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Study on decision-making and behavior of economic agents in endogeneous and dynamic social and economic systems

Research Project

Project/Area Number 15K01180
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeMulti-year Fund
Section一般
Research Field Social systems engineering/Safety system
Research InstitutionYamaguchi University

Principal Investigator

YAMADA Takashi  山口大学, 国際総合科学部, 准教授 (90401570)

Project Period (FY) 2015-04-01 – 2019-03-31
Project Status Completed (Fiscal Year 2018)
Budget Amount *help
¥4,550,000 (Direct Cost: ¥3,500,000、Indirect Cost: ¥1,050,000)
Fiscal Year 2017: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2016: ¥1,820,000 (Direct Cost: ¥1,400,000、Indirect Cost: ¥420,000)
Fiscal Year 2015: ¥1,690,000 (Direct Cost: ¥1,300,000、Indirect Cost: ¥390,000)
Keywordsモデリング / 意思決定 / 異質性 / 学習 / マルチエージェント実験経済学
Outline of Final Research Achievements

The objective of this project is to establish the framework of agent-based computational economics methodology for the social and economic systems with heterogeneous agents. For this, the researcher picks up ad-auction and Swedish lottery and then develops the behavioral and learning models of agents.
The main findings are as follows: First, it would be better not to bid when it is less likely to win in ad-auction. Second, there are more participants in the Swedish lottery where only one player could win than that where there is a possibility that plural participants may earn rewards.

Academic Significance and Societal Importance of the Research Achievements

エージェントの意思決定・行動モデルが確立されると、説得力が高く、利用者が容易に理解することができ、検証と評価が可能な社会システム研究の方法論の構築が期待される。また、事例分析や数理モデルなどで表現しにくい社会現象を操作可能なモデルとして実現し、領域専門家が自由に利用できる環境が提供される。

Report

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

    (26 results)

All 2017 2016 2015 Other

All Int'l Joint Research (4 results) Journal Article (7 results) (of which Peer Reviewed: 7 results,  Open Access: 3 results) Presentation (15 results) (of which Int'l Joint Research: 12 results)

  • [Int'l Joint Research] Universite Cote d'Azur(フランス)

    • Related Report
      2018 Annual Research Report
  • [Int'l Joint Research] Universite Cote d'Azur(フランス)

    • Related Report
      2017 Research-status Report
  • [Int'l Joint Research] Universite Cote d'Azur(フランス)

    • Related Report
      2016 Research-status Report
  • [Int'l Joint Research] Universite Nice Sophia Antipolis(France)

    • Related Report
      2015 Research-status Report
  • [Journal Article] Behavioral Heterogeneity Affects Individual Performances in Experimental and Computational Lowest Unique Integer Games2017

    • Author(s)
      Yamada, T.
    • Journal Title

      rontiers in Physics - Interdisciplinary Physics

      Volume: 5 Pages: 65-79

    • DOI

      10.3389/fphy.2017.00065

    • Related Report
      2017 Research-status Report
    • Peer Reviewed / Open Access
  • [Journal Article] Analysis of Effective Resource Allocation to Teachers for Educational Policy by Agent-Based Simulation2017

    • Author(s)
      矢野雄大,山田隆志,吉川厚,寺野隆雄
    • Journal Title

      Transactions of Japanese Society for Information and Systems in Education

      Volume: 34 Issue: 4 Pages: 302-313

    • DOI

      10.14926/jsise.34.302

    • NAID

      130006192901

    • ISSN
      1341-4135, 2188-0980
    • Related Report
      2017 Research-status Report
    • Peer Reviewed
  • [Journal Article] Agent-Based Simulation Analysis on Investment Behaviors of Financial Firms Related to Bankruptcy Propagations and Financial Regulations2016

    • Author(s)
      菊地 剛正, 國上 真章, 山田 隆志, 高橋 大志, 寺野 隆雄
    • Journal Title

      Transactions of the Japanese Society for Artificial Intelligence

      Volume: 31 Issue: 6 Pages: AG-G_1-11

    • DOI

      10.1527/tjsai.AG-G

    • NAID

      130005277058

    • ISSN
      1346-0714, 1346-8030
    • Related Report
      2016 Research-status Report
    • Peer Reviewed
  • [Journal Article] エージェントシミュレーションを用いた中央銀行の資金供給が金融機関の連動的な破綻に与える影響の分析2016

