研究業績

編 集　

    4) Akira Namatme, Taisei Kaizoji, and Enrico Scalas and: Editorial Comments: Proceedings of Econophysics Colloquium 2006 and the third Bozenfires Colloquium, Journal of Economic Interaction and Coordination 3-1 (2008).

3) Taisei Kaizoji, Enrico Scalas and Akira Namatame: Econophysics Colloquium 2006 and Third Bonzenfreies Colloquium, the special issue, Physica A 383(1) (2007) pp.1-170.

2) Akira Namatame, Taisei Kaizoji, and Aruka Yuji (eds), Economics and Heterogeneous Interacting Agents, Lecture Notes in Economics and Mathematical Systems , Springer (2006).

1)　海蔵寺　大成、生天目　章（編集）「論文特集　エコノフジックス」

日本シミュレーション学会誌 第21巻2号 (2002).

Review

・ Taisei Kaizoji and Didier Sornette, Market Bubble and Crash, forthcoing in Rama Cont (ed.), Encyclopedia of  Quantitative Finance, John Wiley & Sons Ltd. (2009).  [pdf]

Working Papers


・ Cheoljun Eom, Taisei Kaizoji, Yong H. Kim, and Jong Won Park, Enhancing the Practical Usefulness of a Markowitz Optimal Portfolio by Controlling a Market Factor in Correlation between Stocks, to be submitted into Quantitative Finance (2009) [pdf]
 
・ C. Eom, W.-S. Jung, T. Kaizoji, Y. Kim, and J. Park (2009), "The Effects of Market Properties on Portfolio Diversification in the Korean and Japanese Stocks Markets," to be submitted into Journal of Financial Service Research (2009) [pdf].

・ C. Eom, W.-S. Jung, T. Kaizoji, Y. Kim, and J. Park (2009), "A Study on Effective Portfolio Optimization based on Random Matrix Theory in Stock Markets," preprint, and presented at 16th Joint Conference of Korea-America Finance Association with four Korean Finance Associations in May 22-23, (2009) [pdf].

・ Taisei Kaizoji, A Behavioral Model of Bubbles and Crashes, MPRA Paper 20352 (2010).

学 術論文 (refereed):

・  Yamano, Takuya, Sato, Kodai, Kaizoji, Taisei, Rost, Jan-Michael, and Pichl, Lukás: Symbolic analysis of indicator time series by quantitative sequence alignment, Computational Statistics & Data Analysis, 53-2 (2008) 486-495.  

・   Jung, Woo-Sung, Wang, Fengzhong, Havlin, Shlomo, Kaizoji, Taisei, Moon, Hie-Tae, Stanley, H. Eugene, Volatility return intervals analysis of the Japanese market, European Physical Journal B 62 (2008) 113-119.

・  Woo-Sung Jung, Okyu Kwon, Fengzhong Wang, Taisei Kaizoji, Hie-Tae Moon, and H. Eugene Stanley, Group dynamics of the Japanese market, Physica A 387, 2-3 (2008) 537-542.

・  Jae-Suk Yang, Wooseop Kwak, Taisei Kaizoji, and In-mook Kim, Increasing market efficiency in the stock markets, European Physical Journal B 61 (2008) 241-246.

・  Katsuhiko Hayashi, Taisei Kaizoji and Lukáš Pichl: "Correlation patterns of NIKKEI index constituents: Towards a mean field model", Physica A 383 (2007) 16-2153.

・ Tamotsu Onozaki, Tatsuo Yanagita, Taisei Kaizoji, Kazutaka Toyabe: Regional Business Cycle Synchronization without Interregional Trade Linkages, Physica A 383 (2007) 102-107.

・  Lukáš Pichl, Taisei Kaizoji and Takuya Yamano: Stylized facts in internal rates of return on stock index and its derivative transactions, Physica A382 (2007) 219-227

・ Yuichi Ikeda, Hideaki Aoyama, Hiroshi Iyetomi, Yoshi Fujiwara, Wataru Souma and Taisei Kaizoji: Response of firm agent network to exogenous shock, Physica A 382 (2007) 138-148.

