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金澤 輝代士

ALUMNI 2025年10月現在、筑波大学が主たる所属機関ではありません

Kanazawa, Kiyoshi

京都大学 , 大学院理学研究科 物理学・宇宙物理学専攻 , 准教授
Kyoto University , Graduate School of Science Division of Physics and Astronomy , Associate professor

https://kzkiyoshi.wixsite.com/main

https://scholar.google.co.jp/citations?user=XE2XapQAAAAJ&hl=ja

Extending Einstein’s description to self-propelled particles

2020-06-30

金澤 輝代士
レヴィ・フライトと呼ばれる物質の異常拡散の微視的な仕組みを数理的に解明　～ブラウン運動とは異なる現実世界のランダムな拡散を理論化～

2020-06-09

金澤 輝代士
オープンアクセス版の論文は「つくばリポジトリ」で読むことができます。
  1. 1. Stochastic thermodynamics for classical non-Markov jump processes Kiyoshi Kanazawa; Andreas Dechan
      arXiv:2506.04726 (2025)
  2. 2. Why do financial prices exhibit Brownian motion despite predictable order flow? Yuki Sato; Kiyoshi Kanazawa
      arXiv:2502.17906 Search... (2025)
  3. 3. The "double" square-root law: Evidence for the mechanical origin of market impact using Tokyo Stock Exchange data Guillaume Maitrier; Grégoire Loeper; Kiyoshi Kanazawa; Jean-Philippe Bouchaud
      arXiv:2502.16246 (2025)
  4. 4. Does the square-root price impact law belong to the strict universal scalings?: quantitative support by a complete survey of the Tokyo stock exchange market Yuki Sato; Kiyoshi Kanazawa
      arXiv:2411.13965 (2024)
  5. 5. Standard form of master equations for general non-Markovian jump processes: The Laplace-space embedding framework and asymptotic solution Kiyoshi Kanazawa; Didier Sornette
      Physical Review Research 6: 023270 (2024) Semantic Scholar
  6. 6. Exact solution to a generalised Lillo-Mike-Farmer model with heterogeneous order-splitting strategies Yuki Sato; Kiyoshi Kanazawa
      Journal of Statistical Physics 191: (2024) Semantic Scholar
  7. 7. Quantitative statistical analysis of order-splitting behaviour of individual trading accounts in the Japanese stock market over nine years Yuki Sato; Kiyoshi Kanazawa
      Physical Review Research 5: 043131 (2023) Semantic Scholar
  8. 8. Inferring microscopic financial information from the long memory in market-order flow: A quantitative test of the Lillo-Mike-Farmer model Yuki Sato; Kiyoshi Kanazawa
      Physical Review Letters 131: 197401 (2023) Semantic Scholar
  9. 9. 価格インパクトの平方根則は普遍スケーリング則か？ Yuki Sato; Kiyoshi Kanazawa
      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)
  10. 10. Asymptotic solutions to nonlinear Hawkes processes: A systematic classification of the steady-state solutions Kiyoshi Kanazawa; Didier Sornette
      Physical Review Research 5: 013067 (2023) Semantic Scholar
  11. 11. Exact solution to two-body financial dealer model: revisited from the viewpoint of kinetic theory Kiyoshi Kanazawa; Hideki Takayasu; Misako Takayasu
      Journal of Statistical Physics 190: 8 (2022) Semantic Scholar
  12. 12. 東京証券取引所における注文分割行動に関する戦略クラスタリング 佐藤優輝; 金澤輝代士
      第28回 人工知能学会 金融情報学研究会（SIG-FIN） (2022)
  13. 13. Social physics Marko Jusup; Petter Holme; Kiyoshi Kanazawa; Misako Takayasu (+10 著者) Matjaz Perc
      Physics Reports 948: 1 (2022) Semantic Scholar
  14. 14. Ubiquitous power law scaling in nonlinear self-excited Hawkes processes Kiyoshi Kanazawa; Didier Sornette
      Physical Review Letters 127: 188301 (2021) Semantic Scholar
  15. 15. Nonuniversal Power Law Distribution of Intensities of the Self-Excited Hawkes Process: A Field-Theoretical Approach Kiyoshi Kanazawa; Didier Sornette
      Physical Review Letters 125: 138301 (2020) Semantic Scholar
  16. 16. Field master equation theory of the self-excited Hawkes process Kiyoshi Kanazawa; Didier Sornette
      Physical Review Research 2: 033442 (2020) Semantic Scholar
  17. 17. Loopy Lévy flights enhance tracer diffusion in active suspensions 金澤 輝代士; 佐野友彦; Andrea Cairoli; Adrian Baule
      Nature 579: 364 (2020) Semantic Scholar
  18. 18. Ecology of trading strategies in a forex market for limit and market orders Takumi Sueshige; Kiyoshi Kanazawa; Hideki Takayasu; Misako Takayasu
      PLOS ONE 13: e0208332 (2018) Semantic Scholar
  19. 19. 実時系列データ解析に基づく外国為替市場トレーダーの戦略クラスタリング 末重拓己; 金澤輝代士; 高安秀樹; 高安美佐子
      自動制御連合講演会講演論文集第61回自動制御連合講演会 (2018)
  20. 20. Empirical scaling relations of market event rates in foreign currency market JF Boilard; K Kanazawa; H Takayasu; M Takayasu
      Physica A: Statistical Mechanics and its Applications 509: 1152 (2018) Semantic Scholar
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  1. 1. Statistical Mechanics for Athermal Fluctuation: Non-Gaussian Noise in Physics 金澤 輝代士
    2017年 (ISBN: 9789811063305)

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