Basic Information

Faculty

• Faculty of Science

Email Address

• Email Address

  kanazawa.kiyoshi.5dkyoto-u.ac.jp

Academic Degree

• 26 Mar. 2012

  京都大学修士（理学）
• 23 Mar. 2015

  京都大学博士（理学）

Academic Resume (Undergraduate School/Majors)

• 東京大学, 理学部物理学科, 卒業

Research History

• From Mar. 2023, To Present

  Kyoto University, Graduate School of Science Division of Physics and Astronomy, Associate professor
• From Apr. 2019, To Mar. 2023

  The university of Tsukuba, システム情報系, 助教
• From Nov. 2020, To Mar. 2023

  JSTさきがけ兼任（革新的コンピューティング技術の開拓）
• From Apr. 2016, To Mar. 2019

  Tokyo Institute of Technology, 科学技術創成研究院, 助教
• From Apr. 2015, To Mar. 2016

  Tokyo Institute of Technology, JSPS Fellowship (PD)
• From Apr. 2012, To Mar. 2015

  Yukawa Institute for Theoretical Physics, Kyoto University, JSPS Fellowship (DC1)

Profile

• Profile

  Researcher studying statistical physics and interdisciplinary physics (e.g., finance and biophysics), based on the mathematical techniques of stochastic processes and kinetic theory.

ID,URL

• J-Global ID

  201801007986258747

• Researcher number

  50759256

• External link

  https://kanazawa.scphys.kyoto-u.ac.jp/

researchmap URL

• https://researchmap.jp/kiyoshi_kanazawa

Research

Research Interests

• Nonequilibrium statistical mechanics
• 生物物理学
• アクティブマター
• Thermodynamics
• Statistical Mechanics
• Data science
• Econophysics
• Market Microstructure
• Stochastic process
• Statistical Physics

Research Areas

• Natural sciences, Mathematical physics and basic theory

Papers

• Standard form of master equations for general non-Markovian jump processes: The Laplace-space embedding framework and asymptotic solution

  Kiyoshi Kanazawa; Didier Sornette

  Physical Review Research, Jun. 2024, Peer-reviewed, Lead author

  
• Exact solution to a generalised Lillo-Mike-Farmer model with heterogeneous order-splitting strategies

  Yuki Sato; Kiyoshi Kanazawa

  Journal of Statistical Physics, May 2024, Peer-reviewed, Last author, Corresponding author

  
• Quantitative statistical analysis of order-splitting behaviour of individual trading accounts in the Japanese stock market over nine years

  Yuki Sato; Kiyoshi Kanazawa

  Physical Review Research, Nov. 2023, Peer-reviewed, Last author, Corresponding author

  Access this paper :

  
• Inferring microscopic financial information from the long memory in market-order flow: A quantitative test of the Lillo-Mike-Farmer model

  Yuki Sato; Kiyoshi Kanazawa

  Physical Review Letters, Nov. 2023, Peer-reviewed, Last author, Corresponding author

  Access this paper :

  
• 価格インパクトの平方根則は普遍スケーリング則か？

  Yuki Sato; Kiyoshi Kanazawa

  人工知能学会第二種研究会資料（第30回 人工知能学会 金融情報学研究会，SIG-FIN）, Mar. 2023, Last author, Corresponding author

  
• Asymptotic solutions to nonlinear Hawkes processes: A systematic classification of the steady-state solutions

  Kiyoshi Kanazawa; Didier Sornette

  Physical Review Research, Jan. 2023, Peer-reviewed, Lead author

  
• Exact solution to two-body financial dealer model: revisited from the viewpoint of kinetic theory

  Kiyoshi Kanazawa; Hideki Takayasu; Misako Takayasu

  Journal of Statistical Physics, May 2022, Peer-reviewed, Lead author, Corresponding author

  
• 東京証券取引所における注文分割行動に関する戦略クラスタリング

  佐藤優輝; 金澤輝代士

  第28回 人工知能学会 金融情報学研究会（SIG-FIN）, Mar. 2022, Last author, Corresponding author

  
• Social physics

  Marko Jusup; Petter Holme; Kiyoshi Kanazawa; Misako Takayasu; Ivan Romic; Zhen Wang; Suncana Gecek; Tomislav Lipic; Boris Podobnik; Lin Wang; Wei Luo; Tin Klanjscek; Jingfang Fan; Stefano Boccaletti; Matjaz Perc

  Physics Reports, Feb. 2022, Peer-reviewed

  
• Ubiquitous power law scaling in nonlinear self-excited Hawkes processes

  Kiyoshi Kanazawa; Didier Sornette

  Physical Review Letters, Oct. 2021, Peer-reviewed, Lead author, Corresponding author

  
• Nonuniversal Power Law Distribution of Intensities of the Self-Excited Hawkes Process: A Field-Theoretical Approach

  Kiyoshi Kanazawa; Didier Sornette

  Physical Review Letters, Sep. 2020, Peer-reviewed, Lead author

  
• Field master equation theory of the self-excited Hawkes process

  Kiyoshi Kanazawa; Didier Sornette

  Physical Review Research, Aug. 2020, Peer-reviewed, Lead author

  
• Loopy Lévy flights enhance tracer diffusion in active suspensions

  Kiyoshi Kanazawa; Tomohiko G. Sano; Andrea Cairoli; Adrian Baule

  Nature, 18 Mar. 2020, Peer-reviewed, Lead author, Corresponding author

  
• Ecology of trading strategies in a forex market for limit and market orders

  Takumi Sueshige; Kiyoshi Kanazawa; Hideki Takayasu; Misako Takayasu

  PLOS ONE, Dec. 2018, Peer-reviewed

  
• 実時系列データ解析に基づく外国為替市場トレーダーの戦略クラスタリング

  末重拓己; 金澤輝代士; 高安秀樹; 高安美佐子

  自動制御連合講演会講演論文集第61回自動制御連合講演会, Nov. 2018

  
• Kinetic theory for financial Brownian motion from microscopic dynamics

  K Kanazawa; T Sueshige; H Takayasu; M Takayasu

  Physical Review E, Nov. 2018, Peer-reviewed

  
• Empirical scaling relations of market event rates in foreign currency market

  JF Boilard; K Kanazawa; H Takayasu; M Takayasu

  Physica A: Statistical Mechanics and its Applications, Nov. 2018, Peer-reviewed

  
• 外国為替市場におけるトレーディング戦略分類

  末重拓己; 金澤輝代士; 高安秀樹; 高安美佐子

  第21回 人工知能学会 金融情報学研究会, Oct. 2018

  
• Derivation of the Boltzmann Equation for Financial Brownian Motion: Direct Observation of the Collective Motion of High-Frequency Traders

