Central Bank Communication Design

• Project/Area Number: 18H05217
• Research Category: Grant-in-Aid for Scientific Research (S)
• Allocation Type: Single-year Grants
• Review Section: Broad Section A
• Research Institution: The University of Tokyo
• Principal Investigator: 渡辺 努 東京大学, 大学院経済学研究科(経済学部), 教授 (90313444)
• Co-Investigator(Kenkyū-buntansha): 青木 浩介 東京大学, 大学院経済学研究科(経済学部), 教授 (30263362) ; 梶井 厚志 関西学院大学, 経済学部, 教授 (80282325) ; 宇井 貴志 神奈川大学, 経済学部, 教授 (60312815) ; 上田 晃三 早稲田大学, 政治経済学術院, 教授 (30708558) ; 水野 貴之 国立情報学研究所, 情報社会相関研究系, 准教授 (50467057)
• Project Period (FY): 2018-06-11 – 2023-03-31
• Project Status: Completed (Fiscal Year 2022)
• Budget Amount: ¥187,850,000 (Direct Cost: ¥144,500,000、Indirect Cost: ¥43,350,000); Fiscal Year 2022: ¥39,650,000 (Direct Cost: ¥30,500,000、Indirect Cost: ¥9,150,000); Fiscal Year 2021: ¥35,360,000 (Direct Cost: ¥27,200,000、Indirect Cost: ¥8,160,000); Fiscal Year 2020: ¥37,830,000 (Direct Cost: ¥29,100,000、Indirect Cost: ¥8,730,000); Fiscal Year 2019: ¥32,110,000 (Direct Cost: ¥24,700,000、Indirect Cost: ¥7,410,000); Fiscal Year 2018: ¥42,900,000 (Direct Cost: ¥33,000,000、Indirect Cost: ¥9,900,000)
• Keywords: マクロ経済学 / ゲーム理論 / 中央銀行 / 金融政策 / 透明性 / 信認 / 関心 / 関心と信認 / コミュニケーション

Outline of Annual Research Achievements

本研究では、当該年度に、合計66本の論文・著書を作成した。このうち38本は査読誌への掲載が決まっている。その他の論文も査読雑誌に投稿中あるいは投稿後の改訂中のステータスにある。また、本研究のメンバーはこれらの研究成果を内外のコンファランス等で報告し、情報発信を行っており、報告数は79件である。さらに、本研究では理論・実証研究の成果が実際の政策形成に活用されることを企図して、研究成果の対外発信にも注力した。啓蒙的な対外発信の件数は143件である（内訳は、新聞への寄稿・インタ ビュー記事が43件、雑誌等への寄稿・インタビュー記事が73件、テレビ等での解説が27件）。

Research Progress Status

令和4年度が最終年度であるため、記入しない。

Strategy for Future Research Activity

令和4年度が最終年度であるため、記入しない。

Assessment Rating

Interim Assessment Comments (Rating)

A: In light of the aim of introducing the research area into the research categories, the expected progress has been made in research.

