Kanazawa Kiyoshi

カナザワキヨシ | Kanazawa Kiyoshi

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 (12)：

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
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
2021 - 2026 Microscopic financial data analysis for investigating high-frequency traders' dynamics and modelling liquidity simulators
2022 - 2024 Development of stochastic methods and microscopic theory for non-Markovian anomalous diffusion in active systems

Show all

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

ｍore...

MISC (5)：

金澤輝代士. 物理における非マルコフ過程--場の理論を用いたホークス過程の解法. 日本物理学会誌. 2021. 76. 6
金澤輝代士. 生命現象における拡散現象レヴィ・フライトのミクロ理論. 生体の科学. 2021. 72. 3
金澤輝代士. 新著紹介:ランダムウォークはじめの一歩, J. Klafter, I.M. Sokolov (秋元琢磨訳). 日本物理学会誌. 2019. 74. 1
金澤輝代士, 高安美佐子. ブラウン運動と確率過程:金融市場へのアプローチ. 数理科学,サイエンス社. 2016. 54. 1. 51-56
金澤輝代士. 微小非平衡系の熱力学的安定性と制御限界. 公益社団法人計測自動制御学会計測と制御. 2016. 55. 4. 343-349

Books (1)：

Statistical Mechanics for Athermal Fluctuation: Non-Gaussian Noise in Physics
2017 ISBN:9789811063305

Lectures and oral presentations (110)：

Stochastic thermodynamics for general non-Markovian processes
(Long-term Workshop on Frontiers in Non-equilibrium Physics 2024 2024)
Statistical physics of the long-memory order flow in financial market microstructure
(Dynamics Days Asia Pacific 13/YKIS2024 2024)
Is the square-root law universal for price impacts?: empirical validation based on microscopic datasets
(Econophysics Colloquium 2024 2024)
非マルコフ過程の場のマスター方程式:確率熱力学に向けて
(2024)
Statistical-physics theory of the long memory in market-order flows and its empirical validation in the Tokyo Stock Exchange
(DPG Spring Meetings 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)

Show all

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

Show all

※ Researcher’s information displayed in J-GLOBAL is based on the information registered in researchmap. For details, see here.

Return to Previous Page