増川純一

マスカワジュンイチ | Maskawa Jun'ichi

所属機関・部署：
職名：教授
ホームページURL (1件)： http://www.seijo.ac.jp/faeco/orig/seminar/teachers/keiei/jun-ichi_masukawa.html

研究分野 (4件)：数理物理、物性基礎 , 経営学 , 安全工学 , 社会システム工学

研究キーワード (4件)：複雑系 , 金融市場 , 経済物理学 , Econophysics

競争的資金等の研究課題 (7件)：

全件表示

論文 (13件)：

Koji Kuroda, Jun-ichi Maskawa. Exogenous shock and multifractal random walk. Evolutionary and Institutional Economics Review. 2019. 16. 1. 213-238
Jun-ichi Maskawa, Koji Kuroda. Multiplicative random cascades with additional stochastic process in financial markets. Evolutionary and Institutional Economics Review. 2018. 15. 2. 515-529
Jun-ichi Maskawa. Collective Behavior of Market Participants during Abrupt Stock Price Changes. PLOS ONE. 2016. 11. 8. e0160152.
Koji Kuroda, Jun-ichi Maskawa, Murai Joshin. Application of the Cluster Expansion to a Mathematical Model of the Long Memory Phenomenon in a Financial Market. Journal of Statistical Physics. 2013. 152. 706-723
Jun-ichi Maskawa, Joshin Murai, Koji Kuroda. Market-wide price co-movement around crashes in the Tokyo Stock Exchange. Evolutionary and Institutional Economics Review. 2013. 10. 1. 81-92

MISC (6件)：

書籍 (2件)：

講演・口頭発表等 (11件)：

Multiplicative random cascades with additional stochastic process in financial markets
(Asia-Pacific Econophysics Conference 2018 2018)
Collective behavior in market participants with different time horizons
(The 23rd Annual Workshop on Economic Science with Heterogeneous Interacting Agents 2018)
Empirical study on random cascades among different time horizons in stock markets
(13TH ECONOPHYSICS COLLOQUIUM & 9TH POLISH SYMPOSIUM ON PHYSICS IN ECONOMY AND SOCIAL SCIENCES 2017)
Collective behavior in market participants with different time horizons
(ASIA-PACIFIC ECONOPHYSICS CONFERENCE 2016 2016)
Collective behaviors of market participants during special quote in stock market crashes and jumps
(International Conference on Social Modeling and Simulation, plus Econophysics Colloquium 2014 2014)

学歴 (2件)：

学位 (1件)：

所属学会 (3件)：

日本シミュレーション学会 , 進化経済学会 , 日本物理学会

※　J-GLOBALの研究者情報は、researchmapの登録情報に基づき表示しています。登録・更新については、こちらをご覧ください。

増川 純一