  Kiyoshi Kanazawa; Takumi Sueshige; Hideki Takayasu; Misako Takayasu

  Physical Review Letters, 27 Mar. 2018, Peer-reviewed, Lead author, Corresponding author

  
• The Theory of Active Swimmer and Stable Lévy Processes

  Kanazawa Kiyoshi; Sano Tomohiko; Cairoli Andrea; Baule Adrian

  Proceedings of the Japan Joint Automatic Control Conference, Nov. 2017

  
• 外国為替市場の個々のトレーダのトラッキング解析：ミクロモデルの提案と その平均場理論

  金澤輝代士; 末重拓己; 高安秀樹; 高安美佐子

  第19回 人工知能学会 金融情報学研究会, Oct. 2017

  
• A dealer model of foreign exchange market with finite assets

  Kiyoshi KanazawaT Hamano; K Kanazawa; H Takayasu; M Takayasu

  JPS Conference Proceedings, 2017, Peer-reviewed

  
• Time-Variation of Imbalance of Order Book in Foreign Exchange Market

  T Sueshige; K Kanazawa; H Takayasu; M Takayasu

  JPS Conference Proceedings, 2017, Peer-reviewed

  
• Replication of Cancellation Orders Using First-Passage Time Theory in Foreign Currency Market

  JF Boilard; K Kanazawa; H Takayasu; M Takayasu

  JPS Conference Proceedings, 2017, Peer-reviewed

  
• Statistical Mechanics for Athermal Fluctuation: Non-Gaussian Noise in Physics

  Kiyoshi Kanazawa

  Springer Theses, 2017

  
• 多体確率過程論を用いた外国為替市場の記述

  金澤輝代士; 末重拓己; 高安秀樹; 高安美佐子

  自動制御連合講演会講演論文集第59回自動制御連合講演会, Nov. 2016

  
• Granular rotor as a probe for a nonequilibrium bath

  Tomohiko G. Sano; Kiyoshi Kanazawa; Hisao Hayakawa

  PHYSICAL REVIEW E, Sep. 2016, Peer-reviewed

  
• 20pBU-2 Statistical properties observed in order submission in high frequency order book data

  Sueshige Takumi; Kanazawa Kiyoshi; Takayasu Hideki; Takayasu Misako

  Meeting Abstracts of the Physical Society of Japan, 2016

  
• 20pBU-1 Mean-field description of a dealer model based on the kinetic theory

  Kanazawa Kiyoshi; Takayasu Hideki; Takayasu Misako

  Meeting Abstracts of the Physical Society of Japan, 2016

  
• 21aBR-3 Systematic theory for Langevin-like equation driven by non-Gaussian noise

  Kanazawa Kiyoshi

  Meeting Abstracts of the Physical Society of Japan, 2016

  
• Dealer model with finite assets in foreign exchange market

  Hamano Tomoya; Kanazawa Kiyoshi; Takayasu Hideki; Takayasu Misako

  Meeting Abstracts of the Physical Society of Japan, 2016

  
• Dependency of Cancellation Rate to Market Conditions in Foreign Exchange Market

  Boilard Jean-François; Kanazawa Kiyoshi; Takayasu Hideki; Takayasu Misako

  Meeting Abstracts of the Physical Society of Japan, 2016

  
• Asymptotic Derivation of Langevin-like Equation with Non-Gaussian Noise and Its Analytical Solution

  Kiyoshi Kanazawa; Tomohiko G. Sano; Takahiro Sagawa; Hisao Hayakawa

  JOURNAL OF STATISTICAL PHYSICS, Sep. 2015, Peer-reviewed

  
• Minimal Model of Stochastic Athermal Systems: Origin of Non-Gaussian Noise

  Kiyoshi Kanazawa; Tomohiko G. Sano; Takahiro Sagawa; Hisao Hayakawa

  Physical Review Letters, Mar. 2015, Peer-reviewed, Lead author

  Access this paper :

  
• 17pPSA-46 Open systems of dealer models: Variation of the number of market participants

  Hamano T.; Kanazawa K.; Takayasu H.; Takayasu M.

  Meeting Abstracts of the Physical Society of Japan, 2015

  
• 17aCR-13 Frictional granular rotor as a non-equilibrium probe

  Sano Tomohiko; Kanazawa Kiyoshi; Hayakawa Hisao

  Meeting Abstracts of the Physical Society of Japan, 2015

  
• 18aCR-9 Detecting statistical change-points on the basis of micro structure data

  Sueshige Takumi; Takayasu Hideki; Kanazawa Kiyoshi; Takayasu Misako

  Meeting Abstracts of the Physical Society of Japan, 2015

  
• Energetics of active fluctuations in living cells

  E. Fodor; K. Kanazawa; H. Hayakawa; P. Visco; F. van Wijland

  PHYSICAL REVIEW E, Oct. 2014, Peer-reviewed

  
• Energy pumping in electrical circuits under avalanche noise

  Kiyoshi Kanazawa; Takahiro Sagawa; Hisao Hayakawa

  PHYSICAL REVIEW E, Jul. 2014, Peer-reviewed

  
• Heat conduction induced by non-Gaussian athermal fluctuations

  Kiyoshi Kanazawa; Takahiro Sagawa; Hisao Hayakawa

  Physical Review E - Statistical, Nonlinear, and Soft Matter Physics, 20 May 2013, Peer-reviewed

  
• Stochastic Energetics for Non-Gaussian Processes

  Kiyoshi Kanazawa; Takahiro Sagawa; Hisao Hayakawa

  PHYSICAL REVIEW LETTERS, May 2012, Peer-reviewed

  

Misc.

