Presentation] Order-splitting behaviour in the Tokyo stock exchange market2022
- Author(s)
  Kiyoshi Kanazawa
- Organizer
  Conference on Complex Systems 2022
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K22412
[Presentation] 売買符号時系列の長期記憶性とそのミクロ構造の究明2022
- Author(s)
  佐藤優輝，金澤輝代士
- Organizer
  2021年度 MIMS現象数理学研究拠点共同研究集会「社会物理学とその周辺」
- Data Source
  KAKENHI-PROJECT-23K21011
[Presentation] Field theoretical solutions to non-Markovian stochastic processes2022
- Author(s)
  Kiyoshi Kanazawa
- Organizer
  Hirosaki University Workshop on Nonlinear Science 2022
- Data Source
  KAKENHI-PROJECT-23K22412
[Presentation] 金融市場における注文流の長期相関は何故生じるのか？：ミクロ起源の実証分析2022
- Author(s)
  佐藤優輝，金澤輝代士
- Organizer
  第1回計算社会科学会大会
- Data Source
  KAKENHI-PROJECT-23K21011
[Presentation] Field theoretical solutions to non-Markovian stochastic processes2022
- Author(s)
  Kiyoshi Kanazawa
- Organizer
  Hirosaki University Workshop on Nonlinear Science
- Data Source
  KAKENHI-PUBLICLY-22H04830
[Presentation] 非マルコフ確率過程の標準解法は何か？：非線形ホークス過程とその一般化2022
- Author(s)
  金澤輝代士，Didier Sornette
- Organizer
  Data-driven Mathematical Science：経済物理学とその周辺
- Data Source
  KAKENHI-PUBLICLY-20H05526
[Presentation] Quantitative Verification of the Order-Splitting Hypothesis as the Microscopic Origin of the Persistent Order Flows in the Tokyo Stock Exchange Market2022
- Author(s)
  Kiyoshi Kanazawa
- Organizer
  Econophysics Colloquium 2022
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K21011
[Presentation] 金融市場での売買符号時系列の長期記憶性とそのミクロモデルの検証2022
- Author(s)
  佐藤優輝, 金澤輝代士
- Organizer
  SMASH22 SUMMER SYMPOSIUM
- Data Source
  KAKENHI-PROJECT-23K21011
[Presentation] 非線形ホークス過程の漸近解析と強度のべき分布2022
- Author(s)
  金澤輝代士, Didier Sornette
- Organizer
  第29回人工知能学会金融情報学研究会（SIG-FIN）
- Data Source
  KAKENHI-PUBLICLY-22H04830
[Presentation] 場の理論を用いた非線形ホークス過程の解法2022
- Author(s)
  金澤輝代士
- Organizer
  RIMS共同研究集会「ランダム力学系・非自励力学系研究の展望：理論と応用」
- Data Source
  KAKENHI-PUBLICLY-22H04830
[Presentation] Order-splitting behaviour in the Tokyo stock exchange market2022
- Author(s)
  Kiyoshi Kanazawa
- Organizer
  Conference on Complex Systems 2022
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K21011
[Presentation] 金融市場での注文流の長期記憶性はどのように定量的に計測するべきか？2022
- Author(s)
  佐藤優輝, 金澤輝代士
- Organizer
  第29回人工知能学会金融情報学研究会（SIG-FIN）
- Data Source
  KAKENHI-PROJECT-23K21011
[Presentation] Field master equation for non-Markovian stochastic processes and its application to linear and nonlinear Hawkes processes2021
- Author(s)
  金澤輝代士，Didier Sornette
- Organizer
  駆動散逸系の非平衡現象に関する理論的研究
- Data Source
  KAKENHI-PUBLICLY-20H05526
[Presentation] 非マルコフ・ホークス過程の場の理論的な漸近解法とべき分布2021
- Author(s)
  金澤輝代士、Didier Sornette
- Organizer
  統計数理研究所共同研究集会「社会物理学の新展開」
- Data Source
  KAKENHI-PUBLICLY-20H05526
[Presentation] Levy flight in active matter from its microscopic dynamics2021
- Author(s)
  Kiyoshi Kanazawa
- Organizer
  2021 NCTS Physics in Complex Systems Workshop
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PUBLICLY-20H05526
[Presentation] Power-law intensity distributions in linear and nonlinear self-excited Hawkes processes2021
- Author(s)
  Kiyoshi Kanazawa, Didier Sornette
- Organizer
  International Conference on Computational Social Science (IC2S2 2021)
- Int'l Joint Research
- Data Source
  KAKENHI-PUBLICLY-20H05526
[Presentation] Kinetic theory for financial Brownian motion: a microscopic model based on forex data analysis and its mean-field theory2021
- Author(s)
  Kiyoshi Kanazawa
- Organizer
  APS March Meeting 2021
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PUBLICLY-20H05526
[Presentation] Classification of Power law Relations in the Intensity Distribution for a Large Class of Self-excited Nonlinear Hawkes Processes2021
- Author(s)
  Kiyoshi Kanazawa, Didier Sornette
- Organizer
