＜Field of Specialization＞
International Finance, Market Microstructure, Monetary Policy

＜Brief introduction of collaborative research and aims at WRHI＞
I am looking forward to collaborate with researchers in WRHI to carry out research that requires both physics and economics.
(1) I have done research on the foreign exchange market and the stock market using high-frequency data. How bid and ask quotes are made by market participants impacts on the price dynamics and deal volumes. I would like to examine market efficiency and stability, which are important for the economic system.
(2) The balance between preventing spread of COVID-19 infection and reopening the economy is most important topic this year. A standard model for spread of infection and recovery is the SIR model. The economic side of research needs some model of how consumption and investment behaviors are affected by COVID-19.I would like to pursue a collaborative research on the SIR-economic model.

＜Collaborative Researcher＞
Dr. Misako Takayasu(Professor, Institute of Innovative Research, Tokyo Tech)