Ryuji Ishizaki, Masayoshi Inoue. Exploring the Self-Exciting Dynamics of Financial Time Series: Modeling Extreme Fluctuations with the Hawkes Process. Journal of the Physical Society of Japan. 2025. 94. 4
Ryuji Ishizaki, Masayoshi Inoue, Kazuhiro Fukushima. Time series analysis and stochastic processes modeling using explosive eruption data from Japan’s Sakurajima volcano. Physica A: Statistical Mechanics and its Applications. 2025. 659
Ryuji Ishizaki, Masayoshi Inoue. Short-term Kullback-Leibler divergence analysis to extract unstable periods in financial time series. Evolutionary and Institutional Economics Review. 2024
Ryuji Ishizaki, Masayoshi Inoue. Analysis of local and global instability in foreign exchange rates using short-term information entropy. Physica A: Statistical Mechanics and its Applications. 2020. 555. 124595-124595
Ryuji Ishizaki, Masayoshi Inoue. Time-series analysis of multiple foreign exchange rates using time-dependent pattern entropy. Physica A: Statistical Mechanics and its Applications. 2018. 490. 967-974