Department of Policy and Planning Sciences, Graduate School of University of Tsukuba

KANAZAWA Kiyoshi

Not Shown

Position Assistant Professor
Room 3F1235 (5179)
Laboratory
Principal affiliation Division of Policy and Planning Sciences
Other affiliations College of Policy and Planning Sciences
Degree Programs in Systems and Information Engineering: Policy and Planning Sciences
Research interests Financial data analysis, market microstructure, econophysics, statistical physics, stochastic processes
Degree PhD. in Science, Kyoto University (2015)
Education / Professional experience Curriculum Vitae:
Apr. 2006 - Mar. 2008: College of Arts and Sciences (Natural Sciences I), the University of Tokyo
Apr. 2008 - Mar. 2010: Department of Physics, Faculty of Science, the University of Tokyo
Apr. 2010 - Mar. 2012: Division of Physics and Astronomy, Graduate School of Science, Kyoto University (Master Course)
Apr. 2012 - Mar. 2015: Division of Physics and Astronomy, Graduate School of Science, Kyoto University (PhD Course)

Professional Career:
Apr. 2015 - Mar. 2016: JSPS Postdoctoral Fellow at Tokyo Institute of Technology
Apr. 2016 - Mar. 2019: Assistant Professor at Tokyo Institute of Technology
Apr. 2019 - present: Assistant Professor at the University of Tsukuba
Courses taught Data analysis
Academic societies The Physical Society of Japan
Representative publications [Selected papers]
1. 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)

2. K. Kanazawa, T. Sueshige, H. Takayasu, and M. Takayasu:
Kinetic Theory for Financial Brownian Motion from Microscopic Dynamics.
Phys. Rev. E 98, 052317 (2018)

3. 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)

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

[Book]
1. K. Kanazawa:
Statistical Mechanics for Athermal Fluctuation: Non-Gaussian Noise in Physics.
Springer Theses (2017)
Prize 2016: Young Scientist Award of the Physical Society of Japan (Division 11)
2015: Springer Theses Awards
Other activities
Research projects Financial data analysis, in particular for order-book data in foreign exchange (FX) markets. In addition, theoretical approach based on stochastic processes and statistical physics.

My background is application of stochastic processes to statistical physics. I am interested anything related to stochastic processes, such as finance, physics, and biophysics. Any theme is welcome.
Guidelines for advisees The first recommendation for your research topic is data analysis. My recent interest lies on the financial microscopic data, but I have a will to support you in studying any kind of dataset even beyond finance, if possible. The programming skill will be required during the course of study.

I am also welcome to support you in studying theoretical works as another option, if you prefer. Since my best skill is stochastic processes, I will teach you stochastic processes from the beginning. In that case, knowledge on ordinary (partial) differential equations will be assumed. I note that rigorous mathematical skill is not assumed here since this laboratory is not for pure mathematics.

Return

Admission Process

For International Students

Access

Contact Us

copyright & 2013- University of Tsukuba all rights reserved.

Department of Policy and Planning Sciences, Graduate School of University of Tsukuba