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Taisei Kaizoji

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This is information that was supplied by Taisei Kaizoji in registering through RePEc. If you are Taisei Kaizoji , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Taisei
Middle Name:
Last Name: Kaizoji
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RePEc Short-ID: pka333

Email:
Homepage: http://subsite.icu.ac.jp/people/kaizoji/index.html
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Affiliation

国際基督教大学大学院アーツ・サイエンス研究科 (International Christian University, Graduate school of Arts and Sciences)
Homepage: http://www.icu.ac.jp/gs/
Location: Japan, Tokyo

Works

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Working papers

  1. Kaizoji, Taisei, 2012. "A Note on Stability of Self-Consistent Equilibrium in an Asynchronous Model of Discrete-Choice with Social Interaction," MPRA Paper 38730, University Library of Munich, Germany.
  2. Mauro Politi & Taisei Kaizoji & Enrico Scalas, 2011. "Full characterization of the fractional Poisson process," Papers 1104.4234, arXiv.org.
  3. T. Kaizoji & M. Leiss & A. Saichev & D. Sornette, 2011. "Super-exponential endogenous bubbles in an equilibrium model of rational and noise traders," Papers 1109.4726, arXiv.org, revised Mar 2014.
  4. Kaizoji, Taisei (kaizoji@icu.ac.jp), 2010. "A Behavioral Model of Bubbles and Crashes," MPRA Paper 20352, University Library of Munich, Germany.
  5. Kaizoji, Taisei, 2010. "Multiple equilibria and chaos in a discrete tâtonnement process," MPRA Paper 24002, University Library of Munich, Germany.
  6. Kaizoji, Taisei, 2010. "Carry Trade, Forward Premium Puzzle and Currency Crisis," MPRA Paper 21432, University Library of Munich, Germany.
  7. Kaizoji, Taisei, 2010. "Stock volatility in the periods of booms and stagnations," MPRA Paper 23727, University Library of Munich, Germany.
  8. Cheoljun Eom & Jongwon Park & Woo-Sung Jung & Taisei Kaizoji & Yong H. Kim, 2009. "The Effects of Market Properties on Portfolio Diversification in the Korean and Japanese Stock Markets," Papers 0902.3836, arXiv.org.
  9. Kaizoji, Taisei, 2009. "Root Causes of The Housing Bubble," MPRA Paper 16808, University Library of Munich, Germany.
  10. T. Kaizoji & D. Sornette, 2008. "Market bubbles and crashes," Papers 0812.2449, arXiv.org.
  11. Cheoljun Eom & Woo-Sung Jung & Taisei Kaizoji & Seunghwan Kim, 2008. "Effect of changing data size on eigenvalues in the Korean and Japanese stock markets," Papers 0811.4021, arXiv.org, revised Jun 2009.
  12. Jae-Suk Yang & Wooseop Kwak & Taisei Kaizoji & In-mook Kim, 2007. "The market efficiency in the stock markets," Papers physics/0701179, arXiv.org, revised Jan 2007.
  13. Woo-Sung Jung & Fengzhong Wang & Shlomo Havlin & Taisei Kaizoji & Hie-Tae Moon & H. Eugene Stanley, 2007. "Volatility return intervals analysis of the Japanese market," Papers 0709.1725, arXiv.org.
  14. Woo-Sung Jung & Okyu Kwon & Fengzhong Wang & Taisei Kaizoji & Hie-Tae Moon & H. Eugene Stanley, 2007. "Group dynamics of the Japanese market," Papers 0708.0562, arXiv.org.
  15. Lux, Thomas & Kaizoji, Taisei, 2006. "Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching," Economics Working Papers 2006,13, Christian-Albrechts-University of Kiel, Department of Economics.
  16. Enrico Scalas & Taisei Kaizoji & Michael Kirchler & Juergen Huber & Alessandra Tedeschi, 2006. "Waiting times between orders and trades in double-auction markets," Papers physics/0608273, arXiv.org.
  17. Yuichi Ikeda & Hideaki Aoyama & Hiroshi Iyetomi & Yoshi Fujiwara & Wataru Souma & Taisei Kaizoji, 2006. "Response of Firm Agent Network to Exogenous Shock," Papers physics/0607287, arXiv.org.
  18. Taisei Kaizoji, 2006. "Statistical properties of absolute log-returns and a stochastic model of stock markets with heterogeneous agents," Papers physics/0603139, arXiv.org.
  19. Taisei Kaizoji, 2006. "An interacting-agent model of financial markets from the viewpoint of nonextensive statistical mechanics," Papers physics/0601106, arXiv.org, revised Apr 2006.
