Photograph

Name

MURAI Joshin

Affiliation

Graduate School of Humanities and Social Sciences

Title

Professor

Sex

male

Research areas, keyword

Probability Theory, Econophysics

 
 

Research Achievement (Published Thesis) 【 display / non-display

  • Subject:Multiplicative random cascades with additional stochastic process in financial markets

    Language:English

    Kind of Publishing:Academic Journal

    Journal name:Evolutionary and Institutional Economics Review , vol.15 (2) (p.515 - 529)

    Publish date:2018.08

    Co-writerThe multiple authorship

  • Subject:A model of transaction signs with order splitting and public information

    Language:English

    Kind of Publishing:Academic Journal

    Journal name:Evolutionary and Institutional Economics Review , vol.13 (2) (p.469 - 480)

    Publish date:2016.08

    Author:Joshin Murai

    Co-writerThe simple work

  • Subject:公開情報への反応関数をもつポリマーモデルにおける大数の強法則

    Language:Japanese

    Kind of Publishing:Bulletin of University, Institute, etc

    Journal name:Okayama economic review , vol.47 (2) (p.117 - 128)

    Publish date:2016.03

    Author:村井浄信

    Co-writerThe simple work

  • Subject:公開情報と取引符号

    Language:Japanese

    Kind of Publishing:Academic Journal

    Journal name:The Institute of Statistical Mathematics Cooperative Research Report , vol.360 (p.116 - 125)

    Publish date:2016.03

    Author:村井浄信

    Co-writerThe simple work

  • Subject:Application of the cluster expansion to a mathematical model of the long memory phenomenon in a financial market

    Language:English

    Kind of Publishing:Academic Journal

    Journal name:Journal of Statistical Physics , vol.152 (p.706 - 723)

    Publish date:2013.07

    Author:K.Kuroda, J.Maskawa, J.Murai

    Co-writerThe simple work

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