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Data-oriented simulation technology to generate and analyze rare social situations

Research Project

Project/Area Number 15H02745
Research Category

Grant-in-Aid for Scientific Research (B)

Allocation TypeSingle-year Grants
Section一般
Research Field Intelligent informatics
Research InstitutionThe University of Tokyo

Principal Investigator

Izumi Kiyoshi  東京大学, 大学院工学系研究科(工学部), 教授 (10356454)

Project Period (FY) 2015-04-01 – 2019-03-31
Project Status Completed (Fiscal Year 2018)
Budget Amount *help
¥15,860,000 (Direct Cost: ¥12,200,000、Indirect Cost: ¥3,660,000)
Fiscal Year 2018: ¥3,900,000 (Direct Cost: ¥3,000,000、Indirect Cost: ¥900,000)
Fiscal Year 2017: ¥4,030,000 (Direct Cost: ¥3,100,000、Indirect Cost: ¥930,000)
Fiscal Year 2016: ¥3,770,000 (Direct Cost: ¥2,900,000、Indirect Cost: ¥870,000)
Fiscal Year 2015: ¥4,160,000 (Direct Cost: ¥3,200,000、Indirect Cost: ¥960,000)
Keywordsエージェント / 人工知能 / 情報システム / マルチエージェントシステム / 社会シミュレーション
Outline of Final Research Achievements

The purpose of this research is to develop an engineering method for designing a robust and reliable social system and business strategy, responding to social situations that are extremely rare and difficult to predict, but having enormous impact. For that purpose, we have developed "Would-be World Browser", a social simulation technology for exploring the internal mechanisms of rare social events based on real data. We conducted an empirical evaluation of the proposed method on the basis of institutional design and marketing strategy decisions in financial markets through joint research with companies. Reflecting the analysis results of the real problem, we applied the would-be world browser to the real problem considering unexpected risks and opportunities.

Academic Significance and Societal Importance of the Research Achievements

従来の社会シミュレーションの多くは、既存の社会経済学の理論に基づいており、現実の人間が持つ状況への適応性または個人間の行動パターンの違いなどを、モデル構築に十分に反映することは少なかった。これに対して本研究は、社会的意図などの行動者の内部状態を考慮した動的モデルの構築を目指し、実データと社会シミュレーションの統合に関する基盤技術を開発した。本研究の成果により、ビッグデータを実際の社会経済システムの安全性や信頼性の向上に活用する新たな方法論となることが期待される。

Report

(5 results)
  • 2018 Annual Research Report   Final Research Report ( PDF )
  • 2017 Annual Research Report
  • 2016 Annual Research Report
  • 2015 Annual Research Report
  • Research Products

    (49 results)

All 2019 2018 2017 2016 2015

All Journal Article (12 results) (of which Int'l Joint Research: 1 results,  Peer Reviewed: 11 results,  Open Access: 7 results,  Acknowledgement Compliant: 5 results) Presentation (35 results) (of which Int'l Joint Research: 8 results,  Invited: 10 results) Book (2 results)

  • [Journal Article] Chain bankruptcy size in inter-bank networks: the effects of asset price volatility and the network structure2019

    • Author(s)
      Ryo Hamawaki, Kiyoshi Izumi, Hiroki Sakaji, Takashi Shimada, and Hiroyasu Matsushima
    • Journal Title

      Journal of Computational Social Science

      Volume: 2 Issue: 1 Pages: 53-66

    • DOI

      10.1007/s42001-019-00041-z

    • Related Report
      2018 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] ビッグデータと人工知能を用いたファイナンス研究の潮流,2019

    • Author(s)
      和泉 潔
    • Journal Title

      金融研究

      Volume: 30 Pages: 15-28

    • Related Report
      2018 Annual Research Report
    • Open Access
  • [Journal Article] Estimation of Cross-Lingual News Similarities Using Text-Mining Methods2018

    • Author(s)
      Zhouhao Wang, Enda Liu, Hiroki Sakaji, Tomoki Ito, Kiyoshi Izumi, Kota Tsubouchi, Tatsuo Yamashita
    • Journal Title