  20. Taisei Kaizoji, 2006. "Power laws and market crashes," Papers physics/0603138, arXiv.org.
  21. Taisei Kaizoji & Hiroshi Iyetomi & Yuichi Ikeda, 2005. "Re-examination of the size distribution of firms," Papers physics/0512124, arXiv.org, revised Mar 2006.
  22. Taisei Kaizoji, 2005. "Comparison of volatility distributions in the periods of booms and stagnations: an empirical study on stock price indices," Papers physics/0506114, arXiv.org.
  23. Taisei Kaizoji, 2005. "A Precursor of Market Crashes," Papers physics/0510055, arXiv.org, revised Mar 2006.
  24. Woo-Sung Jung & Okyu Kwon & Taisei Kaizoji & Seungbyung Chae & Hie-Tae Moon, 2005. "Grouping in the stock markets of Japan and Korea," Papers physics/0511224, arXiv.org.
  25. Taisei Kaizoji & Thomas Lux, 2004. "Forecasting Volume and Volatility in the Tokyo Stock Market: The Advantage of Long Memory Models," Computing in Economics and Finance 2004 158, Society for Computational Economics.
  26. Lux, Thomas & Kaizoji, Taisei, 2004. "Forecasting volatility and volume in the Tokyo stock market: The advantage of long memory models," Economics Working Papers 2004,05, Christian-Albrechts-University of Kiel, Department of Economics.
  27. Taisei Kaizoji, 2004. "Inflation and deflation in stock markets," Papers cond-mat/0401140, arXiv.org, revised Mar 2006.
  28. Taisei KAIZOJI, 2004. "Booms and bursts of asst markets: empirical results and a model based upon the Fokker-Plank equation," Computing in Economics and Finance 2004 305, Society for Computational Economics.
  29. Taisei Kaizoji, 2003. "Speculative bubbles and fat tail phenomena in a heterogeneous agent model," Papers nlin/0312040, arXiv.org.
  30. Taisei Kaizoji, 2003. "Scaling behavior in land markets," Papers cond-mat/0302470, arXiv.org, revised Mar 2006.
  31. Taisei Kaizoji & Masahide Nuki, 2003. "Scaling Law for the Distribution of Fluctuations of Share Volume," Papers cond-mat/0302468, arXiv.org, revised Mar 2006.
  32. Taisei Kaizoji & Michiyo Kaizoji, 2003. "A mechanism leading bubbles to crashes: the case of Japan's land markets," Papers cond-mat/0312404, arXiv.org, revised Mar 2006.
  33. Taisei Kaizoji & Michiyo Kaizoji, 2003. "Power law for ensembles of stock prices," Papers cond-mat/0312406, arXiv.org, revised Mar 2006.
  34. Taisei Kaizoji, 2003. "Intermittent chaos in a model of financial markets with heterogeneous agents," Papers nlin/0312065, arXiv.org.
  35. Taisei Kaizoji & Michiyo Kaizoji, 2003. "Power law for the calm-time interval of price changes," Papers cond-mat/0312560, arXiv.org, revised Mar 2006.
  36. Taisei Kaizoji & Stefan Bornholdt & Yoshi Fujiwara, 2002. "Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents," Papers cond-mat/0207253, arXiv.org.
  37. Yoshi Fujiwara & Wataru Souma & Hideaki Aoyama & Taisei Kaizoji & Masanao Aoki, 2002. "Growth and Fluctuations of Personal Income," Papers cond-mat/0208398, arXiv.org.
  38. Taisei Kaizoji & Thomas Lux, 2001. "On Dynamics in An Asset Pricing Model with Heterogeneous Expectations," CeNDEF Workshop Papers, January 2001 2A.3, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  39. Taisei Kaizoji, 2001. "An Interacting-Agents Approach to International Financial Contagion," Computing in Economics and Finance 2001 190, Society for Computational Economics.
  40. Taisei Kaizoji, 2001. "Heterogeneous Interacting Agent Models and the Stylized Facts," Computing in Economics and Finance 2001 175, Society for Computational Economics.
  41. Taisei Kaizoji, 2000. "Speculative bubbles and crashes in stock market: an interacting-agent model of speculative activity," Papers cond-mat/0010263, arXiv.org.
  42. Taisei Kaizoji, 2000. "International Financial Crises In An Interacting Agent Model," Computing in Economics and Finance 2000 324, Society for Computational Economics.
  43. Taisei Kaizoji, . "Adaptive Learning Dynamics and the Stabilization Policy in an Overlapping Generations Model," Computing in Economics and Finance 1997 118, Society for Computational Economics.