50) Yuichi Ikeda, Hideaki Aoyama, Hiroshi Iyetomi, Yoshi Fujiwara, Wataru Souma, and Taisei Kaizoji: Quantitative agent-based firm dynamics simulation with parameters estimated on financial and transaction data analysis, Physica A 375, (2007) 651-667.

49) Thomas Lux and Taisei Kaizoji: Forecasting and volatility in the Tokyo Stock Market: The advantage of long memory models, Journal of Economic Dynamics and Control 31(6) (2007) 1808-1843.

48) Lukáš Pichl, T. Yamano, and T. Kaizoji, “On the Symbolic Analysis of Market Indicators with the Dynamic Programming Approach”, Lecture Notes in Computer Science 3973, pp.432-441, (2006).

47) Wataru Souma, Hideaki Aoyama, Yoshi Fujiwara, Yuichi Ikeda, Hiroshi Iyetomi and Taisei Kaizoji: 　Correlation in business networks, Physica A370（2006）151-155.

46) Taisei Kaizoji: An interacting-agent model of financial markets from the viewpoint　of nonextensive statistical mechanics, Physica A370（2006）109-113.

45) Taisei Kaizoji: Precursors of Market Crashes: Empirical laws of the Japan’s internet bubbles, European Physical Journal B50 (2006) 123-127.

44) Taisei Kaizoji: Power laws and market crashes: Empirical laws on bursting bubbles, Progress of Theoretical Physics Supplement 162 (2006) 165-172.

43) Akira Namatame, Taisei Kaizoji, and Kazuya Konno: Relationship between trader types and their long-run wealth in an artificial financial market, The ICFAI Journal of Behavioral Finance Vol. 3 No. 1, (2006) 43-60.

42) Enrico Scalas, Taisei Kaizoji, Michael Kirchler, Jürgen Huber, and Alessandra Tedeschi: Waiting times between orders and trades in double-auction markets, Physica A366 (2006) 463-471.

41) Taisei Kaizoji: On stock-price fluctuations in the periods of booms and stagnations, in A. Chatterjee, Bikas K. Chakrabarti (eds.) Econophysics of Stock Markets and Minority Games, Springer (2006) 3-12.

40)  T. Kaizoji. H. Iyetomi, and Y. Ikeda, Re-examination of the size distribution of firms, Evolutionary and Institutional Economics Review, vol.2 no. 2. (2006) 183-198

39) Taisei Kaizoji: Spatial distribution of large income earners: an empirical study on the formation of exclusive residential districts, Physica A 347 (2005) pp.575-582.

38) Tomoko Fuku, Akira Namatame, and Taisei Kaizoji: Collective Efficiency in Two-Side Matching, P. Mathieu, et. al., eds., Artificial Economics: Lecture Notes in Economics and Mathematical Systems 564, Springer (2005) 115-126.

37) Taisei Kaizoji: Statistical properties of the volatility and a stochastic model of markets with heterogeneous agents, in Lux, T., S. Reitz and E. Samanidou, eds., Heterogeneous Agents and Nonlinear Dynamics: Lecture Notes in Economics and Mathematical Systems, Berlin: Springer-Verlag (2005).

36) Taisei Kaizoji and Michiyo Kaizoji: Power law for ensembles of stock prices, Physica A344 (2004) pp. 240-243.

35) Taisei Kaizoji and Michiyo Kaizoji: “A mechanism leasing bubbles to crashes: the case of the Japanese land markets”, Physica A344 (2004) pp.138-141.

34) Taisei Kaizoji: “Inflations and deflations in financial markets,” Physica A343 (2004) 662-668.

33) Taisei Kaizoji and Michiyo Kaizoji: “Power-laws for the calm-time interval distribution of changes in share prices,” Physica A336 (2004) 563-570.

32) Taisei Kaizoji: Intermittent chaos in a model of financial markets with heterogeneous agents, Chaos, Solitons, & Fractals 20 (2) (2004) 323-327.

