Authorship：Lead author   Language：Japanese   Publishing type：Research paper (scientific journal)   Publisher：Japanese Society of Applied Statistics  

This article discusses world grid square statistics and data, architecture design,and methods of empirical proofs of autonomous distributed data platform for world grid square statistics from four aspects of computational systems, organizational issues, relationships among data flows, and ecosystem to enable us to sustainably maintain them. Our trials for tackling SDGs by using the proposed distributed data and statistics platform in our project are addressed.

DOI： 10.5023/jappstat.50.103

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Authorship：Lead author   Publishing type：Research paper (scientific journal)  

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Authorship：Lead author   Publishing type：Research paper (scientific journal)  

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Language：Japanese   Publishing type：Research paper (scientific journal)  

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Language：English   Publishing type：Research paper (scientific journal)   Publisher：Springer New York LLC  

We propose a simple model to simulate an interaction between banks and a financial market. In our model, banks are exposed to two sources of risks: market risk from their investments in assets external to the banking system and credit risk from lending in the interbank market. By and large, both risks increase during severe financial turmoil. In this scenario, the paper shows the conditions under which individual and the systemic defaults tend to coincide. This paper attempts to conduct a numerical simulation of banking ecosystems by using the actual values of financial items extracted from 89 Japanese banks’ balance sheets. From this numerical simulation, we confirm two points: (1) when financial market prices decrease due to crashes in a trend-followers-dominant market, banks lose their net worth coincidentally. Thus, the capital adequacy ratio decreases synchronously, and any bank may not provide other banks with money through the interbank markets. (2) In a contrarians-dominant or contrarians-predominant market, we observed mean-reverting fluctuations in market prices. Bankruptcies happen asynchronously, and market prices eventually decrease. However, other banks may provide the bank suffering from a shortage of assets with money through the interbank markets. We further compare the characteristics of the banking system in four types of market modes.

DOI： 10.1007/s10614-018-9792-y

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Language：English   Publishing type：Research paper (international conference proceedings)   Publisher：Institute of Electrical and Electronics Engineers Inc.  

This article proposes how to capture characteristics of cities based on world grid square statistics about the number of properties. First, how to compute grid square statistics from point data is explained, and a definition of the world grid square coding system is introduced. Second, a method to characterize cities based on grid square statistics about the number of properties is proposed. Empirical analysis for seven selected types of properties (automated teller machines (ATM), hostels, toilets, banks, post offices, hotels, and cafes) in Kyoto, Japan, and Erevan, Armenia, is conducted. Both the ordinary least squares (OLS) and reduced major axis (RMA) regression analyses for the linear relationship among the numbers of properties in terms of world grid square are used with the t-test in order to measure co-occurrence among properties. Moreover, a method to compare two cities based on matrices of regression coefficients is proposed. The comparative analysis between the OLS regression analysis and the RMA regression analysis is conducted. We discuss a relationship between the proposed method and statistical disclosure control (SDC) methods introduced in official statistics and an application of the proposed method to private information regarding confidentiality of private information with geographical positions.

DOI： 10.1109/BigData.2017.8258449

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Other Link： http://ieeexplore.ieee.org/document/8258449/

Language：English   Publishing type：Research paper (international conference proceedings)   Publisher：IEEE Computer Society  

Grid square statistics – a kind of spatial statistics – is useful for compiling, disseminating, and analyzing statistics regarding anonymization. We recently proposed a natural extension of the Japanese Industrial Standards for grid square code (JIS X0410) for use worldwide. The grid square approach can produce numerous types of statistics associated with any geographic location in the world, identify any type of grid square statistics, and analyze relationships among various types of grid square statistics. This paper proposes a World Grid Square data reference architecture to manage World Grid Square statistics in a big data analytics platform following the Big Data Reference Architecture. We identify data sources such as government statistics, satellite imagery, and point data from internet providers and show how to transform World Grid Square statistics and data from grid data, point data, and polygon data. We further propose a system for providing grid square statistics in a number of context-specific areas and demonstrate their application in a data visualization and analytics platform.

DOI： 10.1109/COMPSAC.2018.00062

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Language：Japanese   Publishing type：Research paper (scientific journal)  

DOI： 10.11487/trafst.11.2_135

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Language：English   Publishing type：Research paper (international conference proceedings)   Publisher：IEEE Computer Society  

This article proposes a method to quantify the structure of a bipartite graph using a network entropy per link. Collective behavior of participants' quotes and trades in the foreign exchange market is quantified by applying the proposed method to high frequency data. The network entropy per link corresponded to the macroeconomic situation. A finite mixture of Gumbel distributions is used to fit the empirical distribution for the minimum values of network entropy per link in each week. The mixture of Gumbel distributions with parameter estimates by segmentation procedure was verified by the Kolmogorov-Smirnov test. The finite mixture of Gumbel distributions that extrapolate the empirical probability of extreme events has explanatory power at a statistically significant level. These findings provide insight into how to manage collective behavior in the foreign exchange market.

DOI： 10.1109/COMPSAC.2017.150

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Other Link： https://ieeexplore.ieee.org/document/8029696/

Language：English   Publishing type：Research paper (international conference proceedings)   Publisher：IEEE Computer Society  

Grid square statistics enable us to both protect privacy and analyze socioeconomic activities and compress an amount of data comparing original point data. We can compare and merge different grid square statistics and recalculate new grid square statistics from different grid square statistics without regard to privacy issues. Japan has industrial and government standards to define grid square codes to generate grid square statistics, which are defined in the Japan Industrial Standard X0410. This paper proposes a novel procedure to define global grid square codes for six levels, hierarchically modifying Japanese grid square codes. We show a procedure to extend JIS X0410 to grid square codes for worldwide usage, which we call world grid square codes and an example of grid square data focused on administrative areas for 252 countries and regions. We explain three case studies to employ grid square statistics and discuss how to apply several anonymization models to generating grid square statistics.

DOI： 10.1109/BigData.2017.8258450

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Language：Japanese   Publishing type：Research paper (scientific journal)  

The risk is evaluated as multiplication among socioeconomic value exposed to risk events, a frequency of risk events and vulnerability (socioeconomic-technological responses), which depends on time and place. We calculate 1-km grid square statistics of physical exposures in about 380,000 grids over Japan for four cases: population in 2010, firms and workers in 2012, and travelers in 2013. The exposed values and the frequencies of risky events are estimated from government statistics data and NOAA Tsunami catalog data by using a statistical inference method. We assumed a generalized Pareto distribution to infer the frequency of tsunami run-up events and estimated its parameters in each 1-km grid square from run-up events close to the grid square. Assuming that the vulnerability is set as 1 (no responses to tsunami run-up events), we estimated physical exposures defined as multiplication between an exposed value and a frequency in each 1-km grid square. We further applied our proposed method to evaluating tsunami risks of 3,916 airports used in international air transportation in 2014.

DOI： 10.11487/trafst.10.2_76

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Language：English   Publishing type：Research paper (scientific journal)   Publisher：PERGAMON-ELSEVIER SCIENCE LTD  

The ability to process and manage large data volumes has been proven to be not enough to tackle the current challenges presented by "Big Data". Deep insight is required for understanding interactions among connected systems, space- and time-dependent heterogeneous data structures. Emergence of global properties from locally interacting data entities and clustering phenomena demand suitable approaches and methodologies recently developed in the foundational area of Data Science by taking a Complex Systems standpoint. Here, we deal with challenges that can be summarized by the question: "What can Complex Systems Science contribute to Big Data? ". Such question can be reversed and brought to a superior level of abstraction by asking "What Knowledge can be drawn from Big Data?" These aspects constitute the main motivation behind this article to introduce a volume containing a collection of papers presenting interdisciplinary advances in the Big Data area by methodologies and approaches typical of the Complex Systems Science, Nonlinear Systems Science and Statistical Physics. (C) 2016 Elsevier Ltd. All rights reserved.

DOI： 10.1016/j.chaos.2016.04.020

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Language：English   Publishing type：Research paper (international conference proceedings)   Publisher：IEEE  

This paper analyzes Grid Square Statistics on job opportunity ads collected from a Japanese Internet job matching site ("from A navi"). We confirm a relationship between the number of job opportunities and socioeconomic quantities (the population, the numbers of firms and workers) in each 1-km and 10-km Grid Square. The number of workers is the best variable to explain the number of job opportunities out of the three candidates of socioeconomic quantities in the 1-km Grid Squares, however explanatory powers of three socioeconomic quantities to the number of job opportunities are just slightly different from one another in the 10-km Grid Squares depending on observation dates. We propose that the power law exponent estimated from the daily cross-sectional relationship can be used as the production ratio of job opportunities to socioeconomic quantities. It is determined that the production ratios vary in time and show seasonality associated with the Japanese calendar. Moreover, we compute 1-km Grid Square Statistics about job opportunity data based on JIS X0410 and we clarify relationships between the number of job opportunities and the number of occupation types. We extracted industrial clusters in terms of job opportunities and the types of job occupations in Japan.