• 物理における非マルコフ過程――場の理論を用いたホークス過程の解法

  金澤 輝代士

  日本物理学会誌, Jun. 2021, Peer-reviewed, Invited, Lead author

  
• 生命現象における拡散現象 レヴィ・フライトのミクロ理論

  金澤 輝代士

  生体の科学, Mar. 2021, Invited, Lead author

  
• 新著紹介：ランダムウォーク はじめの一歩, J. Klafter, I.M. Sokolov (秋元琢磨訳)

  金澤 輝代士

  日本物理学会誌, 2019, Invited

  
• ブラウン運動と確率過程：金融市場へのアプローチ

  金澤 輝代士; 高安美佐子

  数理科学，サイエンス社, 2016, Invited

  
• 微小非平衡系の熱力学的安定性と制御限界

  金澤 輝代士

  公益社団法人 計測自動制御学会 計測と制御, 2016, Invited

  

Presentations

• 非マルコフジャンプ過程のマスター方程式と詳細釣り合い

  金澤輝代士; Dechant Andreas

  計測自動制御学会 第12回 制御部門マルチシンポジウム, 03 Mar. 2025

  
• Master equations for general non-Markovian processes: the Hawkes process and beyond

  Kiyoshi Kanazawa

  Riken iTHEMS/BDR seminar, 05 Feb. 2025, Invited

  
• フーリエ変換を用いた非マルコフ過程の埋め込みと詳細釣り合い条件

  金澤輝代士; Andreas Dechan

  日本物理学会第79回年次大会, 16 Sep. 2024

  
• Macroscopic effect of large metaorder splitting on financial markets: predictability of the order flow and market resilience

  Kiyoshi Kanazawa

  Summer Workshop on Economic Theory, 11 Aug. 2024

  
• 東京証券取引所におけるミクロデータ分析：機関投資家の注文分割行動とその影響

  金澤 輝代士

  金融工学・数理計量ファイナンスの諸問題 2024, 29 Nov. 2024, Invited

  
• Is the square-root law universal for price impacts?: empirical validation based on microscopic datasets

  Kiyoshi Kanazawa

  Econophysics Colloquium 2024, 04 Jun. 2024

  
• 非マルコフ過程の場のマスター方程式：確率熱力学に向けて

  Kiyoshi Kanazawa

  量子エナジー革新 Kick-off meeting, 27 May 2024

  
• Stochastic thermodynamics for general non-Markovian processes

  Kiyoshi Kanazawa; Andreas Dechan

  Long-term Workshop on Frontiers in Non-equilibrium Physics 2024, 18 Jul. 2024

  
• Statistical physics of the long-memory order flow in financial market microstructure

  Kiyoshi Kanazawa

  Dynamics Days Asia Pacific 13/YKIS2024, 04 Jul. 2024, Invited

  
• 注文分割取引者の行動レベルでの統計分析とその考察

  佐藤優輝; 金澤輝代士

  日本物理学会第79回年次大会

  
• 成行注文間の相互作用を取り入れたサンタフェ型金融板モデルの平均場理論

  若月大暉; 金澤輝代士

  日本物理学会2024春季大会

  
• 対数尤度比検定を用いた東京証券取引所における注文分割取引者のクラスタリング解析

  佐藤優輝; 金澤輝代士

  第32回人工知能学会金融情報学研究会, 02 Mar. 2024

  
• 成行注文間の相互作用を含むサンタフェ型金融板モデルによる価格変動の理論解析

  若月大暉; 金澤輝代士

  第32回 人工知能学会 金融情報学研究会（SIG-FIN）, 02 Mar. 2024

  
• エージェントレベルの板情報の動力学モデルの提案と平均場理論

  若月大暉; 金澤輝代士

  SMASH24 WINTER SYMPOSIUM

  
• 金融取引戦略の多様性を考慮した注文分割取引戦略のモデル化

  佐藤優輝; 金澤輝代士

  第3回計算社会科学会大会

  
• 成行注文間の相互作用を含む市場ミクロモデルの提案と平均場理論の解析

  若月大暉; 金澤輝代士

  第3回計算社会科学会大会(CSSJ2024)

  
• 金融市場の経済物理学とミクロデータ分析の現在

  Kiyoshi Kanazawa

  ネットワーク科学研究会2023, 23 Dec. 2023, ネットワーク科学研究会, Invited

  
• Microscopic data analysis for financial market microstructure: a quantitative test of a microscopic econophysics model for the long memory in market-order flows

  Kiyoshi Kanazawa

  Challenges in Data Science: a Complex Systems Perspective International Workshop & School DASC 2023, 18 Nov. 2023, Invited

  
• A theory of market-order flow under heterogeneous trading strategies

  Yuki Sato; Kiyoshi Kanazawa

  Conference on Complex Systems 2023, Oct. 2023

  
• Empirical analysis of the heterogeneity in order-splitting strategies and its relation to the long-range correlation of market-order flow

  Yuki Sato; Kiyoshi Kanazawa

  Complexity in Economics and Finance (FinEcoNets Workshop IX), Oct. 2023

  
• 成行注文の長期記憶性の起源についての理論的考察：一般化Lillo-Mike-Farmerモデルの厳密解

  金澤輝代士; 佐藤優輝

  第31回 人工知能学会 金融情報学研究会（SIG-FIN）, 14 Oct. 2023

  
• 戦略多様性を考慮した一般化Lillo-Mike-Farmerモデルとその検証

  佐藤優輝; 金澤輝代士

  日本物理学会第78回年次大会, 19 Sep. 2023

  
• Statistical-physics theory of the long memory in market-order flows and its empirical validation in the Tokyo Stock Exchange

  Kiyoshi Kanazawa

  DPG Spring Meetings 2024, Mar. 2024, Invited

  
• Asymptotic solutions to non-Markovian stochastic processes: nonlinear Hawkes processes and beyond

  Kiyoshi Kanazawa

  East Asia Joint Seminars On Statistical Physics 2023, 11 Oct. 2023, Invited

  
• Master equations for general non-Markovian point processes

  Kiyoshi Kanazawa; Didier Sornette

  Statphys 2023, 11 Aug. 2023, 東京大学

  
• 成行注文流の長期相関の起源は何か？：東京証券取引所のミクロデータ分析を通じた分析結果

  金澤輝代士; 佐藤優輝

  2023年度 人工知能学会全国大会, 08 Jun. 2023

  
• Quantitative verification of the order splitting hypothesis & the LMF model for persistent order flow

