Publication

Selected papers

    [経済物理:金融市場マーケットマイクロストラクチャ]
  1. K. Kanazawa, T. Sueshige, H. Takayasu, and M. Takayasu,
    Derivation of the Boltzmann equation for financial Brownian motion: Direct observation of the collective motion of high-frequency traders.
    Phys. Rev. Lett. 120, 138301 (2018); (arXiv:1703.06739)
  2. K. Kanazawa, T. Sueshige, H. Takayasu, and M. Takayasu,
    Kinetic Theory for Financial Brownian Motion from Microscopic Dynamics.
    Phys. Rev. E 98, 052317 (2018); (arXiv: 1802.05993)

  3. [広い意味での統計物理・確率過程]
  4. K. Kanazawa, T. G. Sano, A. Cairoli, and A. Baule,
    Loopy Lévy flights enhance tracer diffusion in active suspensions.
    Nature 579, 364 (2020); (arXiv:1906.00608)
  5. K. Kanazawa, T.G. Sano, T. Sagawa, and H. Hayakawa,
    Minimal Model of Stochastic Athermal Systems: Origin of Non-Gaussian Noise.
    Phys. Rev. Lett. 114, 090601 (2015); (arXiv:1407.5267)
  6. K. Kanazawa and D. Sornette,
    Non-universal power law distribution of intensities of the self-excited Hawkes process: a field-theoretical approach.
    Phys. Rev. Lett. 125, 138301 (2020); (arXiv: 2001.01195)

Journal articles (referred)

  1. M. Jusup, P. Holme, K. Kanazawa, et al.,
    Social physics.
    Phys. Rep. 948, 1 (2022); (arXiv:2110.01866)
  2. K. Kanazawa and D. Sornette,
    Ubiquitous power law scaling in nonlinear self-excited Hawkes processes.
    Phys. Rev. Lett. 127, 188301 (2021); (arXiv:2102.00242)
  3. K. Kanazawa and D. Sornette,
    Field master equation theory of the self-excited Hawkes process.
    Phys. Rev. Research 2, 033442 (2020); (arXiv:2001.01197)
  4. K. Kanazawa and D. Sornette,
    Non-universal power law distribution of intensities of the self-excited Hawkes process: a field-theoretical approach.
    Phys. Rev. Lett. 125, 138301 (2020); (arXiv: 2001.01195)
  5. K. Kanazawa, T. G. Sano, A. Cairoli, and A. Baule,
    Loopy Lévy flights enhance tracer diffusion in active suspensions.
    Nature 579, 364 (2020); (arXiv:1906.00608)
  6. T. Sueshige, K. Kanazawa, H. Takayasu, and M. Takayasu,
    Ecology of trading strategies in a forex market for limit and market orders.
    PLoS one 13, e0208332 (2018)
  7. K. Kanazawa, T. Sueshige, H. Takayasu, and M. Takayasu,
    Kinetic Theory for Financial Brownian Motion from Microscopic Dynamics.
    Phys. Rev. E 98, 052317 (2018); (arXiv: 1802.05993)
  8. J.-F. Boilard, K. Kanazawa, H. Takayasu, and M. Takayasu,
    Empirical scaling relations of market event rates in foreign currency market.
    Physica A 509, 1152 (2018)
  9. K. Kanazawa, T.G. Sano, T. Sagawa, and H. Hayakawa,
    Minimal Model of Stochastic Athermal Systems: Origin of Non-Gaussian Noise.
    Phys. Rev. Lett. 114, 090601 (2015); (arXiv:1407.5267)
    Highlighted in Physics, Physics Today, and Physics Buzz, managed by American Physical Society
  10. T.G Sano, K. Kanazawa, and H. Hayakawa,
    Granular rotor as a probe for a nonequilibrium bath.
    Phys. Rev. E 94, 032910 (2016); (arXiv:1511.0859)
  11. K. Kanazawa, T.G. Sano, T. Sagawa, and H. Hayakawa,
    Asymptotic derivation of Langevin-like equation with non-Gaussian noise and its analytical solution.
    J. Stat. Phys. 160, 1294 (2015); (arXiv:1412.2233)
  12. K. Kanazawa, T.G. Sano, T. Sagawa, and H. Hayakawa,
    Minimal Model of Stochastic Athermal Systems: Origin of Non-Gaussian Noise.
    Phys. Rev. Lett. 114, 090601 (2015); (arXiv:1407.5267)
  13. E. Fodor, K. Kanazawa, H. Hayakawa, P. Visco, and F. van Wijland,
    Energetics of active fluctuations in living cells.
    Phys. Rev. E 90, 042724 (2014); (arXiv:1406.1732)
  14. K. Kanazawa, T. Sagawa, and H. Hayakawa,
    Energy pumping in electrical circuits under avalanche noise.
    Phys. Rev. E 90, 012115 (2014); (arXiv:1404.2109)
  15. K. Kanazawa, T. Sagawa, and H. Hayakawa,
    Heat conduction induced by non-Gaussian athermal fluctuations.
    Phys. Rev. E 87, 052124 (2013); (arXiv:1209.2122)
  16. K. Kanazawa, T. Sagawa, and H. Hayakawa,
    Stochastic Energetics for Non-Gaussian Processes.
    Phys. Rev. Lett. 108, 210601 (2012); (arXiv: 1111.5906)

Books

  1. K. Kanazawa,
    Statistical Mechanics for Athermal Fluctuation: Non-Gaussian Noise in Physics.
    Published from Springer Theses (2017)

Proceedings (referred)

  1. T. Hamano, K. Kanazawa, H. Takayasu, and M. Takayasu,
    A Dealer Model of Foreign Exchange Market with Finite Assets.
    Proceedings of the Asia-Pacific Econophysics Conference 2016, 011012 (2017)
  2. J.-F. Boilard, K. Kanazawa, H. Takayasu, and M. Takayasu,
    Replication of Cancellation Orders Using First-Passage Time Theory in Foreign Currency Market.
    Proceedings of the Asia-Pacific Econophysics Conference 2016, 011014 (2017)
  3. T. Sueshige, K Kanazawa, H Takayasu, and M Takayasu,
    Time-Variation of Imbalance of Order Book in Foreign Exchange Market.
    Proceedings of the Asia-Pacific Econophysics Conference 2016, 011008 (2017)