31) Taisei Kaizoji and Michiyo Kaizoji: “Exponential laws of a stock price index and a stochastic model,” Advances in Complex Systems 6 (3) (2003) 1-10.

30) Taisei Kaizoji and Masahide Nuki: “Scaling law for the distribution of fluctuations of share volume,” Fractals 11 (4) (2003) 1-5.

29) Taisei Kaizoji: “Scaling behavior in land markets,” Physica A326 (2003) 256-264.

28) Yoshi Fujiwara, Wataru Souma, Hideaki Aoyama, Taisei Kaizoji, Masanao Aoki:　“Growth and fluctuations of personal income,” Physica A321 (2003) 598-604.

27) Taisei Kaizoji: Speculative bubbles and fat tail phenomena in a heterogeneous-agent model, in W. Barnett, et.al., Economic Complexity: Non-linear dynamics, multi-agents economics, and learning, in Chapter 10, ISETE vol.14, Elsevier, Amsterdam (2003) pp.259-275.

26) Taisei Kaizoji, Stefan Bornoldt and Yoshi Fujiwara: “Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents,” Physica A 316 (2002) 441-452.

25) 藤原 義久, 海蔵寺 大成「ボラティリティと市場モデル：経済物理から経済科学へ」日本シミュレーション学 会誌 21-2 (2002) pp.96-103.

24) Taisei Kaizoji: “Speculative dynamics in a heterogeneous agent model,” Nonlinear Dynamics, Psychology, & Life Sciences vol.6 (2002), pp.217-229.

23) Taisei Kaizoji: “A stochastic model of a market with interacting traders,” Proceedings of Complex Systems (2002), pp.193-197.

22) Taisei Kaizoji: “An interacting-agent model of financial crises,” in R. Cowan, Nicolas Jonard (eds.) Heterogeneous Agents, Interactions and Economic Performance (Lecture Notes in Economics and Mathematical Systems, vol. 521), Springer, Berlin- Heidelberg (2002) pp. 245-258.

21) Taisei Kaizoji: “A Model of international financial crises,” Physica A 299 (2001), pp.279-293.

20) Taisei Kaizoji: “Speculative dynamics in a heterogeneous-agent model,” in Lecture Notes in Computer Science, Vol. 2130, (2001), pp. 775-779.

19) Taisei Kaizoji: “A mechanism of international transmission of financial crises,” in H. Takayasu (ed.) Empirical Science of Financial Fluctuation – The Advent of Econophysics, Springer-Verlag Tokyo (2001), pp 90-101.

18) Taisei Kaizoji and Tomoaki Suzudo: Evolutionary model of opinion formation, Proceedings of Fourth International Conference on Computational Intelligence and Multimedia Applications (ICCIMA) (2001), pp.39-43.

17) Taisei Kaizoji: “Speculative bubbles and crashes in stock markets: an interacting agent model of speculative activity,”  Physica A. 287, 3-4 (2000), 493-506.

16) Taisei Kaizoji: “Speculative chaos in a heterogeneous agents model of a foreign exchange market,” in Proceedings of JCIS 2000, (2000), pp.899-902.

15) Taisei Kaizoji: “A synergetic approach to speculative price volatility,” IEICE Transaction on Fundamentals of Electronics, Communications and Computer Sciences, EA82-A, 9, (1999) pp.1874-1882.

14) 海蔵寺　大成: 「複数市場における投機 的カオスの理論」，日本シミュレーション学会誌, 18-2 (1999) pp.135-147.

13) Taisei Kaizoji: “Complex dynamics of speculative dynamics,” Complexity International, vol. 6, (1999). (An on-line journal, http://www.csu.edu.au/ci/).

12) Norihiko Suzuki and Taisei Kaizoji: “Nation states and multinational business         in the global reach,” Global Competition and Integration, edited by R. Sato, R. V. Ramachandran, and K. Mino, Kluwer Academic Publishers, (1999) pp. 559-595.

11) Taisei Kaizoji: “Self-organization of international financial crises,” Proceedings of 1999 IEEE International Conference on System, Man, and Cybernetics, Vol.II (1999) pp.616- 619.

