KAIZOJI, Taisei

カイゾウジ, タイセイ | KAIZOJI, Taisei

Affiliation and department：
Job title： Professor
Homepage URL (1)： https://www.researchgate.net/profile/Taisei-Kaizoji/stats

Research field (4)： Social systems engineering , Money and finance , Theoretical economics , Safety engineering

Research keywords (4)：経済物理学 , ファイナンス , 金融経済学 , マクロ経済学

Research theme for competitive and other funds (6)：

2019 - 2022 決済手段としての暗号通貨の取引ネットワーク構造と取引市場ダイナミクスの解明
2017 - 2020 バブル崩壊の予測とバブル崩壊がマクロ経済に与える影響の研究
2014 - 2017 A study on resilience from systemic risks in the socio-economic system
2013 - 2017 Building a model of bubbles and crashes and the empirical verification
2008 - 2011 Study on mechanisms of bubbles and crashes in asset markets

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Papers (42)：

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MISC (16)：

Lukáš Pichl, Zheng Nan and Taisei Kaizoji. Time Series Analysis of Ether Cryptocurrency Prices: Efficiency, Predictability, and Arbitrage on Exchange Rates. Advanced Studies on Financial Technologies and Cryptocurrency Markets. 2020. 183-196
Zheng Nana and Taisei Kaizoji. The optimal foreign exchange futures hedge on the bitcoin exchange rate: an application to the U.S. dollar and the Euro. Advanced Studies on Financial Technologies and Cryptocurrency Markets. 2020. 163-182
Takeshi Yoshihara, Tomoo Inoue, Taisei Kaizoji. Time Series Analysis of Relationships among Crypto-asset Exchange Rates. Advanced Studies on Financial Technologies and Cryptocurrency Markets. 2020. 139-162
Lukáš Pichl, Cheoljun Eom, Enrico Scalas and Taisei Kaizoji. Financial Innovations and Blockchain Applications: New Digital Paradigms in Global Cybersociety. Advanced Studies on Financial Technologies and Cryptocurrency Markets. 2020. 1-9
Cheoljun Eom, Taisei Kaizoji, Giacomo. Livan, and Enrico Scala. Inherent Limitations of Portfolio Diversification through Fat Tails of the Return Distributions: An Empirical Evidence. The North American Journal of Economics and Finance. 2020. 56. 101358

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Books (4)：

Advanced Studies on Financial Technologies and Cryptocurrency Markets
Springer Nature Singapore Pte Ltd 2020
Network Theory and Agent-Based Modeling in Economics and Finance
Springer Nature Singapore 2019
Market Bubble and Crash, in Rama Cont (ed.) Encyclopedia of Quantitative Finance
Wiley 2010 ISBN:9780470057568
The Complex Networks of Economic Interactions: Essays in Agent-Based Economics and Econophysics (Lecture Notes in Economics and Mathematical Systems)
Springer-Verlag Berlin Heidelberg 2005 ISBN:9783540287261

Lectures and oral presentations (20)：

Why does power law for share price hold?
(Econophyiscs 2015 2015)
Bubbles and Crashes: Modeling from the point of view of statistical physics
(The Econophysics Colloquium 2013 and the Asia Pacific Econophysics Conference 2013)
Lessons from Global Financial Crises in 2000s
(Seminar in Ministry of Finance in Vietnam 2012)
Power Laws and Financial Crises
(Econophysics Colloquium 2010 2010)
Concentration and Collapse in Markets: A Mechanism Leading From Bubbles To Crashes
(APFA 7- Application of Physics in Financial Analysis 2009)

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Education (1)：

Professional career (3)：

Work history (19)：

2017/04 - 現在 Graduate School of Arts and Sciences, International Christian University Professor
2009/04 - 現在 International Christian University College of Liberal Arts Division of Arts and Sciences Professor
2005/04 - 現在 Professor
2014/04 - 2016/03 国際基督教大学大学院公共政策・社会研究専攻教授
2014/04 - 2016/03 Professor

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Committee career (7)：

2014 - 現在 Physics of Society-Econophysics and Sociophysics (Book Series of Cambridge University Press) Editorial board member
2009 - 現在 Economics-The Open Access Open-Assessment E-Journal An associate Editor
2007/04 - 現在情報処理学会論文誌「数理モデル化と応用」編集委員
2006 - 現在 The Society for Economic Sciences with Heterogeneous Interacting Agents A member of Council
2006 - 現在 Journal of Economic Interaction and Coordination (Springer) A member of the editorial board

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Association Membership(s) (2)：

The Society for Economic Sciences with Heterogeneous Interacting Agents , The Society for Computational Economics

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