  Kiyoshi Kanazawa

  CFM informal workshop, 20 Apr. 2023, Invited

  
• Quantitative empirical verification of the Lillo-Mike-Farmer hypothesis for the persistent order flow in the Tokyo Stock Exchange market

  Kiyoshi Kanazawa

  International Conference on Statistical Physics, Jul. 2023

  
• Microscopic origin of the persistent order flows: microscopic data analysis

  Kiyoshi Kanazawa

  SKM DPG conference, 31 Mar. 2023

  
• 価格変動の非線形スケーリング則とその頑健性の検証

  佐藤優輝; 金澤輝代士

  日本物理学会2023年春季大会, 24 Mar. 2023

  
• 線型伝搬関数を用いたHFTによる価格インパクトの定量化

  佐藤優輝; 金澤輝代士

  日本物理学会2023年春季大会, 24 Mar. 2023

  
• マルコフ埋め込みを用いた非マルコフ点過程のマスター方程式の導出

  金澤輝代士; Didier Sornette

  第10回 制御部門マルチシンポジウム（MSCS 2023）, 10 Mar. 2023

  
• Quantitative analysis on order splitting behavior of individual traders and the long memory of the order flow

  Yuki Sato; Kiyoshi Kanazawa

  APS march meeting 2023, 07 Mar. 2023

  
• 非マルコフ過程をどうやって数学的に扱うか？：場の理論を用いた解法

  金澤輝代士; Didier Sornette

  新学術領域研究「情報物理学でひもとく生命の秩序と設計原理」 第６回領域会議, 06 Mar. 2023

  
• 価格インパクトの平方根則は普遍スケーリング則か？

  Yuki Sato; Kiyoshi Kanazawa

  第30回 人工知能学会 金融情報学研究会（SIG-FIN）, 04 Mar. 2023

  
• 価格インパクトは普遍か？

  佐藤優輝; 金澤輝代士

  第2回計算社会科学会大会 (CSSJ2023), 20 Feb. 2023

  
• 場のマスター方程式を用いた非マルコフ点過程の漸近解法：非線形ホークス過程とその拡張

  金澤 輝代士

  情報処理学会北海道支部主催講演会, 21 Feb. 2023, 情報処理学会北海道支部, Invited

  
• 取引者の注文分割仮説に基づく注文流の長期記憶性の説明

  佐藤優輝; 金澤輝代士

  第58回ジャフィー大会（2022年度冬季）, 19 Feb. 2023

  
• Quantitative verification of the order-splitting hypothesis as the microscopic origin of the persistent order flows

  金澤輝代士

  長崎CEFM国際ワークショップ プログラム, 09 Feb. 2023, CEFMプロジェクト

  
• 金融市場における注文流の長期記憶性とその統計手法の検討

  佐藤優輝; 金澤輝代士

  Data-driven Mathematical Science: 経済物理学とその周辺 2022, 25 Nov. 2022

  
• Field theoretical solutions to non-Markovian stochastic processes

  Kiyoshi Kanazawa

  Hirosaki University Workshop on Nonlinear Science 2022, 15 Nov. 2022

  
• Order-splitting behaviour in the Tokyo stock exchange market

  Kiyoshi Kanazawa

  Conference on Complex Systems 2022, 18 Oct. 2022

  
• Statistical analysis of a microscopic financial dataset for the long-range correlation of the order flow

  Kiyoshi Kanazawa

  7th workshop on Complexity in Economics and Finance (CCS 2022 Satellite), 19 Oct. 2022

  
• Quantitative validation of statistical methods for order flow in financial markets

  佐藤 優輝; 金澤 輝代士

  第29回 人工知能学会 金融情報学研究会（SIG-FIN）, 08 Oct. 2022

  
• Power-law intensity distributions in nonlinear Hawkews processes

  Kiyoshi Kanazawa; Didier Sornette

  第29回 人工知能学会 金融情報学研究会（SIG-FIN）, 08 Oct. 2022

  
• 場の理論を用いた非線形ホークス過程の解法

  Kiyoshi Kanazawa

  RIMS共同研究集会 「ランダム力学系・非自励力学系研究の展望：理論と応用」, 27 Sep. 2022

  
• 金融市場での売買符号時系列の長期記憶性とそのミクロモデルの検証

  佐藤 優輝; 金澤 輝代士

  SMASH22 SUMMER SYMPOSIUM, 15 Sep. 2022

  
• Quantitative Verification of the Order-Splitting Hypothesis as the Microscopic Origin of the Persistent Order Flows in the Tokyo Stock Exchange Market

  Kiyoshi Kanazawa

  Econophysics Colloquium 2022, 26 Aug. 2022

  
• 売買符号時系列の長期記憶性とそのミクロ構造の究明

  佐藤優輝; 金澤輝代士

  2021年度 MIMS現象数理学研究拠点 共同研究集会「社会物理学とその周辺」, 26 Mar. 2022

  
• 非マルコフ点過程のマスター方程式の標準形：一般化ランジュバン方程式の漸近的導出

  金澤輝代士; Didier Sornette

  日本物理学会 第77回年次大会, 17 Mar. 2022

  
• Ubiquitous power law intensity distributions in the self-excited nonlinear Hawkes processes

  Kiyoshi Kanazawa; Didier Sornette

  APS March Meeting 2022, Session S09: Noise-Driven Dynamics in Far-From-Equilibrium Systems I, 17 Mar. 2022