DOI： 10.1109/BigData.2016.7840850

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Other Link： http://orcid.org/0000-0001-7410-6324

DOI： 10.1016/j.chaos.2016.04.020

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Other Link： http://orcid.org/0000-0001-7410-6324

Language：English   Publishing type：Research paper (international conference proceedings)   Publisher：IEEE  

]This paper proposes a multi-objective optimization procedure for a global air transportation system to find a balance among risk, economy, and convenience using a "divide and conquer" method while improving each corresponding metric simultaneously. To do so, we attempt to estimate several geographical parameters of airports from socioeconomic-technological-environmental databases. Considering the risk of tsunami run-up events to air transportation, we estimate physical exposures of airports utilized in global aviation networks. First, we evaluate spatial risk of tsunami run-up events, and estimate physical exposure of airports by linking OAG timetable data of international passenger flights, geographical information of airports, tsunami event catalog data, global population estimates of 2.5 minute degree grid square and global earth surface data of 1 minute degree grid square. Second, we estimate regression coefficients of a simple gravity model for a global air transportation system linking OAG timetable data of international passenger flights, geographical information of airports, and global population estimates of 2.5 minute degree grid square. Finally, imposing three types of objective functions, economy, convenience, and risks, we formalize a multi-objective optimization problem to design efficient routes for a global aviation network. These objective functions are functions in terms of physical exposures and the number of passengers from a departure airport to an arrival airport for all possible combinations. However, because the global aviation network is too large to optimize simultaneously, we use a "divide and conquer" method to tackle the large-scale problem by dividing the whole global air transportation network into each airline company's network and successfully integrating them. We discuss the procedure of collecting relevant databases, analyzing the aviation networks, evaluating the performance metrics, and applying the "divide and conquer" approach to the global transportation network.

DOI： 10.1109/CEC.2016.7744154

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Other Link： https://ieeexplore.ieee.org/document/7744154/

Language：English   Publishing type：Research paper (international conference proceedings)   Publisher：IEEE COMPUTER SOC  

This article assesses the risks posed by tsunamis to the global air transport system by estimating several associated parameters from socioeconomic-technological-environmental databases. Considering the risk of tsunami run-up events to exposed air transportation, we estimated the physical exposure of airports utilized in global aviation networks. We linked OAG timetable data on international passenger flights, geographical information on airports, NOAA tsunami-event catalog data, and NOAA global Earth-surface data per 1-minute degree-grid square. In order to extrapolate the frequency of severe tsunami run-up events, we assumed a generalized Pareto distribution and estimated its parameters from historical records on tsunamis spanning 1,000 years by using either the maximum likelihood method or the probability-weighted moments-matching method. We believe that this is the first time has assessed tsunami run-up risk to a global air transport system by exhaustively collecting relevant Big Data.

DOI： 10.1109/COMPSAC.2016.179

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Other Link： https://ieeexplore.ieee.org/document/7552074/

Language：English   Publishing type：Research paper (international conference proceedings)   Publisher：Institute of Electrical and Electronics Engineers Inc.  

This paper analyzes Grid Square Statistics on job opportunity ads collected from a Japanese Internet job matching site ("from A navi"). We confirm a relationship between the number of job opportunities and socioeconomic quantities (the population, the numbers of firms and workers) in each 1-km and 10-km Grid Square. The number of workers is the best variable to explain the number of job opportunities out of the three candidates of socioeconomic quantities in the 1-km Grid Squares, however explanatory powers of three socioeconomic quantities to the number of job opportunities are just slightly different from one another in the 10-km Grid Squares depending on observation dates. We propose that the power law exponent estimated from the daily cross-sectional relationship can be used as the production ratio of job opportunities to socioeconomic quantities. It is determined that the production ratios vary in time and show seasonality associated with the Japanese calendar. Moreover, we compute 1-km Grid Square Statistics about job opportunity data based on JIS X0410 and we clarify relationships between the number of job opportunities and the number of occupation types. We extracted industrial clusters in terms of job opportunities and the types of job occupations in Japan.

DOI： 10.1109/BigData.2016.7840850

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Language：English   Publishing type：Research paper (scientific journal)  

This article analyses socioeconomic flows and social stocks using governmental statistics data on both air transportation and demographic and economic censuses from a holistic point of view. The network analysis of the Japanese air transportation network consists of 86 domestic airports with 476 connections. Betweenness centrality and PageRank are computed for the network structure. Furthermore, a relationship between socioeconomic flows (passengers and freight) and social stocks (population, the number of workers and the number of firms) is investigated based on governmental statistics data. To determine the relationship, a gravity model, which proposes that a socioeconomic flow between two places is proportional to a power-law relationship among social stocks around the places and their geodesic distance, is assumed. Parameters with the relationship for passengers and freight are estimated, and an adequate radius distance to compute social stocks around Japanese airports is determined. This result can be used to infer socioeconomic flows from social stocks.

DOI： 10.1007/s40844-015-0016-z

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Language：Japanese   Publisher：日本統計協会  

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Language：English   Publishing type：Research paper (international conference proceedings)   Publisher：World Scientific Publishing Co. Pte Ltd  

This is a topical issue on the 16th Asia-Pacific Symposium on Intelligent and Evolutionary Systems (IES) which was held in Kyoto from December 12-14, 2012. This special issue contains six articles related to evolutionary algorithms that are designed to solve optimization problems, network concepts, mathematical methods and their real world applications.

DOI： 10.1142/S1793005715020019

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Other Link： http://www.worldscientific.com/doi/abs/10.1142/S1793005715020019

Language：English   Publishing type：Research paper (scientific journal)  

Our society has been computerised and globalised due to emergence and spread of information and communications technology (ICT). This enables us to investigate our own socio-economic systems based on large amounts of data on human activities. In this article, methods of treating complexity arising from a vast amount of data, and linking data from<br />
different sources, are discussed. Furthermore, several examples are given of studies into the applications of econoinformatics to the Japanese stock exchange, foreign exchange markets, domestic hotel booking data and international flight booking data are shown. It is the main message that spatio-temporal information is a key element to synthesise data from different<br />
data sources.

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Language：English   Publishing type：Research paper (international conference proceedings)   Publisher：ELSEVIER SCIENCE BV  

This study investigates the number of job opportunities collected from a Japanese job searching site ("fromA navi") and an international job searching site ("Indeed"). We confirm that a relationship between the number of job opportunities and socioeconomic quantities (the population, the numbers of firms and workers) in each 1-km grid square in Japan. The number of workers is the best explanatory variable to explain the number of job opportunities in Japan. The regression coefficients can be used as an indicator to grasp Japanese macroeconomic conditions. From a global point of view, we analyse the number of job opportunities in about 16,000 cities all over the world. We confirm the daily number of job opportunities in each city varies in time and show some associations with macroeconomic indicators. We compute a relationship between means of the daily number of job opportunities and their standard deviations and confirm that it follows a scaling relationship with power law exponent alpha = 1. A possible model based on Poisson processes with intensity of which varies in time on the basis of a common noise is proposed to explain the phenomenon empirically observed. (C) 2015 The Authors. Published by Elsevier B.V.

DOI： 10.1016/j.procs.2015.08.191

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Language：English   Publishing type：Research paper (international conference proceedings)   Publisher：IEEE  

The Accommodation Survey in Japanese Tourism Statistics is a quarterly survey conducted by the Japan Tourism Agency of the Ministry of Land, Infrastructure, Transport and Tourism. The aim of the survery is to capture a whole picture of monthly travel and tourism trends in Japan and obtain data to inform for Japanese tourism policies. Data collected include the total number of travelers, the number of foreign travelers with their nationality and the number of Japanese travelers with their residential prefecture. These data are collected from hotels, inns, and other private and public accommodations listed in the establishment frame database defined in Article 27 of the Statistics Act. In this study, the 1-km grid square statistics data were generated by using micro-data from 50,802 accommodations that took place from January 2013 to June 2014 (18 months); use of this data is in accordance with Article 33 of the Statistics Act. These data were analyzed for spatio-temporal patterns of Japanese travel trends. The 1-km grid square statistics data were computed by converting postal addresses into geographical information expressed as latitude and longitude and encoding it into 1-km grid square code standardized in JIS X0410. The relationships between the total number of travelers and the total number of foreign travelers in each 1-km grid square were clarified. It was confirmed that the power-law relationship between the number of travelers and the number of foreign travelers exists. The power-law exponent is greater than 1 for 15 months of the observation period. This implies that foreign travelers tend to choose accommodations concentrated in several areas, including areas in which Japanese travelers frequently visit and stay. Furthermore, Japanese travelers tend to stay in some areas close to their residence prefecture.

