• 11 Citations
  • 2 h-Index
19952015
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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

  • 11 Citations
  • 2 h-Index
  • 26 Article
  • 1 Chapter

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 proceedingChapter

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 journalArticle

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 journalArticle

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 journalArticle

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 journalArticle