  Conference on Complex Systems 2021
- Int'l Joint Research
- Data Source
  KAKENHI-PUBLICLY-20H05526
[Presentation] 非マルコフ非線形ホークス過程に対する場の理論的な漸近解法2021
- Author(s)
  金澤輝代士、Didier Sornette
- Organizer
  日本物理学会第76回年次大会
- Data Source
  KAKENHI-PUBLICLY-20H05526
[Presentation] 株式市場での成行注文の長期相関性とトレーダーの分割発注行動の関係について2021
- Author(s)
  金澤輝代士，佐藤優輝
- Organizer
  2021年度 CIGS経済・社会との分野横断的研究会
- Data Source
  KAKENHI-PROJECT-23K21011
[Presentation] マルコフ埋め込み法を利用した非線形ホークス過程の漸近解法2021
- Author(s)
  金澤輝代士，Didier Sornette
- Organizer
  第64回自動制御連合講演会
- Data Source
  KAKENHI-PUBLICLY-20H05526
[Presentation] Power-law relations in the intensity distribution for the linear and nonlinear Hawkes processes2021
- Author(s)
  Kiyoshi Kanazawa, Didier Sornette
- Organizer
  CCS 2021 Satellite on Econophysics
- Int'l Joint Research
- Data Source
  KAKENHI-PUBLICLY-20H05526
[Presentation] 非線形ホークス過程における強度分布のべき則：場の理論的な解法2021
- Author(s)
  金澤輝代士，Didier Sornette
- Organizer
  ネットワーク科学研究会2021
- Data Source
  KAKENHI-PUBLICLY-20H05526
[Presentation] 自己励起ホークス過程の解法とべき分布2021
- Author(s)
  金澤輝代士、Didier Sornette
- Organizer
  第5回計算社会科学ワークショップ(CSSJ2021)
- Data Source
  KAKENHI-PUBLICLY-20H05526
[Presentation] Hawkes過程の定常漸近解の導出：場の理論的アプローチ2020
- Author(s)
  金澤輝代士、Didier Sornette
- Organizer
  日本物理学会2020年秋季大会
- Data Source
  KAKENHI-PUBLICLY-20H05526
[Presentation] 非マルコフ確率過程の場の理論的な解法：ホークス過程の場合2020
- Author(s)
  金澤輝代士
- Organizer
  第63回自動制御連合講演会
- Data Source
  KAKENHI-PUBLICLY-20H05526
[Presentation] レヴィ・フライトの微視的導出：アクティブマター系での例示2020
- Author(s)
  金澤輝代士
- Organizer
  Data-driven Mathematical Science：経済物理学とその周辺
- Data Source
  KAKENHI-PUBLICLY-20H05526
[Presentation] ブラウン運動の統計力学の応用：金融市場とアクティブマター2020
- Author(s)
  金澤輝代士
- Organizer
  非平衡オンライン若手の会2020
- Invited
- Data Source
  KAKENHI-PUBLICLY-20H05526
[Presentation] アクティブマター系におけるレヴィ・フライトの微視的導出2020
- Author(s)
  金澤輝代士、佐野友彦、Andrea Cairoli、Adrian Baule
- Organizer
  日本物理学会2020年秋季大会
- Data Source
  KAKENHI-PUBLICLY-20H05526
[Presentation] アクティブマター系でのレヴィ・フライトのミクロ導出2020
- Author(s)
  金澤輝代士
- Organizer
  第58回日本生物物理学年会
- Invited
- Data Source
  KAKENHI-PUBLICLY-20H05526
[Presentation] データ解析に基づく金融市場のエージェントモデルとその解析解2019
- Author(s)
  金澤輝代士
- Organizer
  電子情報通信学会　総合大会
- Data Source
  KAKENHI-PROJECT-16K16016
[Presentation] Agent-based model of FX traders and its theoretical and numerical solution2019
- Author(s)
  Kiyoshi Kanazawa
- Organizer
  3rd Annual International Conference on High Frequency Exchange Rate Dynamics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K16016
[Presentation] Kinetic theory for Levy flight in active bacterial suspensions2019
- Author(s)
  Kiyoshi Kanazawa
- Organizer
  Statistical Physics of Complex Systems
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K16016
[Presentation] Statistical physics of a foreign exchange market: kinetic mean-field theory of a stochastic many-body trader model2019
- Author(s)
  Kiyoshi Kanazawa
- Organizer
  Statistical Physics of Complex Systems
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K16016
[Presentation] 外国為替市場のトレーダー行動分析とエージェントモデル解析2019
- Author(s)
  金澤輝代士
- Organizer
  情報処理学会
- Data Source
  KAKENHI-PROJECT-16K16016
[Presentation] 金融市場の平均場確率モデルの解析解と数値解法2019
- Author(s)
  金澤輝代士
- Organizer
  第62回自動制御連合講演会
- Data Source
  KAKENHI-PROJECT-16K16016
[Presentation] 金融市場のボルツマン方程式の解析解と直接数値計算2019
- Author(s)
  金澤輝代士、高安秀樹、高安美佐子
- Organizer
  日本物理学会　第74回年次大会
- Data Source
  KAKENHI-PROJECT-16K16016
[Presentation] 実時系列データ解析に基づく外国為替市場トレーダーの戦略クラスタリング2018
- Author(s)
  金澤輝代士
- Organizer
  第61回自動制御連合講演会
- Data Source
  KAKENHI-PROJECT-16K16016
[Presentation] 実データに基づく金融トレーダーの注文戦略分析2018
- Author(s)
  金澤輝代士
- Organizer
  経済物理学とその周辺：Data-driven Mathematical Science
- Data Source
  KAKENHI-PROJECT-16K16016
[Presentation] 外国為替市場と統計物理学：ミクロデータ分析に基づく平均場理論2018
- Author(s)
  金澤輝代士，末重拓己，高安秀樹，高安美佐子
