Publication
Selected papers
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[経済物理:金融市場マーケットマイクロストラクチャ]
- 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) - 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) - 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) - 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) - 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)
[広い意味での統計物理・確率過程]
Journal articles (referred)
- M. Jusup, P. Holme, K. Kanazawa, et al.,
Social physics.
Phys. Rep. 948, 1 (2022); (arXiv:2110.01866) - K. Kanazawa and D. Sornette,
Ubiquitous power law scaling in nonlinear self-excited Hawkes processes.
Phys. Rev. Lett. 127, 188301 (2021); (arXiv:2102.00242) - K. Kanazawa and D. Sornette,
Field master equation theory of the self-excited Hawkes process.
Phys. Rev. Research 2, 033442 (2020); (arXiv:2001.01197) - 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) - 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) - 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) - 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) - 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) - 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 - 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) - 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) - 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) - 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) - K. Kanazawa, T. Sagawa, and H. Hayakawa,
Energy pumping in electrical circuits under avalanche noise.
Phys. Rev. E 90, 012115 (2014); (arXiv:1404.2109) - K. Kanazawa, T. Sagawa, and H. Hayakawa,
Heat conduction induced by non-Gaussian athermal fluctuations.
Phys. Rev. E 87, 052124 (2013); (arXiv:1209.2122) - K. Kanazawa, T. Sagawa, and H. Hayakawa,
Stochastic Energetics for Non-Gaussian Processes.
Phys. Rev. Lett. 108, 210601 (2012); (arXiv: 1111.5906)
Books
- K. Kanazawa,
Statistical Mechanics for Athermal Fluctuation: Non-Gaussian Noise in Physics.
Published from Springer Theses (2017)
Proceedings (referred)
- 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) - 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) - 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)