Research Output per year

## Fingerprint Dive into the research topics where Joshin Murai is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

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Financial Markets
Mathematics

Cluster Expansion
Mathematics

Long Memory
Mathematics

finance
Physics & Astronomy

mathematical models
Physics & Astronomy

Discrete-time
Mathematics

stochastic processes
Physics & Astronomy

Market Model
Mathematics

## Research Output 1995 2015

## Signs of market orders and human dynamics

Murai, J., Jan 1 2015,*Springer Proceedings in Complexity.*Springer, p. 39-50 12 p.

Research output: Chapter in Book/Report/Conference proceeding › Chapter

Brownian movement

Mathematical models

Data storage equipment

Random processes

Long Memory

2
Citations
(Scopus)

## Application of the Cluster Expansion to a Mathematical Model of the Long Memory Phenomenon in a Financial Market

Kuroda, K., Maskawa, J. I. & Murai, J., Aug 2013, In : Journal of Statistical Physics. 152, 4, p. 706-723 18 p.Research output: Contribution to journal › Article

Cluster Expansion

Long Memory

Financial Markets

mathematical models

Discrete-time

## Market-wide price co-movement around crashes in Tokyo stock exchange

Murai, J., 2013, In : Evolutionary and Institutional Economic Review. 10, p. 81-92 12 p.Research output: Contribution to journal › Article

## Long memory in trade signs and short memory in stock prices

Kuroda, K., Maskawa, J. I. & Murai, J., 2012, In : Progress of Theoretical Physics Supplement. 194, p. 11-27 17 p.Research output: Contribution to journal › Article

stochastic processes

mathematical models

expansion

## 株価変動過程と売買符号のLong Memory

Murai, J., 2010, In : 物性研究. 93, 5, p. 633-636 4 p.Research output: Contribution to journal › Article