      Journal of Risk and Financial Management

      Volume: 11 Issue: 1 Pages: 1-13

    • DOI

      10.3390/jrfm11010008

    • Related Report
      2018 Annual Research Report 2017 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Impact of Market Maker to Efficiency of Stock Market with Dark Pool - Artificial Market Approach2017

    • Author(s)
      西岡 伸, 鳥居 拓馬, 楠本 拓矢, 松本 渉, 和泉 潔
    • Journal Title

      Transactions of the Japanese Society for Artificial Intelligence

      Volume: 32 Issue: 5 Pages: AG16-C_1-10

    • DOI

      10.1527/tjsai.AG16-C

    • NAID

      130006039509

    • ISSN
      1346-0714, 1346-8030
    • Related Report
      2017 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Lexicon Creation for Financial Sentiment Analysis Using Network Embedding2017

    • Author(s)
      Ito Ryo、Izumi Kiyoshi、Sakaji Hiroki、Suda Shintaro
    • Journal Title

      Journal of Mathematical Finance

      Volume: 07 Issue: 04 Pages: 896-907

    • DOI

      10.4236/jmf.2017.74048

    • Related Report
      2017 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Extraction of Bi-graph Structures Among Multilingual Financial Words Using Text-Mining Methods2017

    • Author(s)
      Liu Enda、Ito Tomoki、Izumi Kiyoshi、Tsubouchi Kota、Yamashita Tatsuo
    • Journal Title

      Economic Foundations for Social Complexity Science

      Volume: 9 Pages: 179-191

    • DOI

      10.1007/978-981-10-5705-2_9

    • ISBN
      9789811057045, 9789811057052
    • Related Report
      2017 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Transfer Entropy Analysis of Information Flow in a Stock Market2017

    • Author(s)
      Izumi Kiyoshi、Suzuki Hiroshi、Toriumi Fujio
    • Journal Title

      Economic Foundations for Social Complexity Science

      Volume: 9 Pages: 193-208

    • DOI

      10.1007/978-981-10-5705-2_10

    • ISBN
      9789811057045, 9789811057052
    • Related Report
      2017 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Analysis of the Interaction between Option Market and Its Underlying Market by Coupled Artificial Markets2016

    • Author(s)
      川久保 佐記, 和泉 潔
    • Journal Title

      Transactions of the Japanese Society for Artificial Intelligence

      Volume: 31 Issue: 6 Pages: AG-D-1-10

    • DOI

      10.1527/tjsai.AG-D

    • NAID

      130005277055

    • ISSN
      1346-0714, 1346-8030
    • Related Report
      2016 Annual Research Report
    • Peer Reviewed / Open Access / Acknowledgement Compliant
  • [Journal Article] Effects of Price Regulations and Dark Pools on Financial Market Stability: An Investigation by Multiagent Simulations2016

    • Author(s)
      Mizuta, T. and Kosugi, S. and Kusumoto, T. and Matsumoto, W. and Izumi, K. and Yagi, I. and Yoshimura, S
    • Journal Title

      Intelligent Systems in Accounting, Finance and Management

      Volume: 23 Issue: 1-2 Pages: 97-120

    • DOI

      10.1002/isaf.1374

    • Related Report
      2016 Annual Research Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] Shock transfer by arbitrage trading: analysis using multi-asset artificial market2016

    • Author(s)
      Torii, Takuma; Izumi, Kiyoshi; Yamada, Kenta
    • Journal Title

      Evolutionary and Institutional Economics Review

      Volume: 12 Issue: 2 Pages: 395-412

    • DOI

      10.1007/s40844-015-0024-z

    • Related Report
      2016 Annual Research Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] A Marketing Simulation of a Retail Store with the Consumer Reactions to Out-of-Shelf Based on a POS Data2016

    • Author(s)
      松村 直樹 and 和泉 潔 and 山田 健太
    • Journal Title

      Transactions of the Japanese Society for Artificial Intelligence

      Volume: 31 Issue: 2 Pages: F-F13_1-8

    • DOI

      10.1527/tjsai.F-F13

    • NAID

      130005126834

    • ISSN
      1346-0714, 1346-8030
    • Related Report
      2015 Annual Research Report
    • Peer Reviewed / Open Access / Acknowledgement Compliant
  • [Journal Article] Effects of dark pools on financial markets’ efficiency and price discovery function: An investigation by multi-agent simulations2015

