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Kiyoshi Kanazawa
Kiyoshi Kanazawa
Department of Physics, Kyoto University
Verified email at scphys.kyoto-u.ac.jp - Homepage
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Cited by
Cited by
Year
Social physics
M Jusup, P Holme, K Kanazawa, M Takayasu, I Romić, Z Wang, S Geček, ...
Physics Reports 948, 1-148, 2022
2952022
Loopy Lévy flights enhance tracer diffusion in active suspensions
K Kanazawa, TG Sano, A Cairoli, A Baule
Nature 579 (7799), 364-367, 2020
742020
Minimal Model of Stochastic Athermal Systems: Origin of Non-Gaussian Noise
K Kanazawa, TG Sano, T Sagawa, H Hayakawa
Physical Review Letters 114 (9), 090601, 2015
742015
Stochastic energetics for non-Gaussian processes
K Kanazawa, T Sagawa, H Hayakawa
Physical Review Letters 108 (21), 210601, 2012
602012
Derivation of the Boltzmann equation for financial Brownian motion: Direct observation of the collective motion of high-frequency traders
K Kanazawa, T Sueshige, H Takayasu, M Takayasu
Physical review letters 120 (13), 138301, 2018
552018
Heat conduction induced by non-Gaussian athermal fluctuations
K Kanazawa, T Sagawa, H Hayakawa
Physical Review E 87 (5), 052124, 2013
512013
Asymptotic derivation of Langevin-like equation with non-Gaussian noise and its analytical solution
K Kanazawa, TG Sano, T Sagawa, H Hayakawa
Journal of Statistical Physics 160 (5), 1294-1335, 2015
452015
Energetics of active fluctuations in living cells
É Fodor, K Kanazawa, H Hayakawa, P Visco, F van Wijland
Physical Review E 90 (4), 042724, 2014
382014
Field master equation theory of the self-excited Hawkes process
K Kanazawa, D Sornette
Physical Review Research 2, 033442, 2020
252020
Kinetic theory for financial Brownian motion from microscopic dynamics
K Kanazawa, T Sueshige, H Takayasu, M Takayasu
Physical Review E 98 (5), 052317, 2018
252018
Non-universal power law distribution of intensities of the self-excited Hawkes process: a field-theoretical approach
K Kanazawa, D Sornette
Physical Review Letters 125, 138301, 2020
222020
Statistical mechanics for athermal fluctuation: Non-Gaussian noise in physics
K Kanazawa
Springer, 2017
222017
Ecology of trading strategies in a forex market for limit and market orders
T Sueshige, K Kanazawa, H Takayasu, M Takayasu
PloS one 13 (12), e0208332, 2018
152018
Granular rotor as a probe for a nonequilibrium bath
TG Sano, K Kanazawa, H Hayakawa
Physical Review E 94 (3), 032910, 2016
152016
Ubiquitous power law scaling in nonlinear self-excited Hawkes processes
K Kanazawa, D Sornette
Physical Review Letters 127, 188301, 2021
132021
Energy pumping in electrical circuits under avalanche noise
K Kanazawa, T Sagawa, H Hayakawa
Physical Review E 90 (4), 012115, 2014
112014
Inferring microscopic financial information from the long memory in market-order flow: A quantitative test of the Lillo-Mike-Farmer model
Y Sato, K Kanazawa
Physical Review Letters 131 (19), 197401, 2023
9*2023
Quantitative statistical analysis of order-splitting behaviour of individual trading accounts in the Japanese stock market over nine years
Y Sato, K Kanazawa
arXiv preprint arXiv:2308.01112, 2023
62023
Exact solution to a generalised Lillo-Mike-Farmer model with heterogeneous order-splitting strategies
Y Sato, K Kanazawa
arXiv preprint arXiv:2306.13378, 2023
62023
Asymptotic solutions to nonlinear Hawkes processes: A systematic classification of the steady-state solutions
K Kanazawa, D Sornette
Physical Review Research 5 (1), 013067, 2023
52023
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