DOI： 10.1109/BigData.2015.7364070

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Language：English   Publishing type：Research paper (international conference proceedings)   Publisher：IEEE  

This study proposes an epidemic model for Ebola virus disease (EVD) based on a combination between a delayed stochastic SIR model and a metapopulation network model. Our proposed model consists of a set of stochastic differential equations of state variables, such as the number of susceptible persons, the number of infected patients both inside and outside of isolation wards, and the number of recovered persons both inside and outside of isolation wards, the number of deaths. We collected socioeconomic, technological-environmental data, such as OAG aviation timetable data, grid statistics on world population estimates provided by the Socioeconomic Data and Applications Center (SEDAC), the number of cases and deaths by EVD reported in 2014 by the World Health Organization (WHO) and economic statistics provided from the World DataBank by the World Bank. Linking these databases, we calibrated model parameters. We then conducted a numerical simulation by using aviation timetables and calculated the potential numbers of infectious persons and deaths. We found that the pandemic would not be completely prevented in industrialized countries by medical efforts alone. We conducted sensitivity analysis for the numbers of cases and deaths in terms of possible scenarios for medical, socioeconomic, and transport dimensions. We conclude that the medical efforts in industrialized countries can control the pandemic rate and that international aviation transport can reduce the number of passengers from places where epidemic outbreaks occur, and delay the beginning of the pandemic. The numerical simulation model can be extended to epidemic diseases other than EVD.

DOI： 10.1109/BigData.2015.7364074

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Other Link： https://ieeexplore.ieee.org/document/7364074/

Language：Japanese  

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Language：Japanese   Publishing type：Research paper (scientific journal)  

This paper proposes decentralized energy management system (DEMS) consisting of center and sensor nodes. The center node has an ability to control sensor nodes which contain sensors and controllers of electricity. We show data on electrical power consumption of Osaka Prefectural Government Sakishima Building (Cosmo tower) located at Osaka Sakishima District. We prototyped a center node and sensor nodes and measure temperature and light strength in Asia Trade Center Building located at Osaka Sakishima District. We propose an indicator of human theremal demand using temperature and light strength measured by the prototype system.

DOI： 10.5687/iscie.27.268

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Language：English   Publishing type：Research paper (international conference proceedings)   Publisher：IEEE  

This paper proposes a multi-objective evolutionary method for a Japanese domestic airline network using socioeconomic-environmental data obtained from Japanese governmental bureaus and NOAA Tsunami Data and Information. Japanese domestic air transportation information is extracted to construct an airline network constituting of airports and flights. When we define three kinds of metrics such as Risk (R), Economy (E) and Convenience (C) for an airline network based on several statistics and evaluate them, we find that there exists a trade-off relationship between these metrics. In order to decrease the Risk (R) metric while simultaneously increasing the Economy (E) and Convenience (C) metrics, we propose a multi-objective evolutionary method for reorganizing the airline network, and evaluate the resultant networks from the viewpoints of changes in three metrics.

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Language：English   Publishing type：Research paper (international conference proceedings)   Publisher：ELSEVIER SCIENCE BV  

This study proposes a method to measure geographical risk from tsunami run-up events based on socioeconomic-environmental data. The physical exposure of Japan to tsunami run-up events is computed based upon 1-km grid square statistics from the population census of the Japanese Statistics Bureau of the Ministry of Internal Affairs and Communication, 1-km grid square national land numerical information downloaded from the National and Regional Policy Bureau of the Japanese Ministry of Land, Infrastructure, Transport and Tourism, and tsunami run-up catalog data downloaded from NOAA Tsunami Data and Information.
Using estimates of physical exposure in each 1-km square grid, we define the physical exposure of potential passengers and freight as the sum of physical exposures over the area close to an airport. Information on Japanese domestic air transportation is further extracted as a network consisting of airports and flights. Using an exposed value as the sum of passengers of flights landing at and taking off from each airport and the sum of freight weight at each airport, we compute values of the physical exposure of both confluence and logistics for 86 Japanese airports in terms of tsunami run-up events. (C) 2014 Elsevier B.V.

DOI： 10.1016/j.procir.2014.06.142

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Language：English   Publishing type：Research paper (international conference proceedings)   Publisher：IEEE  

This paper proposes a multi-objective optimization method for a Japanese domestic airline network using socioeconomic-environmental data obtained from Japanese governmental bureaus and NOAA Tsunami Data and Information. Japanese domestic air transportation information is extracted to construct an airline network constituting of airports and flights. When we define three kinds of metrics such as Risk (R), Economy (E) and Convenience (C) for an airline network based on several statistics and evaluate them, we find that there exists a trade-off relationship between these metrics. It is shown that multi-objective optimization is possible to recover the airline network by decreasing the Risk (R) metric while simultaneously increasing the Economy (E) and Convenience (C) metrics, even in a severe situation such that some airports are damaged by tsunamis and their associated flights at the airports are all cancelled.

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Language：English   Publishing type：Research paper (scientific journal)   Publisher：IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC  

This study proposes a pseudorandom number generator of q-Gaussian random variables for a range of values, -infinity < q < 3, based on deterministic chaotic map dynamics. Our method consists of chaotic maps on the unit circle and map dynamics based on the piecewise linear map. We perform the q-Gaussian random number generator for several values of q and conduct both Kolmogorov-Smirnov (KS) and Anderson-Darling (AD) tests. The q-Gaussian samples generated by our proposed method pass the KS test at more than 5% significance level for values of q ranging from -1.0 to 2.7, while they pass the AD test at more than 5% significance level for q ranging from -1 to 2.4.

DOI： 10.1109/TIT.2013.2241174

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Language：English   Publishing type：Research paper (international conference proceedings)   Publisher：Fuji Technology Press  

DOI： 10.20965/jaciii.2013.p0841

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Language：English   Publishing type：Research paper (international conference proceedings)  

This volume contains papers presented at the 17th Asia Pacific Symposium on Intelligent and Evolutionary Systems held in Seoul, South Korea during November 7-9, 2013. The conference was organized by Yonsei University and financially sponsored by the Seoul metropolitan government. © 2013 The Authors.

DOI： 10.1016/j.procs.2013.10.020

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Language：English   Publishing type：Research paper (international conference proceedings)  

This study comprises a comprehensive analysis of time series segmentation on the Japanese stock prices listed on the first section of the Tokyo Stock Exchange during the period from 4 January 2000 to 30 January 2012. A recursive segmentation procedure is used under the assumption of a Gaussian mixture. The number of each quintile of variance for all the segments is used as an indicator of macroeconomic situations and is investigated empirically. The results show that from June 2004 to June 2007, a large majority of stocks were stable and that from 2008 several stocks were unstable. In March 2011, the number of unstable stocks increased dramatically due to societal turmoil after the Great East Japan Earthquake. It is concluded that the number of stocks included in each quintile of volatility provides useful information about the Japanese macroeconomic situation. © 2013 The Authors.

DOI： 10.1016/j.procs.2013.10.055

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Language：English   Publishing type：Research paper (international conference proceedings)   Publisher：IEEE  

This study proposes a recursive segmentation procedure for multivariate time series based on Akaike information criterion. The Akaike information criterion, between independently identically distributed multivariate Gaussian samples and two successive segments drawn from different multivariate Gaussian distributions, is used as a discriminator to segment multivariate time series. The bootstrap method is employed in order to evaluate the statistical significance level. The proposed method is performed for an artificial multi-dimensional time series consisting of two segments with different statistics. The log-return time series of currency exchange rates for 30 currency pairs for the period from January 4, 2001 to December 30, 2011 are also divided into 11 segments with the proposed method. This method confirms that some segments correspond to historical events recorded as critical situations.

DOI： 10.1109/COMPSAC.2013.38

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Language：English   Publishing type：Research paper (international conference proceedings)  

This study analyzes the availability of room opportunity types collected from a Japanese hotel booking site. The status of opportunity type is empirically analyzed from a comprehensive point of view. We characterize demand-supply situations of room prices at each region with both room availability and average room rate. The average room rate decreases in terms of the room availability in many districts. However, it is found that the average room rate increases with respect to the room availability in some districts. This is an evidence that the theory of demand and supply is not always satisfied in Japanese hotel industry.

DOI： 10.1007/978-3-319-03473-7_27

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Language：English   Publishing type：Research paper (scientific journal)   Publisher：SPRINGER HEIDELBERG  

We investigate quotation and transaction activities in the foreign exchange market for every week during the period of June 2007 to December 2010. A scaling relationship between the mean values of number of quotations (or number of transactions) for various currency pairs and the corresponding standard deviations holds for a majority of the weeks. However, the scaling breaks in some time intervals, which is related to the emergence of market shocks. There is a monotonous relationship between values of scaling indices and global averages of currency pair cross-correlations when both quantities are observed for various window lengths Delta t.