  
• 東京証券取引所における注文分割行動に関する戦略クラスタリング

  佐藤優輝; 金澤輝代士

  第28回 人工知能学会 金融情報学研究会（SIG-FIN）, 12 Mar. 2022

  
• 取引者の注文分割行動と売買符号時系列の長期記憶性に関する実証分析

  佐藤優輝; 金澤輝代士

  Data-driven Mathematical Science：経済物理学とその周辺, 03 Mar. 2022

  
• 非マルコフ確率過程の標準解法は何か？：非線形ホークス過程とその一般化

  金澤輝代士; Didier Sornette

  Data-driven Mathematical Science：経済物理学とその周辺, 03 Mar. 2022

  
• 金融市場における注文流の長期相関は何故生じるのか？：ミクロ起源の実証分析

  佐藤優輝; 金澤輝代士

  第1回計算社会科学会大会, 28 Feb. 2022

  
• 株式市場での成行注文の長期相関性とトレーダーの分割発注行動の関係について

  金澤輝代士; 佐藤優輝

  2021年度 CIGS経済・社会との分野横断的研究会, 23 Dec. 2021

  
• 非線形ホークス過程における強度分布のべき則：場の理論的な解法

  金澤輝代士; Didier Sornette

  ネットワーク科学研究会2021, 10 Dec. 2021

  
• Field master equation for non-Markovian stochastic processes and its application to linear and nonlinear Hawkes processes

  Kiyoshi Kanazawa

  1st Regular Kakenhi Meeting, 03 Dec. 2021

  
• マルコフ埋め込み法を利用した非線形ホークス過程の漸近解法

  金澤輝代士; Didier Sornette

  第64回自動制御連合講演会, 13 Nov. 2021

  
• Classification of Power law Relations in the Intensity Distribution for a Large Class of Self-excited Nonlinear Hawkes Processes

  Kiyoshi Kanazawa; Didier Sornette

  Conference on Complex Systems 2021, 29 Oct. 2021

  
• Power-law relations in the intensity distribution for the linear and nonlinear Hawkes processes

  Kiyoshi Kanazawa; Didier Sornette

  CCS 2021 Satellite on Econophysics 2021, Oct. 2021

  
• Lévy flight in active matter from its microscopic dynamics

  Kiyoshi Kanazawa

  2021 NCTS Physics in Complex Systems Workshop, 16 Oct. 2021, Invited

  
• Power-law intensity distributions in linear and nonlinear self-excited Hawkes processes

  Kiyoshi Kanazawa; Didier Sornette

  International Conference on Computational Social Science (IC2S2 2021), 31 Jul. 2021

  
• 非マルコフ・ホークス過程の場の理論的な漸近解法とべき分布

  金澤輝代士; Didier Sornette

  統計数理研究所共同研究集会「社会物理学の新展開」, 27 Mar. 2021

  
• Kinetic theory for financial Brownian motion: a microscopic model based on forex data analysis and its mean-field theory

  Kiyoshi Kanazawa

  APS March Meeting 2021, 16 Mar. 2021, Invited

  
• 非マルコフ非線形ホークス過程に対する場の理論的な漸近解法

  金澤輝代士; Didier Sornette

  日本物理学会 第76回年次大会, 12 Mar. 2021

  
• 自己励起ホークス過程の解法とべき分布

  金澤輝代士; Didier Sornette

  第5回計算社会科学ワークショップ(CSSJ2021), 27 Feb. 2021

  
• 非マルコフ確率過程の場の理論的な解法：ホークス過程の場合

  金澤輝代士

  第63回自動制御連合講演会, 22 Nov. 2020

  
• Microscopic theory for Levy flights in active suspension

  Kiyoshi Kanazawa

  第58回日本生物物理学年会, 17 Sep. 2020, Invited

  
• Hawkes過程の定常漸近解の導出：場の理論的アプローチ

  金澤輝代士; Didier Sornette

  日本物理学会2020年秋季大会, 11 Sep. 2020

  
• アクティブマター系におけるレヴィ・フライトの微視的導出

  金澤輝代士; 佐野友彦; Andrea Cairoli; Adrian Baule

  日本物理学会2020年秋季大会, 11 Sep. 2020

  
• レヴィ・フライトの微視的導出： アクティブマター系での例示

  金澤輝代士

  Data-driven Mathematical Science：経済物理学とその周辺, 25 Aug. 2020

  
• Application of Statistical Physics for Brownian motion: Financial Markets and Active Matters

  金澤 輝代士

  Non-Equilibrium Online Youth Seminar, 03 Aug. 2020, Invited

  
• Markov embedding approach and field master equation for Non-Markovian Hawkes processes

  Kiyoshi Kanazawa

  Seminar at Yukawa Institute for Theoretical Physics, Kyoto University, 08 Jul. 2020, Invited

  
• 金融市場の平均場確率モデルの解析解と数値解法

  金澤輝代士

  第62回自動制御連合講演会, 10 Nov. 2019

  
• Kinetic theory for Lévy flight in active bacterial suspensions

  Kiyoshi Kanazawa

  Statistical Physics of Complex Systems, May 2019

  
• Statistical physics of a foreign exchange market: kinetic mean-field theory of a stochastic many-body trader model

  Kiyoshi Kanazawa

  Statistical Physics of Complex Systems, May 2019

  
• データ解析に基づく金融市場のエージェントモデルとその解析解

  金澤 輝代士

  電子情報通信学会, 22 Mar. 2019

  
• Agent-based model of FX traders and its theoretical and numerical solution

  Kiyoshi Kanazawa

  3rd Annual International Conference on High Frequency Exchange Rate Dynamics, 18 Mar. 2019

  
• 外国為替市場のトレーダー行動分析とエージェントモデル解析

  金澤 輝代士

  情報処理学会, 16 Mar. 2019

  
• 金融市場のボルツマン方程式の解析解と直接数値計算

  金澤 輝代士

  日本物理学会 第74回年次大会, 14 Mar. 2019

  
• 実データに基づく金融トレーダーの注文戦略分析

  金澤 輝代士

  経済物理学とその周辺：Data-driven Mathematical Science, 21 Dec. 2018

  
• 実時系列データ解析に基づく外国為替市場トレーダーの戦略クラスタリング

  金澤 輝代士

  第61回自動制御連合講演会, 17 Nov. 2018

  
• Kinetic theory and Boltzmann equation for financial market microstructure

  Kiyoshi Kanazawa

  Conference on Complex Systems 2018, 28 Sep. 2018

  
• Trading-log analysis of individual traders: microscopic kinetic theory for financial Brownian motion

  Kiyoshi Kanazawa

  Econophysics Colloquium 2018, 14 Sep. 2018

  
• Microscopic data analysis of high-frequency traders and corresponding mean-field theory