    • Author(s)
      T. Mizuta, S. Kosugi, T. Kusumoto, W. Matsumoto, and K. Izumi
    • Journal Title

      Evolutionary and Institutional Economics Review

      Volume: 12 Issue: 2 Pages: 375-394

    • DOI

      10.1007/s40844-015-0020-3

    • Related Report
      2015 Annual Research Report
    • Peer Reviewed / Int'l Joint Research / Acknowledgement Compliant
  • [Presentation] Chain Bankruptcy Size in Inter-bank Network: the Effects of Asset Price Volatility and the Network Structure2018

    • Author(s)
      Ryo Hamawaki; Kiyoshi Izumi; Hiroki Sakaji; Takashi Shimada; Hiroyasu Matsushima
    • Organizer
      Social Simulations and Supercomputers
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Impact on Financial Markets of Dark Pools, Large Investor, and HFT2018

    • Author(s)
      Shin Nishioka, Kiyoshi Izumi, Wataru Matsumoto, Takashi Shimada, Hiroki Sakaji and Hiroyasu Matsushima
    • Organizer
      International Workshop on Artificial Market 2018
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Impact Assessments of the CAR Regulation using Artificial Markets2018

    • Author(s)
      Masanori Hirano, Kiyoshi Izumi, Hiroki Sakaji, Takashi Shimada and Hiroyasu Matsushima
    • Organizer
      International Workshop on Artificial Market 2018
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Artificial Intelligence and Machine Learning forInvestment Management2018

    • Author(s)
      Kiyoshi Izumi, Hiroki Sakaji, David Malkin, Shirabe Ogino
    • Organizer
      Daiwa Investment Conference Tokyo 2018
    • Related Report
      2017 Annual Research Report
    • Invited
  • [Presentation] 金融テキストマイニングの最前線"2018

    • Author(s)
      和泉潔, 坂地泰紀
    • Organizer
      大和・東大未来金融フォーラム
    • Related Report
      2017 Annual Research Report
    • Invited
  • [Presentation] テキストマイニングによる有価証券報告書の因果関係文の抽出2018

    • Author(s)
      佐藤史仁, 佐久間洋明, 小寺俊哉, 田中良典, 坂地泰紀, 和泉潔
    • Organizer
      人工知能学会第20回金融情報学研究会
    • Related Report
      2017 Annual Research Report
  • [Presentation] 経済テキストからの市況分析コメントの自動生成2018

    • Author(s)
      酒井浩之, 坂地泰紀, 和泉潔, 松井藤五郎, 入江圭太郎
    • Organizer
      人工知能学会第20回金融情報学研究会
    • Related Report
      2017 Annual Research Report
  • [Presentation] ベクトル表現を用いた因果関係連鎖の抽出2018

    • Author(s)
      西村弘平, 坂地泰紀, 和泉潔
    • Organizer
      人工知能学会第20回金融情報学研究会
    • Related Report
      2017 Annual Research Report
  • [Presentation] 深層学習を用いた経済テキスト可視化の検証2018

    • Author(s)
      伊藤友貴, 坂地泰紀, 和泉潔
    • Organizer
      人工知能学会第20回金融情報学研究会
    • Related Report
      2017 Annual Research Report
  • [Presentation] 金融レポート、およびマクロ経済指数によるリアルタイム日銀センチメントの予測2018

    • Author(s)
      余野京登, 坂地泰紀, 和泉潔
    • Organizer
      人工知能学会第20回金融情報学研究会
    • Related Report
      2017 Annual Research Report
  • [Presentation] 単語の類義性・対義性を考慮したドメイン特化極性辞書構築2018

    • Author(s)
      伊藤諒, 坂地泰紀, 和泉潔, 須田真太郎
    • Organizer
      人工知能学会第20回金融情報学研究会
    • Related Report
      2017 Annual Research Report
  • [Presentation] テキストマイニングによる金融レポートの自動生成支2018

