Kiyoshi Kanazawa is an associate professor at the Department of Physics at Kyoto University, focusing on statistical physics, stochastic processes, and econophysics. During his PhD course, he studied stochastic thermodynamics of athermal fluctuations regarding non-Gaussian noise at Kyoto University. Afterwards, he worked as an assistant professor for Tokyo Tech (2015-2018) and the University of Tsukuba (2018-2023), studying various interdisciplinary topics, such as financial market microstructure of an interbank FX market (EBS), biophysical anomalous diffusion (Lévy flight), and non-Markovian stochastic processes (Hawkes processes). Currently, he studies the financial market microstructure of the Tokyo Stock Exchange by analysing its microscopic dataset.