?株式市場のマルチフラクタル解析
共著,日本評論社,2021
?Model of Continuous Random Cascade Processes in Financial Markets.
共著, Front.Phys.8: 565372,2020
?Exogenous shock and multifractal random walk,
共著, Evolutionary and Institutional Economics Review 16,213-238,2019
?Multiplicative random cascades with additional stochastic process in Financial markets,
共著, Evolutionary and Institutional Economics Review 15,515-529,2018
?Collective Behavior of Market Participants during abrupt Stock Price Changes,
単著, PLoS ONE 11(8):e0160152 doi:10.1731/journal.pone.0160152, 2016
?Market-wide Price Co-movement around Crashes in the Tokyo Stock Exchange
共著, Evolutionary and Institutional Economics Review, vol.10, No.1, 81-92, 2013
?Collective Behavior of Stock Prices as a Precursor to Market Crash
単著, Progress of Theoretical Physics Supplement, No.194, 1-10, 2012
?株価の経済物理学
共著, 培風館, 2011
?Correlation of coming limit price with order book in stock markets
単著, Physica A, 383, 90-95, 2007
?Stock price fluctuations and the mimetic behaviors of traders
単著, Physica A, 382, 172-178, 2007
?Ordered phase and non-equilibrium fluctuation in stock market
単著, Physica A, 311, 563-570, 2002
?株価変動の現象論的統計力学モデル
単著, シミュレーション, 第21巻第2号, 92-95, 2002
