MURAI Joshin

J-GLOBAL         Last updated: Oct 10, 2018 at 03:14
 
Avatar
Name
MURAI Joshin
Affiliation
Okayama University
Section
Graduate School of Humanities and Social Sciences
Job title
Professor

Research Areas

 
 

Academic & Professional Experience

 
2004
 - 
2012
 Associate Professor,Graduate School of Humanities and Social Sciences,Okayama University
 
2012
   
 
- Professor,Graduate School of Humanities and Social Sciences,Okayama University
 

Education

 
 
 - 
1997
Graduate School, Division of Natural Science, Osaka University
 
 
 - 
1990
Faculty of Science, Osaka University
 

Misc

 
Diffusion processes on Mandala
Murai, J.
Osaka Journal of Mathematics   32 887-917   1995
Percolation on high dimensional Menger Sponges
Murai, J.
Kobe Journal of Mathematics   14 49-61   1997
Stock price process and long memory in trade signs
K.Kuroda, J.Maskawa, J.Murai
Advances in Mathematical Economics   14 69-92   2011
Long Memory in Trade Signs and Short Memory in Stock Prices
K.Kuroda, J.Maskawa, J.Murai
Progress of Theoretical Physics Supplement   194 11-27   2012
K.Kuroda, J.Maskawa, J.Murai
Journal of Statistical Physics   152 706-723   2013

Books etc

 
Econophysics and stock price
BAIFUKAN CO., LTD   2011   

Conference Activities & Talks

 
Application of the cluster expansion to a mathematical model of the long memory phenomenon in a financial market
2013