- Organizer
  平成29年度　統数研共同研究集会「社会物理学の新展開」
- Data Source
  KAKENHI-PROJECT-16K16016
[Presentation] Trading-log analysis of individual traders: microscopic kinetic theory for financial Brownian motion2018
- Author(s)
  Kiyoshi Kanazawa
- Organizer
  Econophysics Colloquium 2018
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K16016
[Presentation] Kinetic theory and Boltzmann equation for financial market microstructure2018
- Author(s)
  Kiyoshi Kanazawa
- Organizer
  Conference on Complex Systems 2018
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K16016
[Presentation] Microscopic data analysis of high-frequency traders and corresponding mean-field theory2018
- Author(s)
  Kiyoshi Kanazawa,
- Organizer
  Asia-Pasific Econophysics Conference 2018
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K16016
[Presentation] 金融市場のミクロモデルと平均場解析2018
- Author(s)
  金澤輝代士，末重拓己，高安秀樹，高安美佐子
- Organizer
  日本物理学会第73回年次大会(2018年)
- Data Source
  KAKENHI-PROJECT-16K16016
[Presentation] Trajectory Analysis of High Frequency Traders: Ecology of Their Strategies2017
- Author(s)
  Kiyoshi Kanazawa
- Organizer
  2nd Annual International Conference on High Frequency Exchange Rate Dynamics: Econophysics and Econometric Analysis Based on the EBS data sets
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K16016
[Presentation] Application of the kinetic theory to reveal the non-Gaussianity in finance2017
- Author(s)
  Kiyoshi Kanazawa, Takumi Sueshige, Hideki Takayasu, Misako Takayasu
- Organizer
  ジャムドマターの非ガウスゆらぎとレオロジー
- Place of Presentation
  YITP
- Invited
- Data Source
  KAKENHI-PROJECT-16K16016
[Presentation] 金融市場のブラウン運動のミクロ導出の試み：分子運動論の数理の応用2017
- Author(s)
  金澤輝代士，末重拓己，高安秀樹，高安美佐子
- Organizer
  統計物理学懇談会
- Place of Presentation
  慶應大学日吉キャンパス
- Invited
- Data Source
  KAKENHI-PROJECT-16K16016
[Presentation] 外国為替市場のミクロ動力学の分析：ミクロからマクロへ2017
- Author(s)
  金澤輝代士，末重拓己，高安秀樹，高安美佐子
- 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
- Data Source
  KAKENHI-PROJECT-16K16016
[Presentation] 外国為替市場の個々のトレーダーの短期トレンドフォロー解析2017
- Author(s)
  末重拓己，金澤輝代士，高安秀樹，高安美佐子
- Organizer
  日本物理学会2017年秋季大会
- Data Source
  KAKENHI-PROJECT-16K16016
[Presentation] 非平衡状態の生物物理系における安定レヴィ過程の微視的導出2017
- Author(s)
  金澤輝代士，佐野友彦，Andrea Cairoli, Adrian Baule
- Organizer
  自動制御連合講演会
- Data Source
  KAKENHI-PROJECT-16K16016
[Presentation] 金融市場でのブラウン運動のミクロ構造：トレーダーの行動分析から平均場理論まで2017
- Author(s)
  金澤輝代士，末重拓己，高安秀樹，高安美佐子
- Organizer
  経済物理学 2017 : 新たな領域との融合
- Data Source
  KAKENHI-PROJECT-16K16016
[Presentation] Application of Molecular Kinetic Theory to Financial Brownian Motion2017
- Author(s)
  Kiyoshi Kanazawa, Takumi Sueshige, Hideki Takayasu, Misako Takayasu
- Organizer
  International Conference on High Frequency Exchange Rate Dynamics: Econophysics and Econometric Analysis Based on the EBS data sets
- Place of Presentation
  GRIPS
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K16016
[Presentation] 外国為替市場の個々のトレーダのトラッキング解析：ミクロモデルの提案とその平均場理論2017
- Author(s)
  金澤輝代士，末重拓己，高安秀樹，高安美佐子
- Organizer
  第19回人工知能学会金融情報学研究会（SIG-FIN）
- Data Source
  KAKENHI-PROJECT-16K16016
[Presentation] Kinetic description of the foreign exchange markets2016
- Author(s)
  Kiyoshi Kanazawa, Takumi Sueshige, Hideki Takayasu, Misako Takayasu
- Organizer
  ASIA-PACIFIC ECONOPHYSICS CONFERENCE 2016
- Place of Presentation
  The univerisity of Tokyo
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K16016
[Presentation] 外国為替市場のミクロ構造：データ解析からミクロ理論まで2016
- Author(s)
  金澤輝代士，末重拓己，高安秀樹，高安美佐子
- Organizer
  異常拡散研究会
- Place of Presentation
  慶應大学日吉キャンパス
- Invited
- Data Source
  KAKENHI-PROJECT-16K16016
[Presentation] 多体確率過程論を用いた外国為替市場の記述2016
- Author(s)
  金澤輝代士，末重拓己，高安秀樹，高安美佐子
- Organizer
  第59回自動制御連合講演会
- Place of Presentation
  北九州国際会議場
- Invited
- Data Source
  KAKENHI-PROJECT-16K16016

