(Last updated : 2020-03-09 20:29:09)
  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~ Dean of Graduate School, Graduate School of Arts and Sciences, International Christian University
2. 2013/12~2014/02 Visiting Professor, Economics Department, The Universitat Jaume I of Castellón
3. 2011/04~2013/03 JDS Program Coordinator, Graduate School of Arts and Sciences, , International Christian University
4. 2010/04~2012/03 Chair, Dept. of Economics and Business, International Christian University
5. 2009/04~ Professor, International Christian University College of Liberal Arts Division of Arts and Sciences
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■ #Present Specialized Fields
Economic theory, Money/ Finance, Social systems engineering/ Safety system 
■ #Main Course Titles
Economics, Econophysics, and Finance
■ #Books and Articles
1. Book Network Theory and Agent-Based Modeling in Economics and Finance   (Collaboration) 2019/12 Link
2. Article Artificial Neural Networks for Realized Volatility Prediction in Cryptocurrency Time Series Lecture Notes in Computer Science 11554,pp.165-172 (Collaboration) 2019/07 Link
3. Article Market efficiency of the bitcoin exchange rate: Weak and semi-strong form tests with the spot, futures and forward foreign exchange rates International Review of Financial Analysis 64,pp.273-281 (Collaboration) 2019/07 Link
4. Article Risk Characteristic of Fat-Tails in Return Distributions revisited: Evidence from the Korean stock market Physica A 526,pp.121055-121072 (Collaboration) 2019/07 Link
5. Article Bitcoin-based triangular arbitrage and its foreign futures hedge: forecasting on a bivariate GARCH model with U.S. dollar and Euro Quantitative Finance and Economics 3(2),pp.347-365 (Collaboration) 2019/06 Link
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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)
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■ #Academic Society Memberships
1. 2006~ The Society for Economic Sciences with Heterogeneous Interacting Agents
■ #Research Topics, Funded Research, and Grants-in-Aid for Scientific Research
1. 2008/04~2011/03  Study on mechanisms of bubbles and crashes in asset markets  (Key Word : )
■ #Committees and Societies
1. 2006~ Journal of Economic Interaction and Coordination (Springer) A member of the editorial board
2. 2006~ The Society for Economic Sciences with Heterogeneous Interacting Agents A member of Council
3. 2014~ Physics of Society-Econophysics and Sociophysics (Book Series of Cambridge University Press) Editorial board member
4. 2009~ Economics-The Open Access Open-Assessment E-Journal An associate Editor
5. 2001~ The Alexander von Humboldt Foundation Humboldt Research Fellow