10) Taisei Kaizoji: “Self-organization of financial crises,” Proceedings of International Conference on Artificial Intelligence, Vol. II, (1999) pp.353-359.

9) Taisei Kaizoji: “A synergetic approach to stock price volatility,” Proceedings of Symposium on  Applied  Computing (SAC’99), (1999) pp.57-65.

8) 海蔵寺　大成: 「投機的バブル，カオ ス，クラッシュの理論」 日本シミュレーション学会誌,  17-2, (1998) pp.141-152.

7) Taisei Kaizoji: Excess volatility and contagion dynamics in a heterogeneous agent model, in Sean Holly(ed.), Computation in Economics, Finance and Engineering, Elsevier Science Ltd. (1998).

6) Taisei Kaizoji: “Stabilizing chaotic business cycles using a neural network, in Sean Holly(ed.), Computation in Economics, Finance and Engineering, Elsevier Science Ltd. (1998).

5) Taisei Kaizoji and Toru Hattori: “Forecasting and stabilizing economic fluctuations using radial basis function networks,” Complexity and Diversity,” in E. R. Nakamura (ed.), Springer-Verlag, (1998) pp.193-195.

4) Taisei Kaizoji: “Complexity of learning dynamics in a speculative price model,” Proceedings on 1998 International Symposium on Nonlinear Theory and its Applications, Vol. 2, (1998) pp.547-550.

3) 海蔵寺　大成: 「為替レートのカオ ティック・ダイナミックス」，金融経済研究　第 6 号, (1994), pp.37-42.

2) Taisei Kaizoji: “Multiple equilibria and chaotic tatonnement: applications of the Yamaguti, Matano theorem,”Journal of Economic Behavior and Organization, 24, 　　(1994), pp.357-362.

1) 海蔵寺　大成: 「株価変動とカオス」，日 本シミュレーション学会誌 12-2, (1993) pp.155-162.

学 術論文 (査読なし)

・ 海蔵寺　大成：「株式市場の統計法則と確率モデル」中央大学企業 研究所 企業研究 第3号 （2003） 49-58.

・ Taisei Kaizoji: “Expectations, learning dynamics and the stabilization policy in an overlapping generations model,” The Journal of Social Science, 38, 1998, 1-22.

・ Taisei Kaizoji: “Stability of perfect foresight equilibria with adaptive learning rules,” The Journal of Social Science, 36, (1997), pp.65-79.

・ Taisei Kaizoji and Chiao-sen Chang: “Chaotic business cycles and the stabilization policy in a dynamic macroeconomic model,” The Journal of Social Science, 35, (1997), pp.41-56.

・ Taisei Kaizoji: “Multiple equilibria and dynamics in a general disequilibrium model,” The Journal of Social Science 34, (1996), pp.63-81.

・ 海蔵寺　大成:　「予想とカオス的株価変 動」 Technical Analysis, vol. 72 (1995), pp.22-24.

・ 海蔵寺　大成: 「ランダムニューラル ネットワークと株価変動のカオス」 Technical Analysis vol. 70 (1995), pp. 98-102.

ワーキング・ペーパー:

・ 海蔵寺　大成：　エコノフィジックス　「複雑系叢書」(相沢　洋二編集)　共立出版に出版予定

研究報告:

 ・   (invited)  Concentration and Collapsesin Markets: A Mechanism Leading form Bubbles to Crashes, Applications of    Physics in Financial Analysis 7th International Conference, Tokyo,  Japan,  March 1-5,  2009. 

・　(invited) A Mechanism of Market Crashes, 4-th Annual Meeting COST Action P10

Physics of Risk, Palermo, Italy, 21-23 Sep. 2007.

・  (invited) A precursor of market crashes APFA 6 - Applications of Physics in Financial Analysis, 4 - 7 July 2007, Lisbon, Portugal.

・  Precursors of Market Crashes, Applications of Physics in Financial Analysis, June 29-July 1, 2006 Torino, Italy.

・        「価格変動と市場構 造の経済物理学的理解」　東京工業大学　経済物理学セミナー 2006年6月3日、 東京工業大学.

