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Senior Research Fellow Takaaki OHNISHI

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Takaaki OHNISHI

Associate Professor, Graduate School of Information Science and Technology, The University of Tokyo

[Research Themes]

Expertise

  • Econophysics
    Mathematical Engineering

Profile

Education

  • 2004.03 Ph.D. (Science) from Department of Complexity Science and Engineering, Graduate School of Frontier Science, The University of Tokyo
  • 2001.03 Master of Science from Department of Mathematical Engineering and Information Physics, Graduate School of Engineering, The University of Tokyo
  • 1999.03 Bachelor of Science from College of Natural Sciences, First Cluster of Colleges, University of Tsukuba

Career

  • 2013.10 - Associate Professor, Graduate School of Information Science and Technology, The University of Tokyo
  • 2013.08 - 2013.09 Senior Researcher, The Institute of Statistical Research
  • 2012.01 - Senior Research Fellow, The Canon Institute for Global Studies
  • 2009.10 - 2013.07 Project Researcher, Graduate School of Economics, The University of Tokyo
  • 2009.06 - 2011.12 Research Fellow, The Canon Institute for Global Studies
  • 2009.06 -2009.10 Specially Appointed Assistant Professor, Graduate School for Law and Politics, The University of Tokyo
  • 2007.04 - 2009.05 Assistant Professor, Graduate School for Law and Politics, The University of Tokyo
  • 2004.04 - 2007.03 Research Associate, Graduate School for Law and Politics, The University of Tokyo

Papers

  • Yoshihiro Yura, Takaaki Ohnishi, Hideki Takayasu, Misako Takayasu, "Replication of non-trivial directional motoin in multi-scales obserbed by the runs test", International Journal of Modern Physics: Conference Series, vol.16, no.1, pp.136-148, 2012年9月
  • Takaaki Ohnishi, Takayuki Mizuno, Chihiro Shimizu, Tsutomu Watanabe, "Power Laws in Real Estate Prices during Bubble Periods", International Journal of Modern Physics: Conference Series, vol.16, no.1, pp.61-81, 2012年9月
  • Takayuki Mizuno, Kazumasa Takei, Takaaki Ohnishi, Tsutomu Watanabe, "Temporal and Cross Correlations in Business News", Progress of Theoretical Physics Supplement, no.194, pp.181-192, 2012年6月
  • Yuko Hashimoto, Takatoshi Ito, Takaaki Ohnishi, Misako Takayasu, Hideki Takayasu, Tsutomu Watanabe, "Random Walk or A Run -Market Microstructure Analysis of the Foreign Exchange Rate Movements based on Conditional Probability-", Quantitative Finance, vol.12, no.6, pp.893-905, 2012年6月
  • Takaaki Ohnishi, Hideki Takayasu, Takatoshi Ito, Yuko Hashimoto, Tsutomu Watanabe, Misako Takayasu, "On the Nonstationarity of the Exchange Rate Process", International Review of Financial Analysis, vol.23, pp.30-34, 2012年6月
  • K. Kamehama, T. Iino, H. Iyetomi, Y. Ikeda, T. Ohnishi, H. Takayasu, M. Takayasu, "Structure analyses of a large-scale transaction network through visualization based on molecular dynamics", Journal of Physics: Conference Series, vol.221, no.1, pp.012013, 2010年6月
  • T. Iino, K. Kamehama, H. Iyetomi, Y. Ikeda, T. Ohnishi, H. Takayasu, M Takayasu, "Community structure in a large-scale transaction network and visualization", Journal of Physics: Conference Series, vol.221, no.1, pp.012012, 2010年6月
  • Tsuruhiko Nambu, Takaaki Ohnishi, "The Dynamics and Distribution of the Area Price in the Nord Pool", Journal of Economic Interaction and Coordination, vol.5, no.2, pp.181-189, 2010年6月
  • Takaaki Ohnishi, Hideki Takayasu, Misako Takayasu, "Network Motifs in Inter-firm Network", Journal of Economic Interaction and Coordination, vol.5, no.2, pp.171-180, 2010年6月
  • Takaaki Ohnishi, Hideki Takayasu, Misako Takayasu, "Hubs and Authorities on Japanese inter-firm network: Characterization of nodes in very large directed networks", Progress of Theoretical Physics Supplement, vol.179, pp.157-166, 2009年5月
  • H. Fan, Z. Wang, T. Ohnishi, H. Saito, K. Aihara, "Multicommunity weight driven bipartite network model", Physical Review E, vol.78, pp.026103, 2008年8月
  • Takaaki Ohnishi, Hideki Takayasu, Takatoshi Ito, Yuko Hashimoto, Tsutomu Watanabe, Misako Takayasu, "Dynamics of quote and deal prices in the foreign exchange market", Journal of Economic Interaction and Coordination, vol.3, pp.99-106, 2008年3月
  • Misako Takayasu, Takayuki Mizuno, Takaaki Ohnishi, Hideki Takayasu, "Temporal characteristics of moving average of foreign exchange markets", in: Practical Fruits of Econophysics (Springer Verlag, 2006), pp.29-32, 2006年1月
  • Takaaki Ohnishi, Takayuki Mizuno, Kazuyuki Aihara, Misako Takayasu, Hideki Takayasu, "Systematic tuning of optimal weighted-moving-average of yen-dollar market data", in: Practical Fruits of Econophysics (Springer Verlag, 2006) , pp.62-66, 2006年1月
  • Takaaki Ohnishi, Takayuki Mizuno, Kazuyuki Aihara, Misako Takayasu, Hideki Takayasu, "Statistical properties of the moving average price in dollar-yen exchange rates", Physica A, vol.344, pp.207-210, 2004年7月