Kiyoshi Kanazawa

Articles   

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1. Y. Sato, and K. Kanazawa, Exact Solution to a Generalised Lillo–Mike–Farmer Model with Heterogeneous Order-Splitting Strategies.
   J. Stat. Phys. 191, 58 (2024) (Open Access)
    

2. Y. Sato and K. Kanazawa, Inferring microscopic financial information from the long memory in market-order flow: A quantitative test of the Lillo-Mike-Farmer model.
   Phys. Rev. Lett. 131, 197401 (2023) (Open Access)
    

3. Y. Sato and K. Kanazawa,
   Quantitative statistical analysis of order-splitting behaviour of individual trading accounts in the Japanese stock market over nine years.
   Phys. Rev. Res. 5, 043131 (2023) (Open Access)
    

4. K. Kanazawa and D. Sornette, Asymptotic solutions to nonlinear Hawkes processes: A systematic classification of the steady-state solutions. 
   Phys. Rev. Research 5, 013067 (2023)    (arXiv:2110.01523)
    

5. K. Kanazawa, H. Takayasu, and M. Takayasu,
   Exact Solution to Two-Body Financial Dealer Model: Revisited from the Viewpoint of Kinetic Theory.
   J. Stat. Phys. 190, 8 (2023)      (arXiv:2205.15558)
    

6. M. Jusup, P. Holme, K. Kanazawa, et al., Social physics.
   Phys. Rep. 948, 1 (2022)      (arXiv:2110.01866)
    

7. K. Kanazawa and D. Sornette, Ubiquitous power law scaling in nonlinear self-excited Hawkes processes.
   Phys. Rev. Lett. 127, 188301 (2021)      (arXiv:2102.00242)
    

8. K. Kanazawa and D. Sornette, Field master equation theory of the self-excited Hawkes process.
   Phys. Rev. Research 2, 033442 (2020)      (arXiv:2001.01197)
    

9. 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)
    

10. 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)
     

11. 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)
     

12. 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)
     

13. 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)
     

14. 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)
    Officially featured in Physics, Physics Today, and Physics Buzz, managed by American Physical Society
     

15. 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)
     

16. 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)
     

17. 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)
     

18. É. 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)
     

19. K. Kanazawa, T. Sagawa, and H. Hayakawa, Energy pumping in electrical circuits under avalanche noise.
    Phys. Rev. E 90, 012115 (2014)     (arXiv:1404.2109)
     

20. K. Kanazawa, T. Sagawa, and H. Hayakawa, Heat conduction induced by non-Gaussian athermal fluctuations.
    Phys. Rev. E 87, 052124 (2013)     (arXiv:1209.2122)
     

21. K. Kanazawa, T. Sagawa, and H. Hayakawa, Stochastic Energetics for Non-Gaussian Processes.
    Phys. Rev. Lett. 108, 210601 (2012)     (arXiv: 1111.5906)