・        (invited) “Econophysics of Market Crashes”，Workshop on Emergent Intelligent on Networked Agents , Future University, Hakodate, Japan, May 8, 2006.

・        (invited) “Precursors of Market Crashes, International Workshop on Econophysics of Stock Markets and Minority Games Saha Institute of Nuclear Physics, Kolkata, 14-17 February 2006

・ (invited)　“A mechanism leading from speculative bubbles to crashes,” Econophysics Colloquium 05, the National Australian University, Canberra, Australia, November 14-18, 2005.

・ 「暴落のメカニズム」　東京工業大学　経済物理学セミナー　2005年9月23日　東京工業大学

・ “A mechanism leading from speculative bubbles to crashes,” The third international conference on news, expectations and trends, Orthodox Academy of Crete, Kolymbari-Crete, Greece, 13-18 August 2005.

・ (invited)　“A mechanism leading from speculative bubbles to crashes,” Noise and Fluctuations in Econophysics and Finance, Austin, Texas USA, May 23-26, 2005.

・ “A mechanism leading from speculative bubbles to crashes,” International Workshop on Complexity and Nonextensivity-New Trends in Statistical Mechanics- , Yukawa Institute for Theoretical Physics (YITP), Kyoto Japan, March 14-18, 2005.

・ “A mechanism leading from speculative bubbles to crashes and forecasting market crashes,” The Third Nikkei Econophysics Symposium “Practical Fruits of Econophysics,” November 9-11, 2004　Tokyo Nikkei Hall, Tokyo.

・ （招待講演）エコノフィジックス　「シミュレーションが示す物質と社会の未来像」　応用物理学会 2004年9月1日、東北学院大学.

・ “Booms and bursts of asst markets: empirical results and a model based upon the Fokker-Plank equation,” The 10th International Conference on Computing in Economics and Finance, July 8-10, (2004), University of Amsterdam, Amsterdam, the Netherlands.

・ “Econophysics of asset bubbles and bursts,” 9th Workshop on Economics and    Heterogeneous Interacting Agents (WEHIA2004) May 27-29, 2004 at Kyoto University, Kyoto, Japan.

・ “Inflation and deflation in financial markets,” International Workshop on Trends and Perspectives on Extensive and Non-Extensive Statistical Mechanics November, 19-21, 2003, Angra dos Reis, Brazil.

・ “A mechanism leading bubbles to crashes,” Applications of Physics in Financial Analysis 4, 13 - 15 November 2003, Warsaw University of Technology, Warsaw, Poland.

・ “Empirical laws of returns and a stochastic model: the case of the Tokyo Stock          Exchange,” 8th Annual Workshop on Economics with Heterogeneous Interacting   Agents (WEHIA2003) at Institute in World Economy, Kiel, Germany, May 29-31, 2003.

・ 「株式市場における統計法則と確率モデル」,情報処理学会 知能と複雑系研究会　産業 技術総合研究所, 2003年1月29-31日

・ (invited) “Statistical laws observed in Japanese stock markets and a stochastic model,” The Fourth Workshop on Nonlinear Physics on November 20-22, 2002 at National Chung Hsing University, Taichung, Taiwan.

・ (invited) “A Stochastic model of stock markets,” on November 18, 2002 at Academia Sinica, Taipei, Taiwan.

・ “Statistical properties of Japanese stock markets and a stochastic model,” 会津大学, 福島,　2002年11月28日.

・ “Scaling laws in land markets,” 第2回日経エコノフジックス研究会・シンポジウム, (The Nikkei Symposium on Application of Econophysics) 東京・日本経済新聞本社ビル, 2002年11月12−14日.

・ “An Interacting-heterogeneous agent model of financial Markets”, in The Third International Conference on Discrete Chaotic Dynamics in Nature and Society (DCDNS3) at Chuo University, Tokyo, Japan, September 9-13, 2002.

・ “A stochastic model of a market with interacting agents,” in Complex Systems 2002, at Chuo University, Tokyo, Japan on September 9-11, 2002.

