Organization
Faculty of Economics Department of Business Administration Professor
Jun-ichi Maskawa
Degree
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博士（工学） ( 1987.3 大阪大学 )
Research Areas
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Others / Others / 経済物理学
Educational Background
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Osaka University 基礎工学研究科 数理系
- 1987.3
Country： Japan
Primary Subjects (Course) in charge
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＜学部＞経営情報論，データ分析
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＜博士課程前期＞情報管理論研究A，情報管理論研究B，情報管理論演習
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＜博士課程後期＞情報管理論特殊研究A，情報管理論特殊研究B，情報管理論演習
Papers
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Model of Continuous Random Cascade Processes in Financial Markets Reviewed
Jun-ichii Maskawa and Koji Kuroda
Frontiers in Physics 2020.11
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Exogenous shock and multifractal random walk Reviewed
Koji Kuroda, Jun-ichi Maskawa
Evolutionary and Institutional Economics Review 16 ( 1 ) 213 - 238 2019.6
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Multiplicative random cascades with additional stochastic process in financial markets Reviewed
Jun-ichi Maskawa, Koji Kuroda
Evolutionary and Institutional Economics Review 15 ( 2 ) 515 - 529 2018.11
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Collective Behavior of Market Participants during Abrupt Stock Price Changes Reviewed
Jun-ichi Maskawa
PLoS ONE 11 ( 8 ) e0160152. 2016.8
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Market-wide price co-movement around crashes in the Tokyo Stock Exchange Invited Reviewed
Jun-ichi Maskawa, Joshin Murai, Koji Kuroda
Evolutionary and Institutional Economics Review 10 ( 1 ) 81 - 92 2013
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Application of the Cluster Expansion to a Mathematical Model of the Long Memory Phenomenon in a Financial Market Reviewed
Koji Kuroda, Jun-ichi Maskawa, Murai Joshin
Journal of Statistical Physics 152 706 - 723 2013
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Collective Behavior of Stock Prices as a Precursor to Market Crash Reviewed
Jun-ichi Maskawa
Progres, of Theoretical Physics Supplement ( 194 ) 1 - 10 2012
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Stock Price process and long memory in trade signs Reviewed
Koji Kuroda, Jun-ichi Maskawa, Murai Joshin
Advances in Mathematical Economics 14 69 - 92 2010
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Large Correlations and the Principal Components in Stock Markets Reviewed
Jun-ichi Maskawa, Wataru Souma and Kensuke Fukuda
Proceedings of the 9th Asia-Pacific Complex System Conference 7 - 11 2009
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Stock price fluctuations and the mimetic behaviors of traders Reviewed
Jun-ichi Maskawa
Physica A ( 382 ) 172 - 178 2007
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Correlation of coming limit price with order book in stock markets Reviewed
Jun-ichi Maskawa
Physica A ( 383 ) 90 - 95 2007
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Ordered phase and non-equilibrium fluctuation in stock market Reviewed
Jun-ichi Maskawa
Physica A ( 311 ) 563 - 570 2002
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株価変動の現象論的統計力学モデル Reviewed
増川 純一
シミュレーション 21 ( 2 ) 92 - 95 2002
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Theory and numerical calculation of pattern formation in shrinking gels Reviewed
Jun-ichi Maskawa
Journal of Chemical Physics ( 110 ) 10993 - 10999 1999
Books
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株式市場のマルチフラクタル解析
黒田耕嗣、増川純一、村井浄信（ Role： Joint author , 第２章、第５章、第６章、付録一部）
日本評論社 2021.4 （ ISBN:978-4-535-78905-0 ）
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株価の経済物理学
増川 純一（ Role： Joint author）
培風館 2011