Selected papers

  1. Y. Sato and K. Kanazawa,
    Strict Universality of the Square-Root Law in Price Impact across Stocks: A Complete Survey of the Tokyo Stock Exchange.
    Phys. Rev. Lett. 135, 257401 (2025); (arXiv: 2411.13965)
  2. 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)
  3. 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)
  4. 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)
  5. 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)
  6. K. Kanazawa and D. Sornette,
    Ubiquitous power law scaling in nonlinear self-excited Hawkes processes.
    Phys. Rev. Lett. 127, 188301 (2021)