  Kiyoshi Kanazawa

  Asia-Pasific Econophysics Conference 2018, 30 Aug. 2018, Invited

  
• 金融市場のミクロモデルと平均場解析

  金澤 輝代士

  日本物理学会 第73回年次大会, 25 Mar. 2018

  
• 外国為替市場と統計物理学：ミクロデータ分析に基づく平均場理論

  金澤 輝代士

  統数研共同利用研究集会「社会物理学の新展開」, 20 Mar. 2018

  
• 金融市場でのブラウン運動のミクロ構造：トレーダーの行動分析から平均場理論まで

  金澤 輝代士

  経済物理学2017, 07 Dec. 2017

  
• Application of Molecular Kinetic Theory to Financial Brownian Motion

  Kiyoshi Kanazawa

  EBS conference, 11 Mar. 2017

  
• Trajectory Analysis of High Frequency Traders: Ecology of Their Strategies

  Kiyoshi Kanazawa

  EBS conference, 11 Mar. 2017

  
• 金融市場のブラウン運動のミクロ導出の試み：分子運動論の数理の応用

  Kiyoshi Kanazawa

  統計物理学懇談会, 07 Mar. 2017, Invited

  
• Application of the kinetic theory to reveal the non-Gaussianity in finance

  Kiyoshi Kanazawa

  Non-Gaussian fluctuation and rheology in jammed matter, 07 Mar. 2017, Invited

  
• Application of the kinetic theory for the financial Brownian motion

  Kiyoshi Kanazawa

  EBS conference, 16 Dec. 2016

  
• 外国為替市場のミクロ構造：データ解析からミクロ理論まで

  Kiyoshi Kanazawa

  異常拡散研究会, 31 Aug. 2016

  
• Kinetic description of the foreign exchange markets

  Kiyoshi Kanazawa

  Asian Pacific Econophysics Conference, 25 Aug. 2016

  
• 非ガウス型ノイズに駆動されるランジュバン方程式の理論

  Kiyoshi Kanazawa

  日本物理学会 若手奨励賞受賞講演, 21 Mar. 2016, Invited

  
• 粉体ガス中のローター動力学：非ガウス揺らぎの微視的導出

  Kiyoshi Kanazawa

  計算粉体力学研究会, 08 Dec. 2015, Invited

  
• Minimal Model of Stochastic Athermal Systems: Origin of Non-Gaussian Noise

  Kiyoshi Kanazawa

  Yukawa International Seminar 2015: New Frontiers in Non-equilibrium Statistical Physics 2015, 18 Aug. 2015, Invited

  
• 非ガウスランジュバン方程式の微視的導出・解析解非ガウスランジュバン方程式の微視的導出・解析解

  Kiyoshi Kanazawa

  第7回 基礎物理セミナー合宿, 15 Feb. 2015, Invited

  
• 9aAY-6 Granular rotor : Is is possible to infer athermal granular fluctuation from the dynamics of the rotor?

  Sano Tomohiko; Kanazawa Kiyoshi; Sagawa Takahiro; Hayakawa Hisao

  Meeting abstracts of the Physical Society of Japan, 22 Aug. 2014, The Physical Society of Japan (JPS)

  
• 微小系熱力学：古典確率過程

  Kiyoshi Kanazawa

  第一回若手勉強会 非平衡統計力学の基礎理論, 06 Aug. 2014, Invited

  
• 29pBD-11 Microscopic derivation of non-Gaussian Langevin equations

  Kanazawa Kiyoshi; Sano Tomohiko; Sagawa Takahiro; Hayakawa Hisao

  Meeting abstracts of the Physical Society of Japan, 05 Mar. 2014, The Physical Society of Japan (JPS)

  
• 非熱的非ガウス揺らぎに駆動されるエネルギー輸送

  Kiyoshi Kanazawa

  ゆらぎと構造の協奏 若手研究会 ゆらぎの定理：現在と未来, 04 Mar. 2014, Invited

  
• Energy pumps in non-Gaussian athermal environments

  Kanazawa Kiyoshi; Sagawa Takahiro; Hayakawa Hisao

  Meeting abstracts of the Physical Society of Japan, 26 Aug. 2013, The Physical Society of Japan (JPS)

  
• Heat conduction induced by non-Gaussian athermal fluctuations

  Kiyoshi Kanazawa

  Statphys25, 25 Jul. 2013

  
• Heat conduction induced by non-Gaussian athermal fluctuations

  Kiyoshi Kanazawa

  Frontier of Statistical Physics and Information Processing 2013, 11 Jul. 2013

  
• Heat conduction induced by non-Gaussian athermal fluctuations

  Kiyoshi Kanazawa

  Physics of Granular Flows, 03 Jul. 2013

  
• 18aAE-4 Heat Conduction induced by non-Gaussianity of noise

  Kanazawa Kiyoshi; Sagawa Takahiro; Hayakawa Hisao

  Meeting abstracts of the Physical Society of Japan, 24 Aug. 2012, The Physical Society of Japan (JPS)

  
• 26pAE-7 Stochastic Energetics for Non-Gaussian Processes

  Kanazawa Kiyoshi; Sagawa Takahiro; Hayakawa Hisao

  Meeting abstracts of the Physical Society of Japan, 05 Mar. 2012, The Physical Society of Japan (JPS)

  
• 22aGE-10 How to Define the Stochastic Integral in a non-Gaussian Process

  Kanazawa Kiyoshi; Sagawa Takahiro; Hayakawa Hisao

  Meeting abstracts of the Physical Society of Japan, 24 Aug. 2011, The Physical Society of Japan (JPS)

  
• 28aTB-1 Exact Calculation of Conditional Expectation and its Application to Stochastic Liouville equation

  Kanazawa Kiyoshi; Hayakawa Hisao

  Meeting abstracts of the Physical Society of Japan, 03 Mar. 2011, The Physical Society of Japan (JPS)

  
• 条件付き期待値と確率的リュウビル方程式の解法(非平衡系の物理-非平衡ゆらぎと集団挙動-,研究会報告)

  金澤 輝代士; 早川 尚男

  物性研究, 2011, 物性研究刊行会

  
• 24pTH-2 A new method to solve stochastic Liouville equation

  Kanazawa Kiyoshi; Hayakawa Hisao

  Meeting abstracts of the Physical Society of Japan, 18 Aug. 2010, The Physical Society of Japan (JPS)