    • Author(s)
      丸澤英将, 和泉潔, 坂地泰紀, 田村浩道, 本廣守
    • Organizer
      人工知能学会第20回金融情報学研究会
    • Related Report
      2017 Annual Research Report
  • [Presentation] 専門分野の論理関係抽出のためのテキスト解析プラットフォーム2018

    • Author(s)
      坂地泰紀, 和泉潔
    • Organizer
      社会システムと情報技術研究ウィーク
    • Related Report
      2017 Annual Research Report
  • [Presentation] 資産市場の価格変動と銀行間貸借ネットワークの形状が銀行の連鎖倒産に与える影響2018

    • Author(s)
      濱脇諒, 和泉潔, 坂地泰紀, 米納弘渡
    • Organizer
      経営課題にAIを!ビジネス・インフォマティクス研究会
    • Related Report
      2017 Annual Research Report
  • [Presentation] リスク管理が市場リスクをもたらすか:高頻度・大規模な人工市場シミュレーション2017

    • Author(s)
      和泉潔,米納弘渡
    • Organizer
      情報処理学会 第186回ICS研究発表会
    • Place of Presentation
      北海道 ルスツリゾートホテル(北海道虻田郡留寿都村)
    • Year and Date
      2017-03-02
    • Related Report
      2016 Annual Research Report
  • [Presentation] 人工知能技術の金融市場分析への活用の現状2017

    • Author(s)
      和泉 潔
    • Organizer
      第46回 2016年度冬季JAFEE大会,
    • Place of Presentation
      武蔵大学 江古田キャンパス8号館(東京都練馬区)
    • Year and Date
      2017-02-17
    • Related Report
      2016 Annual Research Report
    • Invited
  • [Presentation] AI X FINTECH~AI予測の最適利用と実務2017

    • Author(s)
      荻野調, 和泉潔, 坂地泰紀
    • Organizer
      FIN/SUM WEEK 2017
    • Related Report
      2017 Annual Research Report
    • Invited
  • [Presentation] 金融テキストマイニングによる企業や資産の価値評価2017

    • Author(s)
      和泉潔, 坂地泰紀
    • Organizer
      大和・東大未来金融フォーラム
    • Related Report
      2017 Annual Research Report
    • Invited
  • [Presentation] 人工知能(AI)技術の金融市場への応用の最新動向2017

    • Author(s)
      和泉潔, 坂地泰紀
    • Organizer
      大和総研理事会
    • Related Report
      2017 Annual Research Report
    • Invited
  • [Presentation] 人工知能技術を用いた金融データマイニング:その後の進展2017

    • Author(s)
      和泉潔, 坂地泰紀
    • Organizer
      野村証券社内講演
    • Related Report
      2017 Annual Research Report
    • Invited
  • [Presentation] 市場分析のための人工知能最前線2017

    • Author(s)
      和泉潔, 坂地泰紀
    • Organizer
      三井物産社内講演
    • Related Report
      2017 Annual Research Report
    • Invited
  • [Presentation] 種別企業業績要因を含む新聞記事の抽出2017

    • Author(s)
      丸澤英将, 和泉潔, 坂地泰紀, 田村浩道
    • Organizer
      人工知能学会第19回金融情報学研究会
    • Related Report
      2017 Annual Research Report
  • [Presentation] 語の類義性・対義性を考慮したドメイン特化型辞書構築手法の提案2017

    • Author(s)
      伊藤諒, 坂地泰紀, 和泉潔, 須田真太郎
    • Organizer
      人工知能学会第19回金融情報学研究会
    • Related Report
      2017 Annual Research Report
  • [Presentation] 金融レポート、およびマクロ経済指数によるリアルタイム日銀センチメントの予測2017

    • Author(s)
      余野京登,和泉潔
    • Organizer
      2017年度 人工知能学会全国大会(第31回)
    • Related Report
      2017 Annual Research Report
  • [Presentation] テキスト情報から生成された極性辞書を用いた市場動向分析2017

    • Author(s)
      伊藤友貴,坪内孝太,山下達雄,和泉潔
    • Organizer
      2017年度 人工知能学会全国大会(第31回)
    • Related Report
      2017 Annual Research Report
  • [Presentation] 深層学習と高頻度データを用いた株式注文状況の推定2017