DOI： 10.1007/s11403-012-0089-2

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Language：English   Publishing type：Research paper (scientific journal)   Publisher：ELSEVIER SCIENCE INC  

This study considers the availability of room opportunities collected from a Japanese hotel booking site. We empirically analyze the daily number of room opportunities for four areas. To determine the migration trends of travelers, we discuss a finite mixture of Poisson distributions and the EM-algorithm as its parameter estimation method. We further propose a method to infer the probability of opportunities existing for each observation. We characterize demand-supply situations by means of relationship between the averaged room prices and the probability of opportunity existing. (C) 2011 Elsevier Inc. All rights reserved.

DOI： 10.1016/j.irfa.2011.06.016

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Language：English   Publishing type：Research paper (scientific journal)   Publisher：PROGRESS THEORETICAL PHYSICS PUBLICATION OFFICE  

This paper investigates the impact of the Great Japan Earthquake (and subsequent tsunami turmoil) on socio-economic activities by using data on hotel opportunities collected from an electronic hotel booking service. A method to estimate both primary and secondary regional effects of a natural disaster on human behavior is proposed. It is confirmed that temporal variation in the regional share of available hotels before and after a natural disaster may be an indicator to measure the socio-economic impact at each district.

DOI： 10.1143/PTPS.194.165

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Language：English   Publishing type：Research paper (international conference proceedings)   Publisher：TRANS TECH PUBLICATIONS LTD  

This study investigates unconditional distributions of daily log-returns of Japanese security prices from a comprehensive point of view. The purpose of this article is to estimate a risk distribution of stocks in terms of Value-at-Risk (VaR) in order to select low risk securities from many securities. Daily log-return time series of 1,340 Japanese companies listed on the first section of Tokyo Stock Exchange are examined during the last one decade. I develop a method to estimate VaR by both the maximum likelihood estimation procedure under a q-Gaussian assumption and analytical form of its cumulative distribution function. It is confirmed that they are fitted to q-Gaussian distributions (Student t-distributions) with Kolmogorov-Smirnov test. It is found that the complementary cumulative distribution function of VaR has a power-law tail with its characteristic exponent depending on values of the VaR percentile.

DOI： 10.4028/www.scientific.net/AMR.452-453.469

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Language：English   Publishing type：Research paper (scientific journal)   Publisher：PROGRESS THEORETICAL PHYSICS PUBLICATION OFFICE  

This paper investigates regionality and seasonality of room plan availability in Japan. We employ the singular spectrum analysis to the daily plan availability and extract the trends. We examine the coefficient of a linear relation between a normalized trend at each prefecture and a normalized trend of the whole of Japan. It is concluded that the coefficients, with respect to the four seasons, characterize properties of the prefectures.

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Language：English   Publishing type：Research paper (international conference proceedings)   Publisher：IEEE  

This article considers the relationship between the price of flight tickets and their geodesic distance from the departure airport to the destination. Using the data collected from a Japanese flight booking site, I empirically investigated demand-supply situations from parameter estimates of an nth order polynomial function of the price in terms of the distance on each observation date. An adequate order of the polynomial function is determined by using two kinds of information criterions (AIC and BIC). It is confirmed that the ticket availability strongly depends on the Japanese calendar date and that the parameter estimates also depend on the calendar date. The parameter estimates may correspond to demand-supply situations of the Japanese air travel market.

DOI： 10.1109/CEC.2012.6252908

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Language：English   Publishing type：Research paper (international conference proceedings)   Publisher：WORLD SCIENTIFIC PUBL CO PTE LTD  

Recent development of Information and Communication Technology enables us to collect and store data on human activities both circumstantially and comprehensively. In such circumstances it is necessary to consider trade-off between personal privacy and public utility. In the present article I discuss methods to quantify comprehensive states of human activities without private information and propose a measure to characterize global states of societies from a holistic point of view based on an information-theoretic methodology. By means of the proposed method I investigate participants' states of the foreign exchange market during the period of the recent financial crisis which started around the middle of 2008. The results show that drastic changes of market states frequently occurred at the foreign exchange market during the period of global financial crisis starting from 2008.

DOI： 10.1007/978-4-431-53907-0_1

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Language：English   Publishing type：Research paper (scientific journal)   Publisher：SPRINGER  

We investigate an association between a power-law relationship of constituents&apos; flows (mean versus standard deviation) and their covariance matrix on a directed bipartite network. We propose a Poisson mixture model and a method to infer states of the constituents&apos; flows on such a bipartite network from empirical observation without a priori knowledge on the network structure. By using a proposed parameter estimation method with high frequency financial data we found that the scaling exponent and simultaneous cross-correlation matrix have a positive correspondence relationship. Consequently we conclude that the scaling exponent tends to be 1/2 in the case of desynchronous (specific dynamics is dominant), and to be 1 in the case of synchronous (common dynamics is dominant).

DOI： 10.1140/epjb/e2010-00252-9

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Language：English   Publishing type：Research paper (scientific journal)   Publisher：ELSEVIER SCIENCE BV  

We study the scaling behavior of quotation activities for various currency pairs in the foreign exchange market. The components' centrality is estimated from multiple time series and visualized as a currency pair network. The power-law relationship between a mean of quotation activity and its standard deviation for each currency pair is found. The scaling exponent a and the ratio between common and specific fluctuations eta increase with the length of the observation time window Delta t. The result means that although for Delta t = 1 (min), the market dynamics are governed by specific processes, and at a longer time scale Delta t &gt; 100 (min) the common information flow becomes more important. We point out that quotation activities are not independently Poissonian for Delta t = 1 (min), and temporally or mutually correlated activities of quotations can happen even at this time scale. A stochastic model for the foreign exchange market based on a bipartite graph representation is proposed. (C) 2010 Elsevier B.V. All rights reserved.

DOI： 10.1016/j.physa.2010.03.002

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Language：Japanese  

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Language：English   Publishing type：Research paper (scientific journal)   Publisher：PROGRESS THEORETICAL PHYSICS PUBLICATION OFFICE  

This article proposes mathematical methods to quantify states of market participants in the foreign exchange market (FX market) and conduct comprehensive analysis on behavior of market participants by means of high-frequency financial data. Based on econophysics tools and perspectives we study similarity measures for both rate movements and quotation activities among various currency pairs. We perform also clustering analysis on market states for observation days, and find scaling relationship between mean values of quotation activities and their standard deviations. Using these mathematical methods we can visualize states of the FX market comprehensively. Finally we conclude that states of market participants temporally vary due to both external and internal factors.

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Language：English   Publishing type：Research paper (international conference proceedings)   Publisher：SPRINGER  

This article proposes methods to detect states of financial markets both comprehensively and with a high-resolution. In order to quantify trading patterns several mathematical methods are proposed based on frequencies of quotations/transactions estimated from high-resolution data of financial markets. The empirical results (graphical network representation and quantification of states of market participants) for the foreign exchange market are shown. It is concluded that synchronous behavior associated with a large population of market participants may be a candidate of precursory signs leading to an environmental change.

DOI： 10.1007/978-3-642-00909-9_57

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Language：English   Publisher：PROGRESS THEORETICAL PHYSICS PUBLICATION OFFICE  

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Language：English   Publishing type：Research paper (scientific journal)  

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Language：English   Publishing type：Research paper (scientific journal)   Publisher：ELSEVIER SCIENCE BV  

Empirical analysis of the foreign exchange market is conducted based on methods to quantify similarities among multidimensional time series with spectral distances introduced in [A.-H. Sato, Physica A 382 (2007) 258-270]. As a result it is found that the similarities among currency pairs fluctuate with the rotation of the earth, and that the similarities among best quotation rates are associated with those among quotation frequencies. Furthermore, it is shown that the Jensen-Shannon spectral divergence is proportional to a mean of the Kullback-Leibler spectral distance both empirically and numerically. It is confirmed that these spectral distances are connected with distributions for behavioural parameters of the market participants from numerical simulation. This concludes that spectral distances of representative quantities of financial markets are related into diversification of behavioural parameters of the market participants. (C) 2008 Elsevier B.V. All rights reserved.

DOI： 10.1016/j.physa.2008.01.044

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Language：English   Publishing type：Research paper (scientific journal)   Publisher：SPRINGER  

As the result of empirical investigations into the foreign exchange market a group structure of characteristic periodic decisions of market participants is found. In order to explain this finding at the microscopic level the agent-based model of a financial market in which N market participants trade M financial commodities is considered. If different sources of periodic information exist then the relationship among these characteristic periodic behaviors may be associated with a special structure where market participants perceive such information in the foreign exchange market.