1. 伊藤創祐 (00771221)

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2. TAKAYASU MISAKO (20296776)

# of Collaborated Projects: 1 results

# of Collaborated Products: 1 results
3. 田島裕康 (60757897)

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4. 野口篤史 (60761525)

# of Collaborated Projects: 1 results

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5. Dechant Andreas (50828845)

# of Collaborated Projects: 1 results

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6. 高前田伸也 (60738897)

# of Collaborated Projects: 1 results

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7. 吉岡健太郎 (20910566)

# of Collaborated Projects: 1 results

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8. 佐野幸恵 (60580206)

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9. Jusup Marko

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# of Collaborated Products: 1 results

Kanazawa Kiyoshi 金澤 輝代士

Research Projects

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Pioneering and realizing innovative methods to improve the efficiency of energy gene ration/utilization through quantum effects

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Exploring the thermodynamic bounds for non-Markovian classical stochastic processesPrincipal Investigator

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ゆらぎの熱力学に基づく確率的コンピューティング基盤の創出

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Seeking universal principle for nonequilibrium thermodynamics based on differential geometry

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Development of stochastic methods and microscopic theory for non-Markovian anomalous diffusion in active systemsPrincipal Investigator

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Microscopic financial data analysis for investigating high-frequency traders' dynamics and modelling liquidity simulatorsPrincipal Investigator

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Development of mathematical formulation to describe anomalous diffusion in active-matter systems from microscopic dynamicsPrincipal Investigator

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Stability analysis of foreign exchange markets based on agent-based modelsPrincipal Investigator

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Mathematical foundation of stress test simulation based on business transaction network

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[Journal Article] Quantitative statistical analysis of order-splitting behavior of individual trading accounts in the Japanese stock market over nine years2023

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[Journal Article] Does the square-root price impact law belong to the universal scaling laws?2023

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[Journal Article] A standard form of master equations for general non-Markovian jump processes: the Laplace-space embedding framework and asymptotic solution2023

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[Journal Article] A standard form of master equations for general non-Markovian jump processes: the Laplace-space embedding framework and asymptotic solution2023

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[Journal Article] Asymptotic solutions to nonlinear Hawkes processes: A systematic classification of the steady-state solutions2023

Kanazawa Kiyoshi 金澤輝代士

[Journal Article] 生命現象における拡散現象レヴィ・フライトのミクロ理論2021