Rchr
J-GLOBAL ID:202001011432752524   Update date: Mar. 07, 2024

Hisakado Masato

Hisakado Masato
Research field  (1): Mathematical physics and basic theory
Research keywords  (1): Critical Phenomena, Phase transition, Stochastic Process, Universality class, Machine Learning
Research theme for competitive and other funds  (2):
  • 2013 - 2016 Experimental econophysics of social learning and collective intelligence
  • 1998 - 1998 光ファイバーと幾何学模型に対する可積分方程式の応用
Papers (60):
  • Nguyen Thi Minh Hue, Do Phuong Huyen, Takuya Kaneko, Masato Hisakado, My Nguyen. Merton Model as a Tool to Detect Default Risk via Visualized Banking Network: Vietnamese Evidence. Proceedings of the 11th International Conference on Emerging Challenges: Smart Business and Digital Economy 2023. 2024
  • Shintaro Mori, Shogo Nakamura, Kazuaki Nakayama, Masato Hisakado. Phase Transition in Ant Colony Optimization. Physics. 2023. 6. 1. 123-137
  • Kotaro Sakuraba, Wataru Kurebayashi, Masato Hisakado, Shintaro Mori. Self-exciting negative binomial distribution process and critical properties of intensity distribution. Evolutionary and institutional economics review. 2023
  • Masato Hisakado, Kodai Hattori Shintaro Mori. Multi-dimensional Self-Exciting NBD Process and Default Portfolios. The Review of Socionetwork Strategies. 2022. 16. 493-512
  • Masato Hisakado, Kodai Hattori, Shintaro Mori. From the multiterm urn model to the self-exciting negative binomial distribution and Hawkes processes. Physical Review E. 2022. 106. 034106
more...
MISC (22):
  • Shintaro Mori, Masato Hisakado, Kazuaki Nakayama. A voter model on networks and multivariate beta distribution. 2018
  • 守, 久門, 高橋. 壺の2択クイズの情報カスケード実験:実験の手順とデータアーカイブ. 統計数里研究所共同研究リポート. 2016. 360. 12. 87-92
  • 守, 入江, 久門. 2択のクイズを用いた情報カスケード実験:データ解析. 統計数里研究所共同研究リポート. 2015. 332. 11. 54-65
  • Mori S., Hino M., Hisakado M., Takahashi T. 8aAR-8 Detection of non self-correcting nature in information cascade experiments. Meeting abstracts of the Physical Society of Japan. 2014. 69. 2. 129-129
  • 守, 入江, 久門, 高橋. 2択のクイズを用いた情報カスケード実験:実験の手順とデータアーカイブについて. 統計数里研究所共同研究リポート. 2014. 311. 100%. 1-12月
more...
Patents (1):
  • 財務リスク管理装置、財務リスク管理プログラム及び記憶媒体
Books (4):
  • Digital Designs for Money, Markets, and Social Dilemmas (Evolutionary Economics and Social Complexity Science, 28)
    2022 ISBN:9811909369
  • Network Theory and Agent-Based Modeling in Economics and Finance
    2020 ISBN:9811383219
  • Advanced studies of financial technologies and cryptocurrency markets
    Springer 2020 ISBN:9811544972
  • Applications of data-centric science to social design : Qualitative and quantitative understanding of collective human behavior
    Springer 2019 ISBN:9811071934
Lectures and oral presentations  (20):
  • 壺プロセスからホークス過程への道筋とデフォルト・ポートフォリオへの影響
    (2021年度 CIGS経済・社会との分野横断的研究会<オンライン> 2021)
  • 情報カスケードと相転移
    (特別セミナー 日本大学文理学部 2020)
  • ネットワークを考慮したデフォルト確率の推定方法について
    (第19回 人工知能学会 金融情報学研究会(SIG-FIN 2017)
  • 2ch.net の書き込みデータの統計的法則と Pitman 分布
    (第一回計算社会科学ワークショップ 2017)
  • 株価をつかった金融ネットワーク
    (金融庁 2016)
more...
Works (31):
  • Inspection manual for deposit-taking institutions Checklist for market risk management
    1999 - 2019
  • P ́olya urn and Pitman sampling formula in 2ch.net posting data
    S Mori M Hisakado 2017 -
  • 日本SME格付け
    2005 - 2014
  • 中小企業クレジットモデル
    2003 - 2014
  • S&P CreditModel
    Standard&Poor's 2001 - 2014
more...
Education (3):
  • 1993 - 1996 The University of Tokyo Graduate School of Science Doctoral Program Physics Department
  • 1991 - 1993 The University of Tokyo Graduate School of Science Master Program Department of Physics
  • 1987 - 1991 The University of Tokyo Faculty of Science Department of Physics
Awards (1):
  • 2007 - Standard &Poor”s CEO Award Development of SME raring
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