・ 「取引高のスケーリング則と株式市場のスピン・モデル」　第10回 統数研／総研大「経済学」研究会,　2002年7月18−19日 文部科学省統計数理研究所

・ “Modeling an international asset market with interacting trader,” in the 7th Workshop on Economics with Heterogeneous Interacting Agents (WEHIA 2002) at Abdus Salam ICTP, Teieste, Italy, 30 May – 1 June, 2002.

・ “A heterogeneous interacting agent model of financial markets,”　第127回 情報処理学会「知能と複雑系」研究会（電子情報通信学会「人工知能と知識処理」研究会（AI） と合同開催）2002年1月9−10,　ラフォーレ修善寺．

・ 「金融時系列に対する経済物理学的アプローチ」,　総研大グループ研究　「経 済学」,　第9回研究会,　人事労務会館,　 東京,　2001年11月18−19日

・ “Evolutionary model of opinion formation,” in 4th International Conference on Computational Intelligence and Multimedia Applications, at Shonan International Village, Yokosuka, City, Japan, 30 October-1 November, 2001.

・ (招待講演) “Speculative Dynamics in a heterogeneous-agent model,” International Conference on Artificial Neural Networks-ICANN 2001, August 21-25, 2001, Vienna, Austria.

・ “International financial crises from the statistical Physics of view,” in International Conference on Dynamical Networks in Complex Systems, at Kiel, Germany, July 25-27, 2001.

・ “Heterogeneous interacting-agent models and stylized facts,” in 7th International Conference of the Society for Computational Economics, at Yale University, New Haven, Connecticut, USA, June 28-30, 2001.

・ “An interacting-agents approach to international financial contagion,” in 7th International Conference of the Society for Computational Economics at Yale University, New Haven, Connecticut, USA, June 28-30, 2001.

・ “An interacting-agent model of financial crises,” in 6th Workshop on Economics and Heterogeneous Interacting Agents (WEHIA01) at, Maastricht, Holland June 7-9, 2001.

・ “Speculative price dynamics in a heterogeneous-agent model,” in　Department of Economics, University of Bieleferd, May 14, 2001. 

・ “Interacting-agent models to speculative activity,” in Institut für Weltwirtschaft an der Universität Kiel February 20, 2001.

・ “Stock market crashes: an empirical study based on an interacting-agent hypothesis,” in NATO Advanced Research Workshop on Application of Physics in Economic Modelling at Prague, Czech Republic, February 8-10, 2001.

・ “On dynamics in an asset pricing model with heterogeneous expectations,” in 2nd CeHDEF Workshop on Economic Dynamics at Center for Nonlinear Dynamics in Economics and Finance (CeNDEF), University of Amsterdam, January 4-6, 2001.

・ “Speculative bubbles and crashes in stock markets: an interacting-agent model of　speculative activity,” 第1回 日経エコノフジックス研究会・シンポジウム (The Symposium on Empirical Science of Financial Fluctuations) 2000年11月15 – 17日東京・日本経済新聞本社ビル.

・ “Bubbles and crashes in a stock market,” in International Workshop on Complex Systems in Natural and Social Sciences (CSNSS 2000) at Zakopane, Poland, October 5 - 8, 2000.

・ “Dynamics in economic policy game,” in 2000 International Symposium on Nonlinear Theory and its Applications (NOLTA) at September 17-21, 2000, TU Dresden Conference Center, Dresden, Germany.

・ 「株式市場における投機的バブルとバブルの崩壊」 U-Mart 研究会, 2000年6月30日.

・ “Interacting agent approach to speculative activity in financial markets, International Workshop on the Economic Dynamics from the Physics Point of View at Physikzentrum Bad Honnef, Germany, March 30, 2000.

・ “Speculative chaos in a heterogeneous agents model,” in Annual meeting of Japan Association for Evolutionary Economics (JAFEE2000), at Ochanomizu, Tokyo, Japan, 25-26th March 2000.

・ “Speculative chaos in a heterogeneous agents model of a foreign exchange market,” in First International Workshop on Computational Intelligence in Economics and Finance at Atlantic city, New Jersey, USA, Feb. 27-March 3, 2000,.

