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J-GLOBAL ID:200901019557598830   Update date: Sep. 19, 2024

Murai Joshin

ムライ ジョウシン | Murai Joshin
Affiliation and department:
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  (35):
  • 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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