- Y. Sato and K. Kanazawa,
Exact solution to a generalised Lillo-Mike-Farmer model with heterogeneous order-splitting strategies.
J. Stat. Phys. 191, 58 (2024) (Open Access) - Y. Sato and K. Kanazawa,
Inferring microscopic financial information from the long memory in market-order flow: A quantitative test of the Lillo-Mike-Farmer model.
Phys. Rev. Lett. 131, 197401 (2023) (Open Access) - Y. Sato and K. Kanazawa,
Quantitative statistical analysis of order-splitting behaviour of individual trading accounts in the Japanese stock market over nine years.
Phys. Rev. Res. 5, 043131 (2023) (Open Access) - K. Kanazawa and D. Sornette,
Asymptotic solutions to nonlinear Hawkes processes: A systematic classification of the steady-state solutions.
Phys. Rev. Res. 5, 013067 (2023) (Open Access) - K. Kanazawa, H. Takayasu, M. Takayasu,
Exact solution to two-body financial dealer model: revisited from the viewpoint of kinetic theory.
J. Stat. Phys. 190, 8 (2023) (Open Access) - M. Jusup, P. Holme, K. Kanazawa, et al.,
Social physics.
Phys. Rep. 948, 1 (2022); (arXiv:2110.01866) - K. Kanazawa and D. Sornette,
Ubiquitous power law scaling in nonlinear self-excited Hawkes processes.
Phys. Rev. Lett. 127, 188301 (2021) (Open Access) - K. Kanazawa and D. Sornette,
Field master equation theory of the self-excited Hawkes process.
Phys. Rev. Res. 2, 033442 (2020) (Open Access) - K. Kanazawa and D. Sornette,
Non-universal power law distribution of intensities of the self-excited Hawkes process: a field-theoretical approach.
Phys. Rev. Lett. 125, 138301 (2020) (Open Access) - K. Kanazawa, T. G. Sano, A. Cairoli, and A. Baule,
Loopy Lévy flights enhance tracer diffusion in active suspensions.
Nature 579, 364 (2020); (arXiv:1906.00608) - T. Sueshige, K. Kanazawa, H. Takayasu, and M. Takayasu,
Ecology of trading strategies in a forex market for limit and market orders.
PLoS one 13, e0208332 (2018) (Open Access) - K. Kanazawa, T. Sueshige, H. Takayasu, and M. Takayasu,
Kinetic Theory for Financial Brownian Motion from Microscopic Dynamics.
Phys. Rev. E 98, 052317 (2018) (Open Access) - J.-F. Boilard, K. Kanazawa, H. Takayasu, and M. Takayasu,
Empirical scaling relations of market event rates in foreign currency market.
Physica A 509, 1152 (2018) (Open Access) - 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) (Open Access)
Highlighted in Physics, Physics Today, and Physics Buzz, managed by American Physical Society - T.G Sano, K. Kanazawa, and H. Hayakawa,
Granular rotor as a probe for a nonequilibrium bath.
Phys. Rev. E 94, 032910 (2016); (arXiv:1511.0859) - K. Kanazawa, T.G. Sano, T. Sagawa, and H. Hayakawa,
Asymptotic derivation of Langevin-like equation with non-Gaussian noise and its analytical solution.
J. Stat. Phys. 160, 1294 (2015); (arXiv:1412.2233) - 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); (arXiv:1407.5267) - E. Fodor, K. Kanazawa, H. Hayakawa, P. Visco, and F. van Wijland,
Energetics of active fluctuations in living cells.
Phys. Rev. E 90, 042724 (2014); (arXiv:1406.1732) - K. Kanazawa, T. Sagawa, and H. Hayakawa,
Energy pumping in electrical circuits under avalanche noise.
Phys. Rev. E 90, 012115 (2014); (arXiv:1404.2109) - K. Kanazawa, T. Sagawa, and H. Hayakawa,
Heat conduction induced by non-Gaussian athermal fluctuations.
Phys. Rev. E 87, 052124 (2013); (arXiv:1209.2122) - K. Kanazawa, T. Sagawa, and H. Hayakawa,
Stochastic Energetics for Non-Gaussian Processes.
Phys. Rev. Lett. 108, 210601 (2012); (arXiv: 1111.5906)