Faculty Members

LANGUAGE ≫ Japanese
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KAKINAKA Shinji

Ph.D. (Informatics), Kyoto University, Japan, 2023

Areas of specialization Economic and Financial Informatics, Data Science, Sociophysics, Econophysics
Laboratory/research office
Current research topics
Educational background 2023: Doctor, Kyoto University
2020: Master, Kyoto University
2018: Bachelor, Kyoto University
Professional background 2026-: Associate Professor, Kochi University of Technology School of Economics and Management
2023-2026: Nomura Securities
2021-2023: DC2, Japan Society for the Promotion of Science
Licenses
Academic societies

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Courses

* Courses provided in English are shown with (E) mark

Undergraduate school
  • VBA programming
  • Risk Management (E)
  • Introduction to Mathematics of Economics and Management 2
Graduate school
  • Mathematics for Business Administration

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Research activities

Research papers
  1. Authors: ZITIS Pavlos, KAKINAKA Shinji, UMENO Ken, STAVRINIDES Stavros, HANIAS Michael, POTIRAKIS Stelios
    Title: The Impact of COVID-19 on Weak-Form Efficiency in Cryptocurrency and Forex Markets
    Journal: Entropy
    Year: 2023
  2. Authors: KAKINAKA Shinji, HAYAKAWA Tadaaki, KATO Daisuke, UMENO Ken
    Title: Fractal portfolio strategies: does scale preference of investors matter?
    Journal: Applied Economics Letters, Taylor & Francis
    Year: 2025
  3. Authors: ZITIS Pavlos, KAKINAKA Shinji, UMENO Ken, HANIAS Michael, STAVRINIDES Stavros, POTIRAKIS Stelios
    Title: Investigating Dynamical Complexity and Fractal Characteristics of Bitcoin/US Dollar and Euro/US Dollar Exchange Rates around the COVID-19 Outbreak
    Journal: Entropy
    Year: 2023
  4. Authors: KAKINAKA Shinji, UMENO Ken
    Title: Asymmetric volatility dynamics in cryptocurrency markets on multi-time scales
    Journal: Research in International Business and Finance, Elsevier BV
    Year: 2022
  5. Authors: KAKINAKA Shinji, UMENO Ken
    Title: Cryptocurrency market efficiency in short- and long-term horizons during COVID-19: An asymmetric multifractal analysis approach
    Journal: Finance Research Letters, Elsevier
    Year: 2022
  6. Authors: KAKINAKA Shinji, UMENO Ken
    Title: Exploring asymmetric multifractal cross-correlations of price–volatility and asymmetric volatility dynamics in cryptocurrency markets
    Journal: Physica A, Elsevier
    Year: 2021
  7. Authors: KAKINAKA Shinji, UMENO Ken
    Title: Flexible two-point selection approach for characteristic function-based parameter estimation of stable laws
    Journal: Chaos, AIP Publishing
    Year: 2020
  8. Authors: KAKINAKA Shinji, UMENO Ken
    Title: Characterizing Cryptocurrency Market with Lévy’s Stable Distributions
    Journal: Journal of the Physical Society of Japan, Physical Society of Japan
    Year: 2020

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Social activities

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