DOI： 10.1140/epjb/e2008-00158-1

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Language：English   Publishing type：Research paper (scientific journal)   Publisher：ELSEVIER SCIENCE BV  

We apply the Beck model, developed for turbulent systems that exhibit scaling properties, to stock markets. Our study reveals that the Beck model elucidates the properties of stock market returns and is applicable to practical use such as the Value-at-Risk estimation and the portfolio analysis. We perform empirical analysis with daily/intraday data of the S&P500 index return and find that the volatility fluctuation of real markets is well-consistent with the assumptions of the Beck model: The volatility fluctuates at a much larger time scale than the return itself and the inverse of variance, or "inverse temperature", beta obeys Gamma-distribution. As predicted by the Beck model, the distribution of returns is well-fitted by q-Gaussian distribution of Tsallis statistics. The evaluation method of Value-at-Risk (VaR), one of the most significant indicators in risk management, is studied for q-Gaussian distribution. Our proposed method enables the VaR evaluation in consideration of tail risk, which is underestimated by the variance-covariance method. A framework of portfolio risk assessment under the existence of tail risk is considered. We propose a multi-asset model with a single volatility fluctuation shared by all assets, named the single beta model, and empirically examine the agreement between the model and an imaginary portfolio with Dow Jones indices. It turns out that the single P model gives good approximation to portfolios composed of the assets with non-Gaussian and correlated returns. (c) 2007 Elsevier B.V All rights reserved.

DOI： 10.1016/j.physa.2007.10.023

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Language：English   Publishing type：Research paper (scientific journal)  

Abstact: In this article, an informational method to quantify behavioral similarities of market participants is proposed regarding a financial market as a many-body system. An agent-based model of a financial market in which N market participants deal with M financial commodities is considered. In order to measure the agents' interactions, the spectral distance defined by the Kullback-Leibler divergence between two normalized spectra of behavioral frequencies is introduced. The validity of the method is evaluated by using the behavioral frequencies obtained from the agent-based model. It is concluded that the perception and decision parameters of agents who treat two commodities tend to be similar when the behavioral frequencies are similar. © 2008 International Symposium on Artificial Life and Robotics (ISAROB).

DOI： 10.1007/s10015-007-0462-8

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Language：Japanese   Publisher：Information Processing Society of Japan (IPSJ)  

Singular behavior of market participants in the foreign exchange market - quotation frequencies rapidly increase for a short period - is found. A mathematical method to automatically detect the rapid increases from multi-dimensional time series of quotation frequencies and computational technique to both visualize and quantify transmission and synchronization of them are proposed. By means of the proposal method for 46 kinds of currency pairs consisting of 24 currencies visualization and quantification of singular behavior in the foreign exchange market is conducted. The relationship between synchronization of this singular behavior and similarity structure among quotation frequencies is calculated.

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Other Link： http://id.nii.ac.jp/1001/00032869/

Language：English   Publishing type：Research paper (scientific journal)   Publisher：ELSEVIER SCIENCE BV  

High-frequency financial data of the foreign exchange market (EUR/CHF, EUR/GBP, EUR/JPY, EUR/NOK, EUR/ SEK, EUR/USD, NZD/USD, USD/CAD, USD/CHF, USD/JPY, USD/NOK, and USD/SEK) are analyzed by utilizing the Kullback-Leibier divergence between two normalized spectrograms of the tick frequency and the generalized Jensen-Shannon divergence among them. The temporal structure variations of the similarity between currency pairs is detected and characterized. A simple agent-based model in which N market participants exchange M currency pairs is proposed. The equation for the tick frequency is approximately derived theoretically. Based on the analysis of this model, the spectral distance of the tick frequency is associated with the similarity of the behavior (perception and decision) of the market participants in exchanging these currency pairs. (C) 2007 Elsevier B.V. All rights reserved.

DOI： 10.1016/j.physa.2007.03.043

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Language：Japanese   Publisher：Information Processing Society of Japan (IPSJ)  

We analyze tick quotes of the USD/JPY market from 1998 to 2003. Calculating power spectrum densities we find some peaks for them at a few minutes. In order to explain this phenomenon we develop the double-threshold agent model. The double-threshold agent model is a microscopic model of a financial market which consists of agents who determine to buy, sell, or do nothing. Under the assumption that there is a common exogenous periodic information that does not affect decision-making of the agents we find a peak for power spectrum densities of agents' activity at half the frequency of the exogenous information. Furthermore signal-to-noise ratio calculated from them depends on uncertainty of decision-making of agents and has an extreme at optimal strength of the uncertainty, namely, stochastic resonance happens. We propose a hypothesis that appearance and disappearance of the peaks relates to stochastic resonance.

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Other Link： http://id.nii.ac.jp/1001/00017130/

Language：English   Publishing type：Research paper (international conference proceedings)   Publisher：SPRINGER-VERLAG ITALIA  

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Language：English   Publishing type：Research paper (scientific journal)   Publisher：ELSEVIER SCIENCE BV  

Power spectrum densities for the number of tick quotes per minute (market activity) on three currency markets (USD/JPY, EUR/USD, and JPY/EUR) are analyzed for periods from January 2000 to December 2000. We find some peaks on the power spectrum densities at a few minutes. We develop the double-threshold agent model and confirm that the corresponding periodicity can be observed for the activity of this model even though market participants perceive common weaker periodic information than threshold for decision-making of them. This model is numerically performed and theoretically investigated by utilizing the mean-field approximation. We propose a hypothesis that the periodicities found on the power spectrum densities can be observed due to nonlinearity and diversity of market participants. (c) 2006 Elsevier B.V. All rights reserved.

DOI： 10.1016/j.physa.2006.02.009

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Language：English   Publishing type：Research paper (scientific journal)   Publisher：PHYSICAL SOC JAPAN  

Recent accumulation of high frequency financial data due to development of information technology allows us to analyze behaviors of market participants in high resolution. In this article, we focus on tick frequency obtained from the high frequency data and investigate the characteristics of the tick frequency by utilizing spectrograms. Moreover the method to quantify the similarity between currency pairs based on the Kullback-Leibler divergence between spectrograms of the tick frequency for two currency pairs is proposed, and the time series of the similarities between currency pairs are computed. It is found that the recent markets are more similar than the past markets from the viewpoint of the tick frequency.

DOI： 10.1143/JPSJ.75.084005

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Language：English   Publishing type：Research paper (scientific journal)   Publisher：SPRINGER  

Power spectrum densities for the number of tick quotes per minute (market activity) on three currency markets (USD/JPY, EUR/USD, and JPY/EUR) for periods from January 1999 to December 2000 are analyzed. We find some peaks on the power spectrum densities at a few minutes. We develop the double-threshold agent model and confirm that stochastic resonance occurs for the market activity of this model. We propose a hypothesis that the periodicities found on the power spectrum densities can be observed due to stochastic resonance.

DOI： 10.1140/epjb/e2006-00125-x

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We consider solutions of the self-consistent equation of an array of double threshold noisy devices with a positive feedback of an aggregation of the output from each device. Stationary solutions of the aggregation (order parameter) as a function of the input signal are investigated. We classify stationary solutions as three types: (1) monotonically increasing function (for large noise strength and small feedback strength), which is approximated by a linear function around a small input signal; (2) single-hysteresis function (for a large feedback strength), which is observed in the Ising model; (3) double-hysteresis function (for a small noise strength and a small feedback strength), which is never found in the Ising model. The diagram to show the three different types is theoretically calculated. We discuss a method to improve a performance of a stochastic resonator by tuning a system near a phase transition point. We conclude that the response of the system exhibits three different types of behaviors depending on the feedback strength and the standard deviation of the noise. (c) 2005 Elsevier B.V. All rights reserved.

DOI： 10.1016/j.physleta.2005.07.069

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Language：English   Publishing type：Research paper (scientific journal)   Publisher：PHYSICAL SOC JAPAN  

Signal processing in a simple threshold system is studied with use of a static mutual information between the input and output data, with main emphasis put on stochastic resonance (SR) and a feedback mechanism to enhance information transmission through the system. First we verify that the proposed static mutual information is well correlated with the existing measures for SR, such as the signal to noise ratio and the normalized power norm. Secondly we try to use output information to improve quality of signal processing and show by a self-consistent theory that a feedback mechanism can usefully be applied to improve performance (i.e., to increase the mutual information) of the simple threshold system.

DOI： 10.1143/JPSJ.74.2094

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Language：English   Publishing type：Research paper (scientific journal)   Publisher：ELSEVIER SCIENCE BV  

Recently, it has been shown that inter-transaction interval (ITI) distribution of foreign currency rates has a fat tail. In order to understand the statistical property of the ITI dealer model with N interactive agents is proposed. From numerical simulations it is confirmed that the ITI distribution of the dealer model has a power law tail. The random multiplicative process (RMP) can be approximately derived from the ITI of the dealer model. Consequently, we conclude that the power law tail of the ITI distribution of the dealer model is a result of the RMP. (C) 2004 Elsevier B.V. All rights reserved.

DOI： 10.1016/j.physa.2004.06.119

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Language：English   Publishing type：Research paper (scientific journal)   Publisher：AMER PHYSICAL SOC  

We consider the problem of optimizing signal transmission through multichannel noisy devices. We investigate an array of bithreshold noisy devices which is connected in parallel and convergent on a summing center. Utilizing the concept of noise-induced linearization we derive an analytical approximation of the normalized power norm and clarify the relation between the optimum threshold and the standard deviation of noises. We show that the optimum threshold value is 0.63 times the standard deviation of the noises. This relation is applicable to both subthreshold and suprathreshold inputs.