    • Author(s)
      菊地 剛正, 國上 真章, 山田 隆志, 高橋 大志, 寺野 隆雄
    • Journal Title

      経営情報学会誌

      Volume: 25 Pages: 169-186

    • NAID

      40021043030

    • Related Report
      2016 Research-status Report
    • Peer Reviewed
  • [Journal Article] Does Small-Size Class Improve Academic Abilities of Students?2015

    • Author(s)
      矢野雄大, 神澤篤啓, 山田隆志, 吉川厚, 寺野隆雄
    • Journal Title

      Transactions of Japanese Society for Information and Systems in Education

      Volume: 32 Issue: 4 Pages: 236-245

    • DOI

      10.14926/jsise.32.236

    • NAID

      130005103759

    • ISSN
      1341-4135, 2188-0980
    • Year and Date
      2015-10-01
    • Related Report
      2015 Research-status Report
    • Peer Reviewed / Open Access
  • [Journal Article] A Brownian Agent Model for Analyzing Changes in a Nation's Product Space Structure2015

    • Author(s)
      Jiang, B., Yang, C., Yamada, T., Terano, T.
    • Journal Title

      International Journal of Intelligent Information Technologies

      Volume: 11 Issue: 1 Pages: 52-71

    • DOI

      10.4018/ijiit.2015010104

    • Related Report
      2015 Research-status Report
    • Peer Reviewed
  • [Journal Article] Exploring Market Making Strategy for High Frequency Trading: An Agent-Based Approach2015

    • Author(s)
      Xiong, Y., Yamada, T., Terano, T.
    • Journal Title

      International Conference on Social Modeling and Simulation, plus Econophysics Colloquium 2014

      Volume: -- Pages: 63-74

    • DOI

      10.1007/978-3-319-20591-5_6

    • ISBN
      9783319205908, 9783319205915
    • Related Report
      2015 Research-status Report
    • Peer Reviewed / Open Access
  • [Presentation] Simulation on the Effect of Financial Regulation on Stability of Financial System and Financial Institution Behavior2017

    • Author(s)
      Kikuchi, T., Kunigami, M., Yamada, T., Takahashi, H., Terano, T.
    • Organizer
      Social Simulation Conference 2017 (SSC 2017)
    • Related Report
      2017 Research-status Report
    • Int'l Joint Research
  • [Presentation] Modeling the Momentum Erffect in Financial Stock Markets toward New Portfolio Algorithms2017

    • Author(s)
      Umino, K., Kikuchi, T., Kunigami, M., Yamada, T., Terano, T.
    • Organizer
      The 5th International Workshop on Advanced Computational Intelligence and Intelligent Informatics (IWACIII 2017)
    • Related Report
      2017 Research-status Report
    • Int'l Joint Research
  • [Presentation] Analysis of the Influences of Negative Interest Rate on Operative Collapses of FInancial Institutions Using Agent-Based Simulation2017

    • Author(s)
      Kikuchi, T., Kunigami, M., Yamada, T., Takahashi, H., Terano, T.
    • Organizer
      The 5th International Workshop on Advanced Computational Intelligence and Intelligent Informatics (IWACIII 2017)
    • Related Report
      2017 Research-status Report
    • Int'l Joint Research
  • [Presentation] Classification of simulation results using log clusters in agent simulation2017

    • Author(s)
      Tanaka, Y., Kikuchi, T., Kunigami, M., Yamada, T., Takahashi, H., Terano, T.,
    • Organizer
      International Workshop: Artificial Intelligence of and for Business (AI-Biz2017) associated with JSAI International Symposia on AI 2017 (IsAI-2017)
    • Related Report
      2017 Research-status Report
    • Int'l Joint Research
  • [Presentation] Factors that OLMAR method can obtain excess return2017

    • Author(s)
      Umino, K., Kikuchi, T., Kunigami, M., Yamada, T., Terano, T.
    • Organizer
      International Workshop: Artificial Intelligence of and for Business (AI-Biz2017) associated with JSAI International Symposia on AI 2017 (IsAI-2017)
    • Related Report
      2017 Research-status Report
  • [Presentation] エージェントシミュレーションにおけるログクラスターを利用したシミュレーション結果の分類2017