Articles

  1. Yang, Jae-Suk & Kaizoji, Taisei & Kwak, Wooseop, 2011. "Temporal evolution into a more efficient stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(11), pages 2002-2008.
  2. Kaizoji, Taisei, 2010. "Multiple equilibria and chaos in a discrete tâtonnement process," Journal of Economic Behavior & Organization, Elsevier, vol. 76(3), pages 597-599, December.
  3. Eom, Cheoljun & Jung, Woo-Sung & Kaizoji, Taisei & Kim, Seunghwan, 2009. "Effect of changing data size on eigenvalues in the Korean and Japanese stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(22), pages 4780-4786.
  4. Akira Namatame & Taisei Kaizoji & Enrico Scalas, 2008. "Editorial," Journal of Economic Interaction and Coordination, Springer, vol. 3(1), pages 1-1, June.
  5. Jae-Suk Yang & Wooseop Kwak & Taisei Kaizoji & In-mook Kim, 2008. "Increasing market efficiency in the stock markets," The European Physical Journal B - Condensed Matter and Complex Systems, Springer, vol. 61(3), pages 389-389, 02.
  6. Yamano, Takuya & Sato, Kodai & Kaizoji, Taisei & Rost, Jan-Michael & Pichl, Lukás, 2008. "Symbolic analysis of indicator time series by quantitative sequence alignment," Computational Statistics & Data Analysis, Elsevier, vol. 53(2), pages 486-495, December.
  7. W.-S. Jung & F. Z. Wang & S. Havlin & T. Kaizoji & H.-T. Moon & H. E. Stanley, 2008. "Volatility return intervals analysis of the Japanese market," The European Physical Journal B - Condensed Matter and Complex Systems, Springer, vol. 62(1), pages 113-119, 03.
  8. Jung, Woo-Sung & Kwon, Okyu & Wang, Fengzhong & Kaizoji, Taisei & Moon, Hie-Tae & Stanley, H. Eugene, 2008. "Group dynamics of the Japanese market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(2), pages 537-542.
  9. Lux, Thomas & Kaizoji, Taisei, 2007. "Forecasting volatility and volume in the Tokyo Stock Market: Long memory, fractality and regime switching," Journal of Economic Dynamics and Control, Elsevier, vol. 31(6), pages 1808-1843, June.
  10. Onozaki, Tamotsu & Yanagita, Tatsuo & Kaizoji, Taisei & Toyabe, Kazutaka, 2007. "Regional business cycle synchronization through expectations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 383(1), pages 102-107.
  11. Ikeda, Yuichi & Souma, Wataru & Aoyama, Hideaki & Iyetomi, Hiroshi & Fujiwara, Yoshi & Kaizoji, Taisei, 2007. "Quantitative agent-based firm dynamics simulation with parameters estimated by financial and transaction data analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 375(2), pages 651-667.
  12. Pichl, Lukáš & Kaizoji, Taisei & Yamano, Takuya, 2007. "Stylized facts in internal rates of return on stock index and its derivative transactions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 382(1), pages 219-227.
  13. Hayashi, Katsuhiko & Kaizoji, Taisei & Pichl, Lukáš, 2007. "Correlation patterns of NIKKEI index constituents," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 383(1), pages 16-21.
  14. Ikeda, Yuichi & Aoyama, Hideaki & Iyetomi, Hiroshi & Fujiwara, Yoshi & Souma, Wataru & Kaizoji, Taisei, 2007. "Response of firm agent network to exogenous shock," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 382(1), pages 138-148.
  15. T. Kaizoji, 2006. "A precursor of market crashes: Empirical laws of Japan's internet bubble," The European Physical Journal B - Condensed Matter and Complex Systems, Springer, vol. 50(1), pages 123-127, 03.
  16. Kaizoji, Taisei, 2006. "An interacting-agent model of financial markets from the viewpoint of nonextensive statistical mechanics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 370(1), pages 109-113.
