ICU Researchers Information System

（Last updated : 2017-08-12 22:49:14）

KAIZOJI, Taisei
Professor

Division of Arts and Sciences, College of Liberal Arts, International Christian University

■ Academic Background

1.	1999/12 Degree Acquisition	Tokyo Institute of Technology, Doctor of Arts and Sciences
2.	1982/04～1986/03	Waseda University, Graduated,

■ Professional Background

1.	2017/04～	Manager(Dean), Dean of Graduate School, International Christian University
2.	2013/12～2014/02	the Universitat Jaume I of Castellón, Economics Department, Spain, Visiting Professor
3.	2011/04～2013/03	JDS Program Coordinator, International Christian University
4.	2010/04～2012/03	Chair, Dept. of Economics and Business, International Christian University
5.	2007/08～2008/08	ETH Zurich, Department of Management, Technology and Economics, Switzerland, Visting Professor
6.	2000/10～2001/08	University of Kiel, Department of Economics, Germany, Visiting Professor
7.	1993/09～1994/08	University of Southern California, Department of Economics, USA, Visiting Research fellow
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■ Present Specialized Fields

Economic theory, Money/ Finance, Social systems engineering/ Safety system

■ Main Course Titles

Economics, Econophysics

■ Books and Articles

1.	Book	Market Bubble and Crash, in Rama Cont (ed.) Encyclopedia of Quantitative Finance (Collaboration) 2010/04
2.	Book	The Complex Networks of Economic Interactions: Essays in Agent-Based Economics and Econophysics (Lecture Notes in Economics and Mathematical Systems) (Collaboration) 2005/12
3.	Article	Analysis of Market Trend Regimes for March 2011, USDJPY Exchange Rate Tick Data (Collaboration) 2016
4.	Article	Power Law Distributions for Share Price and Financial Indicators: Analysis at the Regional Level (Collaboration) 2016
5.	Article	Why does the power law for stock price hold? (Collaboration) 2016
6.	Article	Effects of the market factor on portfolio diversification: the case of market crashes 2015
7.	Article	Super-exponential endogenous bubbles in an equilibrium model of fundamentalist and chartist traders (Collaboration) 2015
8.	Article	Using Neural Networks for Forecasting of Commodity Time Series Trends (Collaboration) 2013
9.	Article	Full characterization of the fractional Poisson process (Collaboration) 2011
10.	Article	Temporal evolution into a more efficient stock market 2011
11.	Article	Multiple equilibria and chaos in a discrete tâtonnement process (Single) 2010
12.	Article	Effect of changing data size on eigenvalues in the Korean and Japanese stock markets (Collaboration) 2009
13.	Article	Group dynamics of the Japanese market (Collaboration) 2008
14.	Article	Increasing market efficiency in the stock markets (Collaboration) 2008
15.	Article	Symbolic analysis of indicator time series by quantitative sequence alignment (Collaboration) 2008
16.	Article	Volatility return intervals analysis of the Japanese market (Collaboration) 2008
17.	Article	Econophysics Colloquium 2006 and Third Bonzenfreies Colloquium (Collaboration) 2007/09
18.	Article	Correlation patterns of NIKKEI index constituents: Towards a mean field model (Collaboration) 2007
19.	Article	Forecasting and volatility in the Tokyo Stock Market: The advantage of long memory models (Collaboration) 2007
20.	Article	Quantitative agent-based firm dynamics simulation with parameters estimated by financial and transaction data analysis (Collaboration) 2007
21.	Article	Quantitative agent-based firm dynamics simulation with parameters estimated on financial and transaction data analysis (Collaboration) 2007
22.	Article	Regional Business Cycle Synchronization without Interregional Trade Linkages (Collaboration) 2007
23.	Article	Response of firm agent network to exogenous shock (Collaboration) 2007
24.	Article	Stylized facts in internal rates of return on stock index and its derivative transactions (Collaboration) 2007
25.	Article	An interacting-agent model of financial markets from the viewpoint　of nonextensive statistical mechanics (Single) 2006
26.	Article	Correlation in business networks (Collaboration) 2006
27.	Article	On the Symbolic Analysis of Market Indicators with the Dynamic Programming Approach (Collaboration) 2006
28.	Article	Power laws and market crashes: Empirical laws on bursting bubbles (Single) 2006
29.	Article	Precursors of Market Crashes: Empirical laws of the Japan’s internet bubbles (Single) 2006
30.	Article	Re-examination of the size distribution of firms (Collaboration) 2006
31.	Article	Relationship between trader types and their long-run wealth in an artificial financial market (Collaboration) 2006
32.	Article	Waiting times between orders and trades in double-auction markets (Collaboration) 2006
33.	Article	Collective Efficiency in Two-Side Matching (Collaboration) 2005
34.	Article	Spatial distribution of large income earners: an empirical study on the formation of exclusive residential districts (Single) 2005
35.	Article	Spatial distribution of large income earners: an empirical study on the formation of exclusive residential districts (Single) 2005
36.	Article	Statistical properties of the volatility and a stochastic model of markets with heterogeneous agents (Single) 2005
37.	Article	A mechanism leasing bubbles to crashes: the case of the Japanese land markets (Collaboration) 2004
38.	Article	Inflations and deflations in financial markets (Single) 2004
39.	Article	Intermittent chaos in a model of financial markets with heterogeneous agents (Single) 2004
40.	Article	Power law for ensembles of stock prices (Collaboration) 2004
41.	Article	Power-laws for the calm-time interval　distribution of changes in share prices (Collaboration) 2004
42.	Article	Growth and fluctuations of personal income (Collaboration) 2003
43.	Article	Scaling behavior in land markets (Single) 2003
44.	Article	Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents 2002
45.	Article	A model of international financial crises (Single) 2001
46.	Article	Speculative bubbles and crashes in stock markets: an interacting-agent model of speculative activity (Single) 2000
47.	Article	Multiple equilibria and chaotic tatonnement: applications of the Yamaguti, Matano theorem (Single) 1994
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■ Academic Conference Presentation

