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J-GLOBAL ID：200901019557598830   Update date: Jan. 30, 2024

Murai Joshin

ムライ ジョウシン | Murai Joshin
Affiliation and department：
Okayama University Graduate School of Humanities and Social Sciences

About Okayama University Graduate School of Humanities and Social Sciences


Job title： Professor
Research field  (4)： Safety engineering ,  Social systems engineering ,  Applied mathematics and statistics ,  Basic mathematics
Research keywords  (4)： 経済物理学 ,  確率論 ,  Econophysics ,  Probability Theory
Research theme for competitive and other funds  (9)：
  • 2018 - 2023 自己励起型ポリマーモデルによる株式市場の時間相関の研究
  • 2015 - 2019 Statistical mechanical study of stochastic models for time correlation in stock markets
  • 2009 - 2014 Empirical study and construction of stochastic processes on the long memory property of the time series of trade signs in a stock market.
  • 2004 - 2006 Study of asymptotic theory for representations of symmetric groups from the viewpoint of scaling limits for probability models
  • 2003 - 2006 Research of fluctuations of phase boundaries in large interacting systems from the probabilistic point of view
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Papers (30)：
  • Jun-ichi Maskawa, Koji Kuroda, Joshin Murai. Multiplicative random cascades with additional stochastic process in financial markets. Evolutionary and Institutional Economics Review. 2018. 15. 2. 515-529
  • Joshin Murai. A model of transaction signs with order splitting and public information. Evolutionary and Institutional Economics Review. 2016. 13. 2. 469-480
  • 村井浄信. 公開情報と取引符号. The Institute of Statistical Mathematics Cooperative Research Report. 2016. 360. 116-125
  • 村井浄信. 公開情報への反応関数をもつポリマーモデルにおける大数の強法則. 岡山大学経済学会雑誌. 2016. 47. 2. 117-128
  • Joshin Murai. Signs of market orders and human dynamics. Proceedings of the International Conference on Social Modeling and Simulation, plus Econophysics Colloquium 2014. 2015. 39-50
ｍore...
MISC (3)：
  • K.Kuroda, J.Murai. Stock price process and the long-range percolation. Practical Fruits of Econophysics. 2005
  • 黒田耕嗣, 村井浄信. Stock price process and the long-range percolation. 数理解析研究所講究録. 2004
  • 黒田耕嗣, 村井浄信. Stock price process and the long-range percolation. 共同研究集会「経済の数理解析」予稿集. 2003
Books (5)：
  • 株式市場のマルチフラクタル解析
    日本評論社 2021 ISBN:9784535789050
  • 株価の経済物理学
    培風館 2011
  • Econophysics and stock price
    BAIFUKAN CO., LTD 2011
  • ファイナンス・保険数理の現代的課題
    日本大学文理学部 2008
  • フラクタル幾何学
    共立出版 2006
Lectures and oral presentations  (36)：
  • 注文分割と公開情報による取引符号モデル
    (経済物理とその周辺 2016)
  • 公開情報への反応関数をもつポリマーモデルにおけるトレンド項
    (無限粒子系、確率場の諸問題XI 2015)
  • 注文分割と公開情報による取引符号モデル
    (経済物理学 2015: 新たな方向性を求めて 2015)
  • A model of order signs under multiple order splitting and public information
    (ECONOPHYS-2015 2015)
  • 公開情報と取引符号
    (経済物理とその周辺 2015)
ｍore...
Education (2)：
  • - 1997 Osaka University
  • - 1990 Osaka University School of Science Department of Mathematics
Professional career (1)：
  • 博士(理学) (大阪大学)
Work history (4)：
  • 2004 - 2012 岡山大学社会文化科学研究科 准教授
  • 2004 - 2012 Associate Professor,Graduate School of Humanities and Social Sciences,Okayama University
  • 2012 - - 岡山大学社会文化科学研究科 教授
  • 2012 - - Professor,Graduate School of Humanities and Social Sciences,Okayama University
Association Membership(s) (2)：
日本数学会 ,  進化経済学会
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