・ 「連想記憶を持つ金融ネットワークのダイナミックス」, 第119回  情報処理学会「知能と複雑 系」研究会（電子情報通信学会「人工知能と知識処理」研究会（AI）と合同開催） 2000年1月12−13日,　大阪市立大学 文化交流センター

・ (招待講演)　“Associative memory in a financial network,” Workshop on Expectational and Learning Dynamics in Financial Markets, University of Technology, Sydney, December 13-14, 1999.

・ “Self-organization of international financial crises,” in 1999 IEEE International Conference on System, Man, and Cybernetics, Tokyo International Forum at Tokyo, Japan, October 12-15, 1999. 

・ 「投機的カオスの学習コントロール」 第2回 情報論的学習理論ワークショップ，ラフォーレ修善寺  静岡県　1999年8月27日.

・ 「国際金融システムにおける投機的価格変動の複雑性」 1999年度EC・アジア諸国の経済成長と通貨・金融政策の比較計量分析に関する研究シンポジウム、新潟県越後湯沢、1999年8月20日.

・ “A synergetic approach to speculative price volatility,” in the 14 th Annual Symposium on Applied Computing (SAC ’99) at San Antonio, Texas U.S.A. February 28 – March 2, 1999.

・ “Complex dynamics of speculative price,” in Complex System’98: Complexity between The Ecos: From Ecology to Economics at University of New South Wales Sydney, Australia, November 30 - December 3 1998.

・ 「投機的バブルのコントロール」 電子情報通信学会 非線形問題研究会, 奈良先端技術大学 1998年11月.

・ “Excess volatility and contagion dynamics in a heterogeneous agent model,” in Computation in Economics, Finance and Engineering: Economics System (CEFES98) at Cambridge, UK, 29 June-1 July 1998.

・ “Stabilizing chaotic business cycles using a neural network, in Computation in Economics, Finance and Engineering: Economics System (CEFES98) at Cambridge, UK, 29 June-1 July 1998.

・ “The changing consciousness of the Japanese work force,” in the EU-Japan Club Symposium: Economic and Social Implications of Different Attitudes to Work at Katholieke Universiteit Leuven, Brussel, Belgium, 17 - 18 November, 1997.

・“Endogenous business cycles and the stabilization policy in a dynamic macroeconomic model,” the 1997 Meetings of the Society for Economic Dynamics aｔ Keble College, Oxford, U.K, 7-10 July, 1997.

・ “The Nation State and the Multinational Business in the Global Reach,” the New York University Summer Workshop,  経団連ゲストハウス, 御殿場, 1997年8月28 –29日.

・“Adaptive learning dynamics and the stabilization policy in an overlapping       generations model,” in the Third International Conference of Society for       Computational Economics, at Hoover Institution, Stanford, California, June 30 - July 2, 1997.

・“Stabilizing complex endogenous fluctuations in a monetary overlapping       generations model,” in the 1996 European Meeting of the Econometric Society,       at Bogazici University, Istanbul, Turkey, 25 - 29 August, 1996.

・ “Learning dynamics and the stabilization policy in an overlapping Ggenerations       model,” in the Second International Conference of Society of Computational       Economics; Computing in Economics and Finance, Geneva, Switzerland, 26-28 June, 1996.

・ 「適応的期待と価格変動」　金融学会、神戸大学、1995年10月26日.

・ “Expectations, learning dynamics and the stabilization policy in an overlapping generations model” in the Econometric Society Seventh World Congress at Tokyo, Japan, 22-29 August, 1995.

・ “Expectations and dynamics in an overlapping generations model,” 理論・計量経済学会西部部会、福岡大学、1995年6月3日.

・ 「期待と株価のカオス」　日本応用数理学会数理ファイナンス研究部会、青山学院大学、1995年4月6日.

・ “Wage flexibility and chaos in a simple disequilibrium macro model,” The Sixth Annual Convention of Congress of Political Economists, Seoul, Korea, January 9, 1995.

・ 「ケインジアン・モデルとカオス」,金 融学会, 1993, 6.

