J-GLOBAL         Last updated: May 23, 2017 at 02:52
International Christian University
College of Liberal Arts Division of Arts and Sciences
Job title
Doctor of Arts and Sciences(Tokyo Institute of Technology)
Research funding number

Research Areas


Academic & Professional Experience

Dec 2013
Feb 2014
the Universitat Jaume I of Castellón, Economics Department, Spain, Visiting Professor
Apr 2011
Mar 2013
JDS Program Coordinator, International Christian University
Apr 2010
Mar 2012
Chair, Dept. of Economics and Business, International Christian University
Aug 2007
Aug 2008
ETH Zurich, Department of Management, Technology and Economics, Switzerland, Visting Professor
Oct 2000
Aug 2001
University of Kiel, Department of Economics, Germany, Visiting Professor


Apr 1982
Mar 1986
Waseda University

Published Papers

Super-exponential endogenous bubbles in an equilibrium model of fundamentalist and chartist traders
Taisei Kaizoji, Matthias Leiss, Alexander Saichev, and Didier Sornette
Journal of Economic Behavior & Organization   112 289-310   2015   [Refereed]
Using Neural Networks for Forecasting of Commodity Time Series Trends
Akira Sato, and Lukas Pichl, Taisei Kaizoji
Databases in Networked Information Systems, (Lecture Notes in Computer Science)   7813 95-102   2013   [Refereed]
Full characterization of the fractional Poisson process
Mauro Politi, Taisei Kaizoji, and Enrico Scalas
Europhysics Letters   96(2) 20004   2011   [Refereed]
Multiple equilibria and chaos in a discrete tâtonnement process
Taiei Kaizoji
Journal of economic Behavior and Organiztion   76(3) 597-599   2010   [Refereed]
Effect of changing data size on eigenvalues in the Korean and Japanese stock markets
Cheoljun Eom, Woo-Sung Jung, Taisei Kaizoji, Seunghwan Kim
Physica A   388(22) 4780-4786   2009   [Refereed]


Analysis of Market Trend Regimes for March 2011, USDJPY Exchange Rate Tick Data
Lukas Pichl and Taisei Kaizoji
Lecture Notes in Artificial Intelligence (Autonomous Agents and Multiagent Systems)   10003 184-196   2016   [Refereed]
Power Law Distributions for Share Price and Financial Indicators: Analysis at the Regional Level
Michiko Miyano and Taisei Kaizoji
Frédéric Abergel et al: Econophysics and Sociophysics: Recent Progress and Future Directions   Chapter 6 1-17   2016   [Invited]
Why does the power law for stock price hold?
Taisei Kaizoji and Michiko Miyano
Chaos, Solitons and Fractals   88 19-23   2016   [Refereed]

Books etc

Market Bubble and Crash, in Rama Cont (ed.) Encyclopedia of Quantitative Finance
Taisei Kaizoji and Didier Sornette (Part:Joint Work)
Wiley   Apr 2010   ISBN:978-0470057568
The Complex Networks of Economic Interactions: Essays in Agent-Based Economics and Econophysics (Lecture Notes in Economics and Mathematical Systems)
Akira Namatame, Taisei Kaizoji, and Aruka Yuji (Editors) (Part:Editor, An editor)
Springer-Verlag Berlin Heidelberg   Dec 2005   ISBN:978-540-28726-1

Conference Activities & Talks

Why does power law for share price hold? [Invited]
Taisei Kaizoji
Econophyiscs 2015   27 Nov 2015   
Bubbles and Crashes: Modeling from the point of view of statistical physics [Invited]
Taisei Kaizoji
The Econophysics Colloquium 2013 and the Asia Pacific Econophysics Conference   30 Jun 2013   
Lessons from Global Financial Crises in 2000s [Invited]
Taisei Kaizoji
Seminar in Ministry of Finance in Vietnam   24 Jul 2012   Ministry of Finance in Vietnam and JICA
Power Laws and Financial Crises [Invited]
Econophysics Colloquium 2010   5 Nov 2010   Acaremia Sinica
Concentration and Collapse in Markets: A Mechanism Leading From Bubbles To Crashes
APFA 7- Application of Physics in Financial Analysis   1 Mar 2009   

Research Grants & Projects

Study on mechanisms of bubbles and crashes in asset markets
Project Year: Apr 2008 - Mar 2011