  

Books and Other Publications

• Statistical Mechanics for Athermal Fluctuation: Non-Gaussian Noise in Physics

  Kiyoshi Kanazawa, Single work

  2017, Not refereed

  Find Kyoto University's collection of books :

  

Awards

• 12 Sep. 2018

  東工大挑戦的研究賞（学長特別賞）
• 20 Nov. 2020

  若手教員奨励賞（筑波大学）
• 20 Oct. 2018

  2017年度優秀論文賞（人工知能学会金融情報学研究会（SIG-FIN））
• 19 Oct. 2022

  Best Presentation Award（7th workshop on Complexity in Economics and Finance)
• 03 Mar. 2015

  Springer Theses Award
• 21 Mar. 2016

  第10回日本物理学会若手奨励賞
• 15 Feb. 2021

  筑波大学 2020 Best Faculty Member

Media Coverage

• The first validation of the Lillo Mike Farmer Model on a large financial market dataset

  Phys.org, 30 Nov. 2023, Internet

  
• 株式市場での注文流の長期記憶性の起源解明―18年来の理論的予言をデータ解析で実証―

  京都大学, 京都大学広報部（プレスリリース）, 京都大学広報部（プレスリリース）, 09 Nov. 2023, Others

  
• Decoding the Dynamics of Supply and Demand

  American Physical Society, Physics, Physics (Viewpoints), 08 Nov. 2023, Internet

  

External funds: Kakenhi

• Development of stochastic methods and microscopic theory for non-Markovian anomalous diffusion in active systems

  Grant-in-Aid for Scientific Research on Innovative Areas (Research in a proposed research area)

  Complex systems

  Kyoto University;University of Tsukuba

  金澤 輝代士

  From 01 Apr. 2022, To 31 Mar. 2024, Granted

  統計物理学;非マルコフ過程;異常拡散;アクティブマター;非マルコフ確率過程

  https://kaken.nii.ac.jp/grant/KAKENHI-PUBLICLY-22H04830/
• Seeking universal principle for nonequilibrium thermodynamics based on differential geometry

  Grant-in-Aid for Scientific Research (B)

  Basic Section 13010:Mathematical physics and fundamental theory of condensed matter physics-related

  The University of Tokyo

  伊藤 創祐

  From 01 Apr. 2022, To 31 Mar. 2027, Granted

  非平衡熱力学;情報幾何;最適輸送;化学反応ネットワーク;最小エントロピー生成;化学熱力学;熱力学的不確定性関係;速度限界;定常状態熱力学;Fokker-Planck方程式;ゆらぎの熱力学;情報幾何学;最適輸送理論;非平衡系

  https://kaken.nii.ac.jp/grant/KAKENHI-PROJECT-22H01141/
• Microscopic financial data analysis for investigating high-frequency traders' dynamics and modelling liquidity simulators

  Grant-in-Aid for Scientific Research (B)

  Basic Section 25010:Social systems engineering-related

  Kyoto University;University of Tsukuba

  金澤 輝代士

  From 01 Apr. 2021, To 31 Mar. 2026, Granted

  金融;マーケットマイクロストラクチャ;経済物理学;HFT;金融データ解析;エージェントベースモデル;平均場ゲーム理論;高頻度金融データ解析;流動性;確率過程;最適輸送

  https://kaken.nii.ac.jp/grant/KAKENHI-PROJECT-21H01560/
• Development of mathematical formulation to describe anomalous diffusion in active-matter systems from microscopic dynamics

  Grant-in-Aid for Scientific Research on Innovative Areas (Research in a proposed research area)

  Complex systems

  University of Tsukuba

  金澤 輝代士

  From 01 Apr. 2020, To 31 Mar. 2022, Project Closed

  統計物理学;異常拡散;非マルコフ確率過程;確率過程;アクティブマター;生物物理学;非マルコフ過程;ホークス過程

  https://kaken.nii.ac.jp/grant/KAKENHI-PUBLICLY-20H05526/
• Stability analysis of foreign exchange markets based on agent-based models

  Grant-in-Aid for Young Scientists (B)

  University of Tsukuba;Tokyo Institute of Technology

  Kiyoshi Kanazawa

  From 01 Apr. 2016, To 31 Mar. 2020, Project Closed

  マーケットマイクロストラクチャ;金融データ分析;経済物理学;統計物理学;確率過程;分子運動論;レヴィ・フライト;Hawkes過程;データ解析;金融市場分析;エージェントベースモデル;確率過程論;データサイエンス;統計解析;統計力学;数理物理

  https://kaken.nii.ac.jp/grant/KAKENHI-PROJECT-16K16016/
• Mathematical foundation of stress test simulation based on business transaction network

  Grant-in-Aid for Scientific Research (B)

  Tokyo Institute of Technology

  MISAKO TAKAYASU

  From 18 Jul. 2014, To 31 Mar. 2019, Project Closed

  経済物理学;複雑ネットワーク;非線形輸送現象;企業取引ネットワーク;社会シミュレーション;ストレステスト;相転移;非線形輸送方程式;多層マルチ時空間シミュレーション;システムロバストネス;レジリエンス;複雑ネットワーク科学;ビッグデータ;非線形相互作用;災害シミュレーション;ビッグデータ解析;非線形輸送システム;重力相互作用モデル;重力型相互作用;解の安定性;主流ネットワーク

  https://kaken.nii.ac.jp/grant/KAKENHI-PROJECT-26310207/
• ゆらぎの熱力学に基づく確率的コンピューティング基盤の創出

  Grant-in-Aid for Scientific Research (A)

  Medium-sized Section 60:Information science, computer engineering, and related fields

  The University of Tokyo

  高前田 伸也

  From 01 Apr. 2023, To 31 Mar. 2028, Granted

  プロセッサアーキテクチャ;近似計算;熱力学;電子回路;アナログ回路

  https://kaken.nii.ac.jp/grant/KAKENHI-PROJECT-23H00467/
• Exploring the thermodynamic bounds for non-Markovian classical stochastic processes

  Grant-in-Aid for Transformative Research Areas (B)

  Transformative Research Areas, Section (II)