    • Author(s)
      田中祐史, 菊地剛正, 國上真章, 山田隆志, 高橋大志, 寺野隆雄
    • Organizer
      ビジネス・インフォマティクス研究会 第7回研究会
    • Related Report
      2017 Research-status Report
  • [Presentation] 株式トレード戦略において高いリスクをとることはリターンに変化を与えるか?2017

    • Author(s)
      海野一則, 菊地剛正, 國上真章, 山田隆志, 寺野隆雄
    • Organizer
      ビジネス・インフォマティクス研究会 第7回研究会
    • Related Report
      2017 Research-status Report
  • [Presentation] Laboratory experiment and evolutionary competition in lowest unique integer games2016

    • Author(s)
      YAMADA Takashi
    • Organizer
      12th Artificial Economics Conference
    • Place of Presentation
      Rome, Italy
    • Year and Date
      2016-09-20
    • Related Report
      2016 Research-status Report
    • Int'l Joint Research
  • [Presentation] Comparison of Different Market Making Strategies for High Frequency Traders2015

    • Author(s)
      Xiong, Y., Yamada, T., Terano, T.
    • Organizer
      2015 Winter Simulation Conference (WSC 2015)
    • Place of Presentation
      Huntington Beach, CA, United States
    • Year and Date
      2015-12-06
    • Related Report
      2015 Research-status Report
    • Int'l Joint Research
  • [Presentation] How to attract customers to your website with word-of-mouth communication in social media2015

    • Author(s)
      Zhou, J., Yamada, T., Terano, T.
    • Organizer
      9th International Conference on Agent-based Approaches in Economic and Social Complex Systems (AESCS 2015)
    • Place of Presentation
      Bali, Indonesia
    • Year and Date
      2015-09-09
    • Related Report
      2015 Research-status Report
    • Int'l Joint Research
  • [Presentation] Exploration of good strategies in real-time bidding2015

    • Author(s)
      Nabeta, T., Yamada, T., Yamamoto, G., Yoshikawa, A., Terano, T.
    • Organizer
      9th International Conference on Agent-based Approaches in Economic and Social Complex Systems (AESCS 2015)
    • Place of Presentation
      Bali, Indonesia
    • Year and Date
      2015-09-09
    • Related Report
      2015 Research-status Report
    • Int'l Joint Research
  • [Presentation] Dark Pool Usage and Individual Trading Performance2015

    • Author(s)
      Xiong, Y., Yamada, T., Terano, T.
    • Organizer
      The 21st Computing in Economics and Finance (CEF 2015)
    • Place of Presentation
      Taipei, Taiwan
    • Year and Date
      2015-06-20
    • Related Report
      2015 Research-status Report
    • Int'l Joint Research
  • [Presentation] An Experiment on Lowest Unique Integer Games2015

    • Author(s)
      Yamada, T., Hanaki, N.
    • Organizer
      The 20th Annual Workshop on the Economic Science with Heterogeneous Interacting Agents (WEHIA 2015
    • Place of Presentation
      Sophia Antipolis, France
    • Year and Date
      2015-05-21
    • Related Report
      2015 Research-status Report
    • Int'l Joint Research
  • [Presentation] Dark pool usage and market volatility2015

    • Author(s)
      Xiong, Y., Yamada, T., Terano, T.
    • Organizer
      The 20th Annual Workshop on the Economic Science with Heterogeneous Interacting Agents (WEHIA 2015
    • Place of Presentation
      Sophia Antipolis, France
    • Year and Date
      2015-05-21
    • Related Report
      2015 Research-status Report
    • Int'l Joint Research
  • [Presentation] How to attract Customers to your website with word-of-mouth communication in social media2015

    • Author(s)
      Zhou, J., Yamada, T., Terano, T.
    • Organizer
      The 20th Annual Workshop on the Economic Science with Heterogeneous Interacting Agents (WEHIA 2015
    • Place of Presentation
      Sophia Antipolis, France
    • Year and Date
      2015-05-21
    • Related Report
      2015 Research-status Report
    • Int'l Joint Research

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

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