DOI： 10.1103/PhysRevE.70.021106

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Language：English   Publishing type：Research paper (scientific journal)   Publisher：AMER PHYSICAL SOC  

Autoregressive conditional duration (ACD) processes, which have the potential to be applied to power law distributions of complex systems found in natural science, life science, and social science, are analyzed both numerically and theoretically. An ACD(1) process exhibits the singular second order moment, which suggests that its probability density function (PDF) has a power law tail. It is verified that the PDF of the ACD(1) has a power law tail with an arbitrary exponent depending on a model parameter. On the basis of theory of the random multiplicative process a relation between the model parameter and the power law exponent is theoretically derived. It is confirmed that the relation is valid from numerical simulations. An application of the ACD(1) to intervals between two successive transactions in a foreign currency market is shown.

DOI： 10.1103/PhysRevE.69.047101

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Language：English   Publishing type：Research paper (scientific journal)  

Autoregressive conditional duration (ACD) processes, which have the potential to be applied to power law distributions of complex systems found in natural science, life science, and social science, are analyzed both numerically and theoretically. An ACD(1) process exhibits the singular second order moment, which suggests that its probability density function (PDF) has a power law tail. It is verified that the PDF of the ACD(1) has a power law tail with an arbitrary exponent depending on a model parameter. On the basis of theory of the random multiplicative process a relation between the model parameter and the power law exponent is theoretically derived. It is confirmed that the relation is valid from numerical simulations. An application of the ACD(1) to intervals between two successive transactions in a foreign currency market is shown. © 2004 The American Physical Society.

DOI： 10.1103/PhysRevE.69.047101

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Language：English   Publishing type：Research paper (scientific journal)  

We consider the problem of optimizing signal transmission through multichannel noisy devices. We investigate an array of bithreshold noisy devices which is connected in parallel and convergent on a summing center. Utilizing the concept of noise-induced linearization we derive an analytical approximation of the normalized power norm and clarify the relation between the optimum threshold and the standard deviation of noises. We show that the optimum threshold value is 0.63 times the standard deviation of the noises. This relation is applicable to both subthreshold and suprathreshold inputs. © 2004 The American Physical Society.

DOI： 10.1103/PhysRevE.70.021106

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Language：Japanese   Publishing type：Research paper (scientific journal)  

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Language：English   Publishing type：Research paper (international conference proceedings)   Publisher：SPRINGER-VERLAG TOKYO  

A model of fluctuations in the market price including many deterministic dealers, who predict their buying and selling prices from the latest price change, is developed. We show that price changes of the model is approximated by ARCH(l) process. We conclude that predictions of dealers affected by the past price changes cause the fat tails of probability density function. We believe that this study bridges stochastic processes in econometrics with multi-agent simulation approaches.

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Language：English   Publishing type：Research paper (international conference proceedings)   Publisher：SPRINGER-VERLAG TOKYO  

We constructed an analog electrical circuit which generates fluctuations in which probability density function has power law tails. In the circuit fluctuations with an arbitrary exponent of the power law can be obtained by adjusting the resistance. With this low cost circuit the random fluctuations which have the similar statistics to foreign exchange rates can be generated as fast as an expensive digital computer.

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Language：English   Publishing type：Research paper (international conference proceedings)   Publisher：IEEE COMPUTER SOC  

I present a contact point between agent based approach and stochastic processes. From three viewpoints market price fluctuations arc approached; statistical properties of foreign exchange rates (macroscopic), a artificial market (microscopic) and stochastic processes (mesoscopic). A simple artificial market model is introduced and investigated both numerically and analytically. A stochastic process for price dynamics is derived from the artificial market model and its statistical property is exhibited. I believe that this study establishes a bridge between artificial market model and stochastic processes.

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Language：English   Publishing type：Research paper (scientific journal)   Publisher：WORLD SCIENTIFIC PUBL CO PTE LTD  

We constructed an analog circuit generating fluctuations of which a probability density function has power law tails. In the circuit, fluctuations with an arbitrary exponent of the power law can be obtained by tuning the resistance. A theory of a differential equation with both multiplicative and additive noises which describes the circuit is introduced. The circuit is composed of a noise generator, an analog multiplier and an integration circuit. Sequential outputs of the circuit are observed and their probability density function and autocorrelation coefficients are shown. It is found that correlation time of the autocorrelation coefficient is dependent on the power law exponent.

DOI： 10.1142/S0218348X00000251

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Language：English   Publishing type：Research paper (scientific journal)   Publisher：AMERICAN PHYSICAL SOC  

The random multiplicative process is studied for the case of a colored multiplicative noise with exponentially decreasing autocorrelation function. We observe the power law exponent of probability distribution in a statistically steady state numerically to clarify the effect of finite correlation time. The renormalization procedure is applied to derive the power law exponent theoretically. The power law exponent is inversely proportional to the autocorrelation time of the multiplicative noise.

DOI： 10.1103/PhysRevE.61.1081

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Language：English   Publishing type：Research paper (scientific journal)   Publisher：ELSEVIER SCIENCE BV  

A variant of threshold dynamics is introduced to model the behaviors of a large assembly of dealers in a stock market. Although the microscopic evolution dynamics is deterministic the collective behaviors such as market prices show seemingly stochastic fluctuations. The statistical properties of market price change can be well approximated by a simple discrete Langevin-type equation with random amplification. The macroscopic stochastic equation is solved both numerically and analytically showing that the market price change generally follow power-law distributions in the steady state. The reason for the appearance of rapid decay in the distribution tails are discussed. (C) 1998 Published by Elsevier Science B.V. All rights reserved.

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DOI： 10.1016/S0378-4371(97)00569-4

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Language：English   Publishing type：Research paper (scientific journal)   Publisher：AMERICAN PHYSICAL SOC  

A general discrete stochastic process involving random amplification with additive external noise is analyzed theoretically and numerically. Necessary and sufficient conditions to realize steady power law fluctuations with divergent variance are clarified. The power law exponent is determined by a statistical property of amplification independent of the external noise. By introducing a nonlinear effect a stretched exponential decay appears in the power law.

DOI： 10.1103/PhysRevLett.79.966

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Responsible for pages：257-277   Language：English   Book type：Scholarly book

The bankruptcy of a big bank can have a chain reaction that causes a huge impact on other sectors, as demonstrated by the Lehman shock. Such an event is called systemic risk, and was the main subject of this study. In this report, the relationships among financial items of banks were analyzed using real data extracted from balance sheets, which were reported by banks listed in the first section of Tokyo Stock Exchange. Following the Cobb-Douglas production function approach, a power-law relationship between equity and debt for each bank become apparent. Furthermore, two variable regression analyses about the power-law relationship were conducted, and it was determined that the parameter estimate can be used as an index measuring macroeconomic condition. No correlation was found between the capital adequacy ratio and the return on equity, which are well-known indicators to characterize bank properties in a quantitative manner. This method makes it easier to understand macroeconomic conditions of banking sector from a comprehensive point of view.

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Total pages：115   Responsible for pages：215   Language：English   Book type：Report

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Total pages：281   Responsible for pages：1-281   Language：English   Book type：Scholarly book

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Language：English   Book type：Scholarly book

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Total pages：448   Language：Japanese   Book type：Scholarly book

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Language：English   Book type：Scholarly book

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Language：Japanese   Publishing type：Internal/External technical report, pre-print, etc.  

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Authorship：Last author   Language：Japanese   Publishing type：Article, review, commentary, editorial, etc. (trade magazine, newspaper, online media)  

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Authorship：Lead author   Publishing type：Research paper, summary (national, other academic conference)  

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Authorship：Last author   Language：Japanese   Publishing type：Research paper, summary (national, other academic conference)   Publisher：Transdisciplinary Federation of Science and Technology  

This article discusses some potential use scenarios of remote participatory workshops by using digital
communication tools. This presentation proposes an online design workshop procedure driven by spatial data
by using the Internet online whiteboard system (eg. MURAL) and remote conference system (eg. ZOOM). We
show a case study of the design workshop entitled “a discovery of issues in commercial buildings ”, which are
conducted by multiple teams consisting of 4-5 participants. In this workshop program, participants attempt to
explain characteristics of places based on spatial data and observations and find insights for problem-solving. We
report that the use of digital tools in the design workshops enables us to records our behavior in real-time, share
information visually, and produce digital outcomes and materials easily.

DOI： 10.11487/oukan.2020.0_c-4-4

CiNii Research

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Authorship：Last author   Publishing type：Research paper, summary (national, other academic conference)  

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Language：Japanese   Publisher：Transdisciplinary Federation of Science and Technology  

Grid square statistics have been developed since the 1960s in Japan and are widely used for dissem-ination of official statistics. In this talk, we introduce grid square statistics and their compatible extension, which are named as world grid square statistics. We show some case studies on grid square statistics and explain a design workshop program for developing its use case and application software. Finally, we address challenges for con-vergent research that we face when we use, produce, integrate, and synthesize grid square statistics.

