Current Work Situation

Researcher Information

• 南　崢

Academic Background

• 2018/04/2021/03/International Christian University/Graduate School of Arts and Science/Ph.D. (Economics)
• 2015/09/2017/06/International Christian University/Graduate School of Arts and Science/Public Policy and Social Research/M.A. (Public Economics)

Career

Academic Society and Social Activity

• 2017/05/Japan Association for Evolutionary Economics

Field of Research

• Economics/Cryptocurrencies

Research Keyword

• cryptocurrency, blockchain

Committee Career

Reward

Teaching　Experiences

• Microeconomics/Macroeconomics/intermediate microeconomics, Intro. to Fintech, International trad, Economitrics/Yamanashi Gakuin University

Academic Thesis

• Exploring bitcoin cross-blockchain interoperability: estimation through Hurst exponent/Zheng Nan/Sole Author/Blockchain/2024/08
• Investigating the Evolution of Bitcoin Markets: An Analysis From the Perspective of the USD/EUR Foreign Exchange Spot Market./Nan Zheng/Joint Author/JPS Conference Proceedings of Blockchain Kaigi 2023 (BCK23)/2024/07
• The optimal foreign exchange futures hedge on the bitcoin exchange rate: An application to the US dollar and the Euro./Nan Zheng
  Kaizoji Taisei
  /Advanced studies of financial technologies and cryptocurrency markets, Springer/2020/07
• Time series analysis of Ether cryptocurrency prices: Efficiency, predictability, and arbitrage on exchange rates./Pichl, L
  Nan Zheng
  Kaizoji Taisei/Advanced studies of financial technologies and cryptocurrency markets (pp. 183-196). Springer./2020/07
• Market efficiency of the bitcoin exchange rate: Weak and semi-strong form tests with the spot, futures and forward foreign exchange rates/Nan Zheng
  Kaizoji Taisei/International Review of Financial Analysis/2019/07

MISC

Bibliography

Conference

• How did bitcoin markets evolve: A comparison with the USD/EUR foreign exchange spot market/Nan, Zheng/Blockchain Kaigi 2023 (BCK23), The International workshop Blockchain Kaigi,
• Forecasting the USD/EUR bitcoin exchange rate series using machine learning with five-minute data/Nan, Zheng/New York Computational Economics & Complexity Workshop, Eastern Economic Association
• Forecasting the USD/EUR Bitcoin Exchange Rate Series Using Machine Learning with five-minute data/Nan, Zheng/Blockchain in Kyoto 2021 (BCK21), The International Conference on Blockchains
• Approximate Bayesian computation for the distributions of wealth and income, the Vth international conference of Applied Mathematics/Nan, Zheng
  Enrico, Scalas
  Kaizoji Taisei
  Eom, Cheoljun/the Vth international conference of Applied Mathematics, Modeling and Computational Science (AMMCS)
• Forecasting of the bitcoin exchange rate and its FX triangular arbitrage with the artificial neural network/the 24th Annual Workshop on Economic Science with Heterogeneous Interacting Agents, WEHIA 2019

Works

Social Contribution

Media Coverage

Academic contribution

Competitive research funds

Patents

On-campus activities

Field of Research(for researchmap)

Other

Example of Education Method

Created Textbooks

Special Instructions About Experienced Worker

Other

License

Practical experience at school sites

Special Instructions About Experienced Worker

Other

Educational Record

Other