1.	2015/11/27	Why does power law for share price hold? (Econophyiscs 2015)
2.	2013/06/30	Bubbles and Crashes: Modeling from the point of view of statistical physics (The Econophysics Colloquium 2013 and the Asia Pacific Econophysics Conference)
3.	2012/07/24	Lessons from Global Financial Crises in 2000s (Seminar in Ministry of Finance in Vietnam)
4.	2010/11/05	Power Laws and Financial Crises (Econophysics Colloquium 2010)
5.	2009/03/01	Concentration and Collapse in Markets:　A Mechanism Leading From Bubbles To Crashes (APFA 7- Application of Physics in Financial Analysis)
6.	2007/09/21	A Mechanism of Market Crashes (The 4-th Annual Meeting COST Action P10 Physics of Risk)
7.	2007/07/04	A precursor of market crashes (APFA 6 - Applications of Physics in Financial Analysis)
8.	2006/06/29	Precursors of Market Crashes (Applications of Physics in Financial Analysis)
9.	2006/05/08	Precursors of Market Crashes (Workshop on Emergent Intelligent on Networked Agents)
10.	2006/02/14	Precursors of Market Crashes (International Workshop on Econophysics of Stock Markets and Minority Games)
11.	2005/11/14	A mechanism leading from speculative bubbles to crashes (Econophysics Colloquium 05)
12.	2005/08/13	A mechanism leading from speculative bubbles to crashes (The third international conference on news, expectations and trends)
13.	2005/05/23	A mechanism leading from speculative bubbles to crashes (Noise and Fluctuations in Econophysics and Finance)
14.	2005/03/14	A mechanism leading from speculative bubbles to crashes (International Workshop on Complexity and Nonextensivity-New Trends in Statistical Mechanics-)
15.	2004/11/09	A mechanism leading from speculative bubbles to crashes and forecasting market crashes (The Third Nikkei Econophysics Symposium “Practical Fruits of Econophysics)
16.	2004/07/08	Booms and bursts of asst markets: empirical results and a model based upon the Fokker-Plank equation (The 10th International Conference on Computing in Economics and Finance)
17.	2004/05/27	Econophysics of asset bubbles and bursts (The 9th Workshop on Economics and Heterogeneous Interacting Agents (WEHIA2004))
18.	2001/08/21	Speculative Dynamics in a heterogeneous-agent model (International Conference on Artificial Neural Networks-ICANN 2001)
19.	1999/12/13	Associative memory in a financial network (Workshop on Expectational and Learning Dynamics in Financial Markets)
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■ Academic Society Memberships

1.	1997～	The Society for Computational Economics
2.	2006～	The Society for Economic Sciences with Heterogeneous Interacting Agents

■ Research Topics, Funded Research, and Grants-in-Aid for Scientific Research

1.		Study on gap in performance among among individual enterprises (Key Word : )
2.	2008/04～2011/03	Study on mechanisms of bubbles and crashes in asset markets (Key Word : )