DOI： 10.11487/oukan.2019.0_E-5-1

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Language：Japanese   Publisher：Transdisciplinary Federation of Science and Technology  

Natural extension of Japanese grid square coding system (JIS X0410) standardized in the Japan Industrial Standard (JIS) to the worldwide usage has been proposed. It is called world grid square coding system and enables us to produce grid square statistics across the globe. The data utilization platform based on the world grid square statistics has been developed as a Data as a Service (DaaS). Its application to the global tourism design and how to use it for a core technology of data-driven tourism services will be discussed.

DOI： 10.11487/oukan.2018.0_A-2-5

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Language：English   Publisher：ELSEVIER SCIENCE BV  

This study investigates the number of job opportunities collected from a Japanese job searching site ("fromA navi") and an international job searching site ("Indeed"). We confirm that a relationship between the number of job opportunities and socioeconomic quantities (the population, the numbers of firms and workers) in each 1-km grid square in Japan. The number of workers is the best explanatory variable to explain the number of job opportunities in Japan. The regression coefficients can be used as an indicator to grasp Japanese macroeconomic conditions. From a global point of view, we analyse the number of job opportunities in about 16,000 cities all over the world. We confirm the daily number of job opportunities in each city varies in time and show some associations with macroeconomic indicators. We compute a relationship between means of the daily number of job opportunities and their standard deviations and confirm that it follows a scaling relationship with power law exponent alpha = 1. A possible model based on Poisson processes with intensity of which varies in time on the basis of a common noise is proposed to explain the phenomenon empirically observed. (C) 2015 The Authors. Published by Elsevier B.V.

DOI： 10.1016/j.procs.2015.08.191

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Language：Japanese   Publisher：Japan Society for Simmulation Technology  

CiNii Books

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Language：English   Publisher：Springer Japan  

Applied data-centric social sciences aim to develop both methodology and practical applications of various fields of social sciences and businesses with rich data. Specifically, in the social sciences, a vast amount of data on human activities may be useful for understanding collective human nature. In this book, the author introduces several mathematical techniques for handling a huge volume of data and analysing collective human behaviour. The book is constructed from data-oriented investigation, with mathematical methods and expressions used for dealing with data for several specific problems. The fundamental philosophy underlying the book is that both mathematical and physical concepts are determined by the purposes of data analysis. This philosophy is shown throughout exemplar studies of several fields in socio-economic systems. From a data-centric point of view, the author proposes a concept that may change people's minds and cause them to start thinking from the basis of data. Several goals underlie the chapters of the book. The first is to describe mathematical and statistical methods for data analysis, and toward that end the author delineates methods with actual data in each chapter. The second is to find a cyber-physical link between data and data-generating mechanisms, as data are always provided by some kind of data-generating process in the real world. The third goal is to provide an impetus for the concepts and methodology set forth in this book to be applied to socio-economic systems.

DOI： 10.1007/978-4-431-54974-1_1

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This study proposes a method to measure geographical risk from tsunami run-up events based on socioeconomic-environmental data. The physical exposure of Japan to tsunami run-up events is computed based upon 1-km grid square statistics from the population census of the Japanese Statistics Bureau of the Ministry of Internal Affairs and Communication, 1-km grid square national land numerical information downloaded from the National and Regional Policy Bureau of the Japanese Ministry of Land, Infrastructure, Transport and Tourism, and tsunami run-up catalog data downloaded from NOAA Tsunami Data and Information.
Using estimates of physical exposure in each 1-km square grid, we define the physical exposure of potential passengers and freight as the sum of physical exposures over the area close to an airport. Information on Japanese domestic air transportation is further extracted as a network consisting of airports and flights. Using an exposed value as the sum of passengers of flights landing at and taking off from each airport and the sum of freight weight at each airport, we compute values of the physical exposure of both confluence and logistics for 86 Japanese airports in terms of tsunami run-up events. (C) 2014 Elsevier B.V.

DOI： 10.1016/j.procir.2014.06.142

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Language：Japanese   Publisher：Institute of Systems, Control and Information Engineers  

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Language：Japanese   Publisher：The Institute of Electronics, Information and Communication Engineers  

This study proposes a pseudo random number generator of q-Gaussian random variables for a range of g values, -∞<q<3, based on deterministic chaotic map dynamics. Our method consists of chaotic maps on the unit circle and map dynamics based on the piecewise linear map. We perform the q-Gaussian random number generator for several values of q and conduct both Kolmogorov-Smirnov (KS)and Anderson-Darling (AD)tests. The q-Gaussian samples generated by our proposed method pass the KS test at more than 5% significance level for values of 9 ranging from -1.0 to 2.7, while they pass the AD test at more than 5% significance level for g ranging from -1.0 to 2.4.

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最近インターネットを用いて宿泊施設を予約することが一般的になってきている。本研究では、日本国内、約16000の宿泊施設の位置と規模（部屋数）に関するデータを宿泊施設予約サイトから収集し、このデータを用いて地域ごとの宿泊施設の分布を調べた。

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Language：English   Publisher：PROGRESS THEORETICAL PHYSICS PUBLICATION OFFICE  

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Language：Japanese   Publisher：The Physical Society of Japan (JPS)  

CiNii Books

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Language：English   Publisher：Institute of Physics Publishing  

This study considers q-Gaussian distributions and stochastic differential equations with both multiplicative and additive noises. In the M-dimensional case a q-Gaussian distribution can be theoretically derived as a stationary probability distribution of the multiplicative stochastic differential equation with both mutually independent multiplicative and additive noises. By using the proposed stochastic differential equation a method to evaluate a default probability under a given risk buffer is proposed. © 2010 IOP Publishing Ltd.

DOI： 10.1088/1742-6596/201/1/012008

Scopus

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Language：English  

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Language：Japanese   Publisher：The Physical Society of Japan (JPS)  

CiNii Books

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Language：English  

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Language：Japanese   Publisher：The Physical Society of Japan (JPS)  

CiNii Books

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Language：Japanese   Publisher：Information Processing Society of Japan (IPSJ)  

In order to quantify and visualize states of market participants with high resolution empirical analysis by using spectral distances is conducted. Empirically it is confirmed that total spectral distance of quotation frequencies is related to that of best ask rates. Furthermore it is found that similarity structures of exchange rates vary drastically in time.

CiNii Books

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Other Link： http://id.nii.ac.jp/1001/00032914/

Language：Japanese   Publisher：The Physical Society of Japan (JPS)  

CiNii Books

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Language：Japanese   Publisher：The Physical Society of Japan (JPS)  

CiNii Books

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Language：Japanese   Publisher：The Physical Society of Japan (JPS)  

CiNii Books

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Language：Japanese   Publisher：The Physical Society of Japan (JPS)  

CiNii Books

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Language：Japanese   Publisher：Information Processing Society of Japan (IPSJ)  

The economically motivated problems have attracted the attention of many researchers in various fields : economics, informatics, and physics. This article shows stochastic processes developed in financial engineering and econometrics, and presents a possibility to bridge microscopic agent-based simulations to the stochastic processes. The extension of the deterministic dealer model proposed by Takayasu, et al. (1992) is considered. Moreover under the assumption that deterministic variables of the model are regarded as stochastic variables it is shown that the quasi-GARCH (1, 1) process proposed by Bollerslev (1986) is derived for the market price changes.

CiNii Books

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Other Link： http://id.nii.ac.jp/1001/00017182/

Language：Japanese   Publisher：The Institute of Electronics, Information and Communication Engineers  

The Langevin equations with both multiplicative and additive noises, of which steady-state probability density functions have power law tails are theoretically investigated. Information theory is applied to their steady-state probability density functions and their Fisher information is derived in the case of a static input signal. Moreover it is shown that the static input signal can be estimated from a difference between function forms of the observed probability density functions.

CiNii Books

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Language：Japanese   Publisher：The Physical Society of Japan (JPS)  

CiNii Books

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Language：Japanese   Publisher：Information Processing Society of Japan (IPSJ)  

The deterministic dealer model proposed by Takayasu et. al. (1992) is one of agent-based models. Cumulative distribution functions of its price fluctuations follows power law but their volatility clustering is not satisfied. In this paper a modified dealer model is proposed and it is clarified that it is satisfied by both the power law and the volatility clustering. Moreover by an approximation that deterministic variables of the model is assumed as stochastic variables it is shown that we have a quasi-GARCH (1, 1) stochastic process proposed by Engle and Bollerslev(1986).

