Kiyoshi KanazawaView profile
Associate Professor
Kiyoshi Kanazawa is an Associate Professor in the Department of Physics at Kyoto University, where he leads the Interdisciplinary Statphys Lab for Stochastic Process and Econophysics. His research bridges statistical physics with interdisciplinary applications in financial markets, biophysics, and complex systems. He focuses on theoretical and data-driven studies of stochastic processes, particularly non-Markovian dynamics and anomalous diffusion. Research Interests: Kanazawa's work centers on the mathematical modeling of complex systems using stochastic processes. Key areas include non-Markovian processes such as Hawkes processes, econophysics involving financial market microstructure (e.g., Tokyo Stock Exchange), and non-equilibrium statistical mechanics in granular and active matter systems. He develops analytical methods like Markov embedding to transform non-Markovian systems into field-theoretic frameworks for solvability. The recent publications reflect a strong trend in applying statistical physics to real-world data, especially in finance and biological systems. His work combines microscopic modeling with macroscopic prediction , using tools from kinetic theory and agent-based modeling. Articles span topics from Lévy flights in microbial motion to trend-following behavior in traders, showcasing a unifying theme of stochastic dynamics across scales . Scientific Contributions: Pioneered analytical methods for non-Markovian processes using field theory. Provided first-principles derivation of Lévy flights in active matter (published in Nature ). Developed kinetic theory approaches for financial agent-based models (published in PRL ). Established systematic statistical physics framework for non-Gaussian Langevin equations. Academic Guidance: Kanazawa actively mentors graduate students, especially those pursuing PhDs. He emphasizes mastery of stochastic calculus and numerical computation (Python, Julia, C++). Students are encouraged to combine theoretical work with empirical data analysis to strengthen publication potential. His lab promotes open computational practices and journal clubs for collaborative learning. Laboratory: The Interdisciplinary Statphys Lab fosters research in stochastic processes with applications in physics, finance, and biology. It maintains a focus on high-precision financial microdata analysis and theoretical innovation in non-equilibrium systems.