  Kyoto University

  金澤 輝代士

  From 01 Apr. 2024, To 31 Mar. 2027, Granted

  確率熱力学;非マルコフ過程;確率過程;統計物理学;非平衡統計力学

  https://kaken.nii.ac.jp/grant/KAKENHI-PLANNED-24H00833/
• Microscopic financial data analysis for investigating high-frequency traders' dynamics and modelling liquidity simulators

  Grant-in-Aid for Scientific Research (B)

  Basic Section 25010:Social systems engineering-related

  Kyoto University;University of Tsukuba

  金澤 輝代士

  From 01 Apr. 2021, To 31 Mar. 2026, Granted

  金融;マーケットマイクロストラクチャ;経済物理学;HFT;金融データ解析;エージェントベースモデル;平均場ゲーム理論;高頻度金融データ解析;流動性;確率過程;最適輸送

  https://kaken.nii.ac.jp/grant/KAKENHI-PROJECT-23K21011/
• Pioneering and realizing innovative methods to improve the efficiency of energy gene ration/utilization through quantum effects

  Grant-in-Aid for Transformative Research Areas (B)

  Transformative Research Areas, Section (II)

  The University of Electro-Communications

  田島 裕康

  From 01 Apr. 2024, To 31 Mar. 2027, Granted

  量子エンジン;コヒーレンス;非マルコフ;最適輸送

  https://kaken.nii.ac.jp/grant/KAKENHI-ORGANIZER-24H00830/
• Seeking universal principle for nonequilibrium thermodynamics based on differential geometry

  Grant-in-Aid for Scientific Research (B)

  Basic Section 13010:Mathematical physics and fundamental theory of condensed matter physics-related

  The University of Tokyo

  伊藤 創祐

  From 01 Apr. 2022, To 31 Mar. 2027, Granted

  非平衡熱力学;最適輸送;化学反応ネットワーク;最小エントロピー生成;情報幾何;化学熱力学;熱力学的不確定性関係;速度限界;定常状態熱力学;Fokker-Planck方程式;ゆらぎの熱力学;情報幾何学;最適輸送理論;非平衡系

  https://kaken.nii.ac.jp/grant/KAKENHI-PROJECT-23K22412/

Education

Teaching subject(s)

• From 01 Apr. 2024, To 31 Mar. 2025

  Fundamental Physics A

  N225, Spring, Institute for Liberal Arts and Sciences, 2
• From 01 Apr. 2024, To 31 Mar. 2025

  Special study course II(Physical Science) Q9

  5218, Year-long, Faculty of Science, 12
• From 01 Apr. 2024, To 31 Mar. 2025

  Advanced Statistical Mechanics

  4233, Fall, Faculty of Science, 2
• From 01 Apr. 2024, To 31 Mar. 2025

  Seminar on Statistical Physics and Dynamics D

  2118, Fall, Graduate School of Science, 2
• From 01 Apr. 2024, To 31 Mar. 2025

  Seminar on Statistical Physics and Dynamics C

  2117, Spring, Graduate School of Science, 2
• From 01 Apr. 2024, To 31 Mar. 2025

  Seminar on Statistical Physics and Dynamics B

  2116, Fall, Graduate School of Science, 2
• From 01 Apr. 2024, To 31 Mar. 2025

  Introduction to Statistical Dynamics

  2224, Fall, Graduate School of Science, 2
• From 01 Apr. 2024, To 31 Mar. 2025

  Advanced Theoretical Physics II-2

  2204, Fall, Graduate School of Science, 2
• From 01 Apr. 2024, To 31 Mar. 2025

  Advanced Theoretical Physics II-1

  2203, Fall, Graduate School of Science, 2
• From 01 Apr. 2024, To 31 Mar. 2025

  Seminar on Statistical Physics and Dynamics A

  2115, Spring, Graduate School of Science, 2
• From 01 Apr. 2023, To 31 Mar. 2024

  Special study course II(Physical Science) Q9

  5218, Year-long, Faculty of Science, 12
• From 01 Apr. 2023, To 31 Mar. 2024

  Advanced Statistical Mechanics

  4233, Fall, Faculty of Science, 2
• From 01 Apr. 2023, To 31 Mar. 2024

  Seminar on Statistical Physics and Dynamics A

  2115, Spring, Graduate School of Science, 2
• From 01 Apr. 2023, To 31 Mar. 2024

  Seminar on Statistical Physics and Dynamics B

  2116, Fall, Graduate School of Science, 2
• From 01 Apr. 2023, To 31 Mar. 2024

  Advanced Theoretical Physics II-1

  2203, Spring, Graduate School of Science, 2
• From 01 Apr. 2023, To 31 Mar. 2024

  Seminar on Statistical Physics and Dynamics D

  2118, Fall, Graduate School of Science, 2
• From 01 Apr. 2023, To 31 Mar. 2024

  Seminar on Statistical Physics and Dynamics C

  2117, Spring, Graduate School of Science, 2
• From 01 Apr. 2023, To 31 Mar. 2024

  Introduction to Statistical Dynamics

  2224, Fall, Graduate School of Science, 2
• From 01 Apr. 2023, To 31 Mar. 2024

  Advanced Theoretical Physics II-2

  2204, Spring, Graduate School of Science, 2

Part-time lecturer

• From 01 Oct. 2024, To 31 Mar. 2025

  筑波大学, 理工学群社会工学類
• From 01 Oct. 2023, To 31 Mar. 2024

  筑波大学, 理工学群社会工学類
• From 01 Oct. 2023, To 31 Mar. 2024

  九州大学, 大学院理学府

Academic, Social Contribution

Committee Memberships

• From Oct. 2017, To Sep. 2018

  領域運営委員（領域11）, 一般社団法人日本物理学会

Academic Contribution

• American Physics Society March Meeting 2021, program sorter for a focus session

  Planning, management, etc.

  From Mar. 2021

  
• American Physics Society March Meeting 2020, program sorter for a focus session (cancelled due to the COVID crisis)

  Planning, management, etc.

  From Mar. 2020

  
• American Physics Society March Meeting 2019, program sorter for a focus session

  Planning, management, etc.

  From Mar. 2019

  
• The Japan Physical Society, a program committee of the 11th division (a chief program sorter)

  Planning, management, etc.

  The Physical Society of Japan, From Oct. 2017, To Sep. 2018