・ 「為替レートのカオスについて」, 国際経済学会, 1992, 10.

・ 「投機価格変動の理論」, 国際経済学会, 1992, 10.

・ 「マクロ不均衝動学モデルのダイナミックス」, 金融学会, 1992, 6.

・ 「確率分布アプローチによる株価変動方式の研究」,　応用経済時系列研究会, 1992.12.

・ 「内生的貨幣政策と為替レートのダイナミックス」,金融学会, 1991.10.

・ 「投機価格の変動について」,　オペレーションズ・リサー チ学会, 1991.10.

・ 「資源配分を歪めない消費課税ルール」, 理論・計量経済学会,　関西学院大学, 1989.10.

・ Taisei Kaizoji: “Speculative bubbles and crashes in stock markets: an interacting agent model of speculative activity,” 
Physica A 287, 3-4 (2000), pp.493-506. [PDF]

・ Taisei Kaizoji: “A Model of international financial crises,”
Physica A  299 (2001), pp.279-293. [PDF]

・ Taisei Kaizoji: “Speculative dynamics in a heterogeneous agent model,”  
Nonlinear Dynamics, Psychology, & Life Sciences 6 (2002), pp.217-229. 

・Taisei Kaizoji, Stefan Bornoldt and Yoshi Fujiwara: “Dynamics of price and trading volume in a spin model of  stock markets with heterogeneous agents,”
Physica A 316 (2002) 441-452. [PDF]

・Yoshi Fujiwara, Wataru Souma, Hideaki Aoyama, Taisei Kaizoji, Masanao Aoki: “Growth and fluctuations of personal income,”
Physica A 321 (2003) 598-604. 

・Taisei Kaizoji: “Scaling behavior in land markets,”
Physica A 326 (2003) 256-264. 

・Taisei Kaizoji and Michiyo Kaizoji: “Exponential laws of a stock price index and a stochastic model,” 
Advances in Complex Systems 6 (3) (2003) 1-10.

・Taisei Kaizoji and Masahide Nuki: “Scaling law for the distribution of fluctuations of share volume,”
Fractals 12 (2004) 1-5.

・Taisei Kaizoji and Michiyo Kaizoji: Power law for ensembles of stock prices,
 Physica A 344 (2004) 240-243. 

・Taisei Kaizoji and Michiyo Kaizoji: A mechanism leading bubbles to crashes: the case of Japan's land markets,
Physica A 344 (2004) 138-141.

Taisei Kaizoji: Spatial distribution of large income earners: an empirical study on the formation of exclusive residential districts,
Physica A 347 (2005) pp.575-582.

論文 (日本語)：

・ 藤原 義久,海蔵寺 大成：「ボラティリティと市場モデル：経済物理から経済科学へ」　
  日本シミュレーション学会誌 21-2 (2002) pp.96-103.

・海蔵寺　大成：「株式市場の統計法則と確率モデル」
 中央大学企業研究所　企業研究  第3号 (2003)　49-58　.

編集：　

・海蔵寺　大成、生天目　章（編集）「論文特集　エコノ フジックス」
  日本シミュレーション学会誌　 第21巻2号 (2002).
 

論文 (Chapters in Books, refereed):

・ Norihiko Suzuki and Taisei Kaizoji: “Nation states and multinational business in the global reach,”
Global Competition and Integration, edited by R. Sato, R. V. Ramachandran, and K. Mino, Kluwer Academic Publishers, (1999) pp. 559-595.

・Taisei Kaizoji: Speculative bubbles and fat tail phenomena in a heterogeneous agent model,
in W.Barnette, C. Deissenberg, and G. Feichinger (eds.), Economic Complexity: Non-linear Dynamics, Multi-agents Economics, and Learning, ISETE Vol.14, Elsevier Amsterdam Chapter 10 (2004) 259-275.

・Taisei Kaizoji: Statistical properties of the volatility and a stochastic model of markets with heterogeneous agents,
to appear in Lecture Notes in Economics and Mathematical Systems, Springer, Berlin- Heidelberg (2004).