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J-GLOBAL ID:201801007986258747   Update date: Feb. 12, 2025

Kanazawa Kiyoshi

カナザワ キヨシ | Kanazawa Kiyoshi
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Affiliation and department:
Job title: Associate professor
Homepage URL  (1): https://kanazawa.scphys.kyoto-u.ac.jp/
Research field  (1): Mathematical physics and basic theory
Research keywords  (10): Nonequilibrium statistical mechanics ,  生物物理学 ,  アクティブマター ,  Thermodynamics ,  Statistical Mechanics ,  Data science ,  Econophysics ,  Market Microstructure ,  Stochastic process ,  Statistical Physics
Research theme for competitive and other funds  (15):
  • 2023 - 2028 ゆらぎの熱力学に基づく確率的コンピューティング基盤の創出
  • 2024 - 2027 Pioneering and realizing innovative methods to improve the efficiency of energy gene ration/utilization through quantum effects
  • 2022 - 2027 Seeking universal principle for nonequilibrium thermodynamics based on differential geometry
  • 2024 - 2027 非マルコフ古典確率過程の熱力学限界の探求
  • 2022 - 2027 Seeking universal principle for nonequilibrium thermodynamics based on differential geometry
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Papers (41):
  • Kiyoshi Kanazawa, Didier Sornette. Standard form of master equations for general non-Markovian jump processes: The Laplace-space embedding framework and asymptotic solution. Physical Review Research. 2024. 6. 023270
  • Yuki Sato, Kiyoshi Kanazawa. Exact solution to a generalised Lillo-Mike-Farmer model with heterogeneous order-splitting strategies. Journal of Statistical Physics. 2024. 191. 58
  • Yuki Sato, Kiyoshi Kanazawa. Quantitative statistical analysis of order-splitting behaviour of individual trading accounts in the Japanese stock market over nine years. Physical Review Research. 2023. 5. 043131
  • Yuki Sato, Kiyoshi Kanazawa. Inferring microscopic financial information from the long memory in market-order flow: A quantitative test of the Lillo-Mike-Farmer model. Physical Review Letters. 2023. 131. 197401
  • Yuki Sato, Kiyoshi Kanazawa. 価格インパクトの平方根則は普遍スケーリング則か?. 人工知能学会第二種研究会資料(第30回 人工知能学会 金融情報学研究会,SIG-FIN). 2023
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MISC (5):
Books (1):
  • Statistical Mechanics for Athermal Fluctuation: Non-Gaussian Noise in Physics
    2017 ISBN:9789811063305
Lectures and oral presentations  (114):
  • Master equations for general non-Markovian processes: the Hawkes process and beyond
    (Riken iTHEMS/BDR seminar 2025)
  • 東京証券取引所におけるミクロデータ分析:機関投資家の注文分割行動とその影響
    (金融工学・数理計量ファイナンスの諸問題 2024 2024)
  • フーリエ変換を用いた非マルコフ過程の埋め込みと詳細釣り合い条件
    (日本物理学会第79回年次大会 2024)
  • Macroscopic effect of large metaorder splitting on financial markets: predictability of the order flow and market resilience
    (2024)
  • Stochastic thermodynamics for general non-Markovian processes
    (Long-term Workshop on Frontiers in Non-equilibrium Physics 2024 2024)
more...
Education (4):
  • 2012 - 2015 Kyoto university
  • 2010 - 2012 Kyoto university
  • 2008 - 2010 The university of Tokyo Faculty of science Department of Physics
  • 2006 - 2008 The university of Tokyo
Professional career (1):
  • PhD. (Science) (Kyoto University)
Work history (6):
  • 2023/03 - 現在 Kyoto University Graduate School of Science Division of Physics and Astronomy Associate professor
  • 2019/04 - 2023/03 The university of Tsukuba
  • 2020/11 - 2023/03 JSTさきがけ兼任(革新的コンピューティング技術の開拓)
  • 2016/04 - 2019/03 Tokyo Institute of Technology
  • 2015/04 - 2016/03 Tokyo Institute of Technology JSPS Fellowship (PD)
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Committee career (1):
  • 2017/10 - 2018/09 一般社団法人日本物理学会 領域運営委員(領域11)
Awards (7):
  • 2022/10 - 7th workshop on Complexity in Economics and Finance Best Presentation Award Statistical analysis of a microscopic financial dataset for the long-range correlation of the order flow
  • 2020/12 - University of Tsukuba 2020 Best Faculty Member, University of Tsukuba
  • 2020/11 - University of Tsukuba Young Scientist Award, University of Tsukuba
  • 2018/10 - 2017年度 優秀論文賞 外国為替市場の個々のトレーダのトラッキング解析:ミクロモデルの提案とその平均場理論
  • 2018/09 - Challenging Research President's Honorary Award 実データ解析・理論解析に基づく外国為替市場のミクロ動力学の解明
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