CiNii Books

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Other Link： http://id.nii.ac.jp/1001/00033243/

Language：Japanese   Publisher：Information Processing Society of Japan (IPSJ)  

In this paper, we propose a mathematical agent-based model of financial markets, an arrayed bithreshold noisy devices model, which has two important statistical properties of markets : intermittency of price changes and power-law scaling in distributions of price changes. First, we performed numerical simulations of the agent model and confirmed that the statistical features of the model are similar to empirical ones. Second, by meanfield approximation, we derived an equation of the price changes and found that the equation can explain both the intermittent behaviour and the power-law scaling of the distributions. Finally, by linear approximation of the equation, we clarified a relation between power-law exponents and model parameters.

CiNii Books

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Other Link： http://id.nii.ac.jp/1001/00033244/

Language：Japanese   Publisher：The Physical Society of Japan (JPS)  

CiNii Books

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Language：Japanese   Publisher：The Physical Society of Japan (JPS)  

CiNii Books

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Language：Japanese   Publisher：The Physical Society of Japan (JPS)  

CiNii Books

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Language：Japanese   Publisher：The Physical Society of Japan (JPS)  

CiNii Books

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Language：Japanese   Publisher：The Physical Society of Japan (JPS)  

CiNii Books

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Language：Japanese   Publisher：The Institute of Electronics, Information and Communication Engineers  

It has pointed that a probability density function for price changes of exchanges or stocks follows a function with long tails such as Levy distribution. However the reason why there are rapid fluctuations of price changes in the market have not been clarified yet. In this article we introduce a simple multi-agent model based on threshold dynamics. We show that fluctuations of the multi-agent model can be approximated by a stochastic process with both multiplicative and additive noise and numerically demonstrate the fluctuations of price changes in the multi-agent model by using the stochastic process. We propose an electric circuit which can generate fluctuations statistically equivalent to the price changes.

CiNii Books

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Language：Japanese   Publisher：Japan Society for Simmulation Technology  

A deterministic model of a market consisted of many dealers is introduced and complicated chaotic market price fluctuations are produced. The fluctuations are shown to be well approximated by an autoregressive stochastic equation with random coefficients, which gives consistent results with real data.

CiNii Books

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Language：Japanese   Publisher：The Physical Society of Japan (JPS)  

CiNii Books

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Event date： 2024.9

Language：Japanese   Presentation type：Oral presentation (general)  

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Event date： 2024.9

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Event date： 2024.9

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Event date： 2024.9

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Event date： 2024.3

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Event date： 2024.3

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Event date： 2024.3

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Event date： 2024.3

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Event date： 2024.3

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Event date： 2023.12

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Event date： 2023.12

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Event date： 2023.12

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Event date： 2023.3

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Event date： 2023.3

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Event date： 2023.3

Language：Japanese   Presentation type：Oral presentation (general)  

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Event date： 2023.2

Language：Japanese  

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Event date： 2022.12

Language：Japanese   Presentation type：Oral presentation (invited, special)  

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Event date： 2022.9

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Event date： 2022.9

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Event date： 2022.3

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Event date： 2021.9

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Event date： 2021.9

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Event date： 2021.9

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Event date： 2021.8

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Event date： 2021.8

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Event date： 2021.8

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Event date： 2021.7

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Event date： 2021.5

Language：Japanese   Presentation type：Oral presentation (invited, special)  

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Event date： 2021.4

Language：Japanese   Presentation type：Oral presentation (keynote)  

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Event date： 2021.3

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Event date： 2021.3

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Event date： 2020.10

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Event date： 2020.10

Language：Japanese   Presentation type：Oral presentation (invited, special)  

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Event date： 2020.10

Language：Japanese   Presentation type：Oral presentation (invited, special)  

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Event date： 2020.8

Language：Japanese   Presentation type：Oral presentation (general)  

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Event date： 2019.11 - 2019.12

Language：Japanese   Presentation type：Oral presentation (invited, special)  

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Language：Japanese   Presentation type：Oral presentation (invited, special)  

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Language：English   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Poster presentation  

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Language：English   Presentation type：Oral presentation (invited, special)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (invited, special)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：English   Presentation type：Oral presentation (general)  

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Language：English   Presentation type：Oral presentation (general)  

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Language：English   Presentation type：Oral presentation (invited, special)  

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Language：Japanese   Presentation type：Oral presentation (invited, special)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：English   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Poster presentation  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (invited, special)  

Venue：東京  

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Language：English   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (invited, special)  

File： genko_AHSatov3.pdf

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Poster presentation  

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Language：Japanese   Presentation type：Public lecture, seminar, tutorial, course, or other speech  

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Language：Japanese   Presentation type：Public lecture, seminar, tutorial, course, or other speech  

Venue：東京都国分寺市  

ビッグデータとは、人がそのままでは理解することも処理することもできない規模・生成速度・多様
性を有するデータの総称を指す。このような人間の認識能力を超えるデータを取り扱うには、計算論的
な観点からの情報システムを常に必要とする。本講義では、ビッグデータを取り扱うために必要となる
システムの基本構成を参照モデルから学習するとともに、
ビッグデータを取り扱う上で有効となる計算
手法ならびにデータ形式（地域メッシュ統計など）の事例について紹介する。本講義を通じて、ビッグ
データを取り扱うための概念的フレームワークを獲得するとともに、ビッグデータをプレサンプリング
により小規模なデータ分析に帰着し、CAPD(Check-A
ct-Plan-Do)サイクルを利用してデータ規模と現象
に対する理解を深めつつビッグデータ分析へと至るフレームワークの習得を目指す。

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：English   Presentation type：Oral presentation (invited, special)  

Venue：Tokyo  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：English   Presentation type：Oral presentation (general)  

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Language：English   Presentation type：Oral presentation (general)  

Venue：Stockholm  

Grid square statistics — a kind of spatial statistics — is useful as a tool for
analyzing, comparing and synthesizing statistics regarding anonymization. We recently
proposed a compatible extension of the Japanese national standard for grid square code
(JIS X0410) for worldwide usage. The grid square approach can produce statistics of
various types associated with geographic location anywhere in the world, identify a type
of grid square statistics, and analyze relationships among various types of grid square
statistics. This paper proposes how a data cube (linked open data) of World Grid Square
Statistics can be constructed based on data collected from a range of sources, such as gov-
ernment statistics, satellite imagery, and point data from Internet providers. We present
a definition of our World Grid Square coding system and a method of generating grid
square statistics. We further propose a system for providing grid square statistics in a
number of specific areas regarding their context and demonstrate their application to a
data visualization and analytics platform.

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Language：Japanese   Presentation type：Oral presentation (invited, special)  

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Language：Japanese   Presentation type：Public lecture, seminar, tutorial, course, or other speech  

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Language：Japanese   Presentation type：Poster presentation  

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Language：Japanese   Presentation type：Public lecture, seminar, tutorial, course, or other speech  

Venue：東京  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Public lecture, seminar, tutorial, course, or other speech  

Venue：東京都国分寺市  

ビッグデータとは、人がそのままでは理解することも処理することもできない規模・生成速度・多様
性を有するデータの総称を指す。このような人間の認識能力を超えるデータを取り扱うには、計算論的
な観点からの情報システムを常に必要とする。本講義では、ビッグデータを取り扱うために必要となる
システムの基本構成を参照モデルから学習するとともに、
ビッグデータを取り扱う上で有効となる計算
手法ならびにデータ形式（地域メッシュ統計など）の事例について紹介する。本講義を通じて、ビッグ
データを取り扱うための概念的フレームワークを獲得するとともに、ビッグデータをプレサンプリング
により小規模なデータ分析に帰着し、CAPD(Check-A
ct-Plan-Do)サイクルを利用してデータ規模と現象
に対する理解を深めつつビッグデータ分析へと至るフレームワークの習得を目指す。

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Symposium, workshop panel (nominated)  

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Language：Japanese   Presentation type：Oral presentation (general)  

File： ms_AHSato_ATakemura.pdf

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Language：English   Presentation type：Public lecture, seminar, tutorial, course, or other speech  

Venue：Hamburg, Germany  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (invited, special)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：English   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Public lecture, seminar, tutorial, course, or other speech  

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Language：Japanese   Presentation type：Symposium, workshop panel (nominated)  

Venue：京都市  

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Language：Japanese   Presentation type：Poster presentation  

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Language：Japanese   Presentation type：Poster presentation  

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Language：English   Presentation type：Oral presentation (invited, special)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：English   Presentation type：Oral presentation (invited, special)  

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Language：English   Presentation type：Oral presentation (general)  

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Language：English   Presentation type：Oral presentation (invited, special)  

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Language：English   Presentation type：Oral presentation (invited, special)  

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Language：Japanese   Presentation type：Poster presentation  

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Language：English   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：English   Presentation type：Poster presentation  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：English   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (invited, special)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：English   Presentation type：Oral presentation (invited, special)  

Venue：Manila, Philippines  

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Language：English   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Public lecture, seminar, tutorial, course, or other speech  

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Language：English   Presentation type：Public lecture, seminar, tutorial, course, or other speech  

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Language：Japanese   Presentation type：Oral presentation (general)  

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