    • Author(s)
      田代大悟,和泉潔
    • Organizer
      2017年度 人工知能学会全国大会(第31回)
    • Related Report
      2017 Annual Research Report
  • [Presentation] Cross-lingual news article comparison using bi-graph clustering and Siamese-LSTM2017

    • Author(s)
      劉 恩達,和泉 潔, 坪内 孝太, 山下 達雄
    • Organizer
      2017年度 人工知能学会全国大会(第31回)
    • Related Report
      2017 Annual Research Report
  • [Presentation] ネットワークの表現学習による金融専門極性辞書の構築2017

    • Author(s)
      伊藤諒, 須田真太郎, 和泉潔
    • Organizer
      2017年度 人工知能学会全国大会(第31回)
    • Related Report
      2017 Annual Research Report
  • [Presentation] 金融システムの安定化に資する政府・中央銀行の効果的な救済ルールの検証2017

    • Author(s)
      米納 弘渡, 曽根 泰平, 和泉 潔
    • Organizer
      2017年度 人工知能学会全国大会(第31回)
    • Related Report
      2017 Annual Research Report
  • [Presentation] Discovery of Rare Causal Knowledge from Financial Statement Summaries2017

    • Author(s)
      Hiroki Sakaji, Risa Murono, Hiroyuki Sakai, Jason Bennett, Kiyoshi Izumi
    • Organizer
      The 2017 IEEE Symposium on Computational Intelligence for Financial Engineering and Economics (CIFEr)
    • Related Report
      2017 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Development of Sentiment Indicators Using both Unlabeled and Labeled Posts2017

    • Author(s)
      Tomoki Ito, Hiroki Sakaji, Kiyoshi Izumi, Kota Tsubouchi, Tatsuo Yamashita
    • Organizer
      The 2017 IEEE Symposium on Computational Intelligence for Financial Engineering and Economics (CIFEr)
    • Related Report
      2017 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Development of an Interpretable Neural Network Model for Creation of Polarity Concept Dictionaries2017

    • Author(s)
      Tomoki Ito, Hiroki Sakaji, Kiyoshi Izumi, Kota Tsubouchi, Tatsuo Yamashita
    • Organizer
      The 2017 IEEE International Conference on Data Mining Workshops
    • Related Report
      2017 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Extracting Laboratory Front Pages from University Websites2017

    • Author(s)
      Hiroki Sakaji, Atsuya Miyazaki, Hiroyuki Sakai, Kiyoshi Izumi
    • Organizer
      The 6th International Workshop on Web Services and Social Media In conjunction with The 20th International Conference on Network-Based Information Systems (NBiS-2017)
    • Related Report
      2017 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Artificial Market Simulation of Flash Crash and Systemic Risk2016

    • Author(s)
      Kiyoshi Izumi
    • Organizer
      The Singapore-ETH Centre Resilience Engineering Research Centre Workshop
    • Place of Presentation
      Singapore-ETH Centre(Create Way, Singapore )
    • Year and Date
      2016-12-08
    • Related Report
      2016 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] 人工市場シミュレーションによる制度変更とシステミックリスクの分析2016

    • Author(s)
      和泉 潔, 水田孝信
    • Organizer
      日銀・金融研究所セミナー
    • Place of Presentation
      日本銀行(東京都中央区)
    • Related Report
      2016 Annual Research Report
    • Invited
  • [Book] マルチエージェントのためのデータ解析2017

    • Author(s)
      和泉 潔, 斎藤 正也, 山田 健太
    • Total Pages
      192
    • Publisher
      コロナ社
    • ISBN
      9784339028126
    • Related Report
      2017 Annual Research Report
  • [Book] レジリエンス工学入門2017

    • Author(s)
      古田 一雄、糸井 達哉、菅野 太郎、藤井 康正、小宮山 涼一、和泉 潔、川久保 佐記、米納 弘渡、元橋 一之
    • Total Pages
      160
    • Publisher
      日科技連出版社
    • ISBN
      9784817196248
    • Related Report
      2017 Annual Research Report

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Published: 2015-04-16   Modified: 2020-03-30  

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