  17. Scalas, Enrico & Kaizoji, Taisei & Kirchler, Michael & Huber, Jürgen & Tedeschi, Alessandra, 2006. "Waiting times between orders and trades in double-auction markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 366(C), pages 463-471.
  18. Souma, Wataru & Aoyama, Hideaki & Fujiwara, Yoshi & Ikeda, Yuichi & Iyetomi, Hiroshi & Kaizoji, Taisei, 2006. "Correlation in business networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 370(1), pages 151-155.
  19. Kaizoji, Taisei, 2005. "Spatial distribution of large income earners: an empirical study on the formation of exclusive residential districts," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 347(C), pages 575-582.
  20. Kaizoji, Taisei & Kaizoji, Michiyo, 2004. "A mechanism leading from bubbles to crashes: the case of Japan's land market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 344(1), pages 138-141.
  21. Kaizoji, Taisei, 2004. "Inflation and deflation in financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 343(C), pages 662-668.
  22. Kaizoji, Taisei & Kaizoji, Michiyo, 2004. "Power law for ensembles of stock prices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 344(1), pages 240-243.
  23. Kaizoji, Taisei & Kaizoji, Michiyo, 2004. "Power law for the calm-time interval of price changes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 336(3), pages 563-570.
  24. Fujiwara, Yoshi & Souma, Wataru & Aoyama, Hideaki & Kaizoji, Taisei & Aoki, Masanao, 2003. "Growth and fluctuations of personal income," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 321(3), pages 598-604.
  25. Kaizoji, Taisei, 2003. "Scaling behavior in land markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 326(1), pages 256-264.
  26. Taisei Kaizoji & Michiyo Kaizoji, 2003. "Empirical Laws Of A Stock Price Index And A Stochastic Model," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 6(03), pages 303-312.
  27. Kaizoji, Taisei & Bornholdt, Stefan & Fujiwara, Yoshi, 2002. "Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 316(1), pages 441-452.
  28. Kaizoji, Taisei, 2001. "A model of international financial crises," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 299(1), pages 279-293.
  29. Kaizoji, Taisei, 2000. "Speculative bubbles and crashes in stock markets: an interacting-agent model of speculative activity," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 287(3), pages 493-506.
  30. Kaizouji, Taisei, 1994. "Multiple equilibria and chaotic tatonnement: Applications of the Yamaguti-Matano theorem," Journal of Economic Behavior & Organization, Elsevier, vol. 24(3), pages 357-362, August.

NEP Fields

10 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-DCM: Discrete Choice Models (1) 2012-09-03
  2. NEP-ECM: Econometrics (1) 2007-01-14
  3. NEP-ETS: Econometric Time Series (1) 2007-01-14
  4. NEP-FIN: Finance (1) 2001-02-14
  5. NEP-FMK: Financial Markets (3) 2001-02-14 2010-02-13 2010-07-17. Author is listed
  6. NEP-FOR: Forecasting (1) 2007-01-14
  7. NEP-HPE: History & Philosophy of Economics (1) 2012-09-03
  8. NEP-IFN: International Finance (1) 2010-03-28
  9. NEP-MST: Market Microstructure (1) 2010-02-13
  10. NEP-RMG: Risk Management (3) 2007-01-14 2010-07-17 2010-08-21. Author is listed
  11. NEP-UPT: Utility Models & Prospect Theory (3) 2010-02-13 2010-03-28 2011-10-01. Author is listed
  12. NEP-URE: Urban & Real Estate Economics (2) 2010-07-17 2012-09-03

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