Research field (4):
Mathematical physics and basic theory
, Business administration
, Safety engineering
, Social systems engineering
Research keywords (4):
複雑系
, 金融市場
, 経済物理学
, Econophysics
Research theme for competitive and other funds (7):
2009 - 経済物理学を用いた需要予測手法の研究
投機的市場の不安定性とニュースの価格インパクトに関する実証的研究
時系列のノード間相関が作るネットワーク構造の研究
連続オークション市場における価格形成の研究
株式市場における暴騰・暴落のメカニズムの研究
Price formation by continuous double auction
Study on Economy as Non-equilibrium Phenomenon
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Papers (13):
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, 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
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)