Research Products

• [Int'l Joint Research] Imperial Colledge Business School(英国)
• [Int'l Joint Research] European Central Bank(ドイツ)
• [Int'l Joint Research] 人民大学(中国)
• [Int'l Joint Research] Dartmouth College(米国)
• [Int'l Joint Research] Imperial College Business School(英国)
• [Int'l Joint Research] European Central Bank(ドイツ)
• [Int'l Joint Research] スイス・チューリッヒ大学(スイス)
• [Int'l Joint Research] Dartmouth College(米国)
• [Int'l Joint Research] European Central Bank(ドイツ)
• [Int'l Joint Research] Dartmouth College(米国)
• [Int'l Joint Research] European Central Bank(ドイツ)
• [Journal Article] Estimating a Behavioral New Keynesian Model with the Zero Lower Bound (2024)
  • Author(s): Hirose, Yasuo, Hirokuni Iiboshi, Mototsugu Shintani, Kozo Ueda
  • Journal Title: Journal of Money, Credit and Banking Volume: －
  • Peer Reviewed
• [Journal Article] Household Inventory, Temporary Sales, and Price Indices (2024)
  • Author(s): Tsutomu Watanabe, Kozo Ueda, Kota Watanabe
  • Journal Title: International Economic Review Volume: 65 Issue: 1 Pages: 217-251
  • DOI: 10.1111/iere.12655
  • Peer Reviewed
• [Journal Article] Inflation, Money Demand, and Portfolio Choice (2024)
  • Author(s): Kosuke Aoki, Alexander Michaelides, Kalin Nikolov, Yuxin Zhang
  • Journal Title: Netspar Discussion Paper Volume: 2
  • Open Access / Int'l Joint Research
• [Journal Article] Rich by Accident: the Second Welfare Theorem with a Redundant Asset Under Imperfect Foresight (2024)
  • Author(s): Shurojit Chatterji, Atsushi Kajii
  • Journal Title: Working Papers on Central Bank Communication Volume: 48
  • Open Access / Int'l Joint Research
• [Journal Article] Effects of bank branch/ATM consolidations on cash demand: Evidence from bank account transaction data in Japan (2024)
  • Author(s): Ueda Kozo
  • Journal Title: Journal of the Japanese and International Economies Volume: 71 Pages: 101305-101305
  • DOI: 10.1016/j.jjie.2024.101305
  • Peer Reviewed
• [Journal Article] 経済や社会で活用可能なシンセティックビッグデータ (2024)
  • Author(s): 水野貴之
  • Journal Title: 統計 Volume: 2024/3 Pages: 4-11
• [Journal Article] A dynamic analysis of the bank of Japan’s ETF/REIT purchase program (2024)
  • Author(s): Daiya Mita, Kiyohiko G. Nishimura, Taiga Saito, Akihiko Takahashi
  • Journal Title: Expert Systems with Applications Volume: 235 Pages: 121091-121091
  • DOI: 10.1016/j.eswa.2023.121091
  • Peer Reviewed / Open Access
• [Journal Article] Context-Aware Stock Recommendations with Stocks' Characteristics and Investors' Traits (2023)
  • Author(s): Takehiro Takayanagi, Kiyoshi Izumi
  • Journal Title: IEICE Transactions on Information and Systems Volume: E106.D Issue: 10 Pages: 1732-1741
  • DOI: 10.1587/transinf.2023EDP7017
  • ISSN: 0916-8532, 1745-1361
  • Year and Date: 2023-10-01
  • Peer Reviewed / Open Access
• [Journal Article] On the Source of Seasonality in Price Changes: The Role of Seasonality in Menu Costs (2023)
  • Author(s): Tsutomu Watanabe, Ko Munakata, Takeshi Shinohara, Shigenori Shiratsuka, Nao Sudo
  • Journal Title: IMES Discussion Paper Series Volume: 2023-E-7
  • Open Access
• [Journal Article] The demand for money at the zero interest rate bound (2023)
  • Author(s): Tsutomu Watanabe, Tomoyoshi Yabu
  • Journal Title: Journal of Applied Econometrics Volume: 38 Issue: 6 Pages: 968-976
  • DOI: 10.1002/jae.2983
  • Peer Reviewed
• [Journal Article] Price Markups and Wage Setting Behavior of Japanese Firms (2023)
  • Author(s): Kosuke Aoki, Yoshihiko Hogen, Kosuke Takatomi
  • Journal Title: Bank of Japan Working Paper Series Volume: 23-E-5
  • Open Access
• [Journal Article] The Bank of Japan’s balance sheet (2023)
  • Author(s): Kosuke Aoki
  • Journal Title: Research Handbook in Financial Markets Volume: 3 Pages: 56-78
  • DOI: 10.4337/9781800375321.00009
  • ISBN: 9781800375321, 9781800375314
  • Peer Reviewed
• [Journal Article] Decentralizability of efficient allocations with heterogeneous forecasts (2023)
  • Author(s): Kajii Atsushi, Shurojit Chatterji
  • Journal Title: Journal of Economic Theory Volume: 207 Pages: 105592-105592
  • DOI: 10.1016/j.jet.2022.105592
  • Peer Reviewed / Int'l Joint Research
• [Journal Article] On the Welfare Role of Redundant Assets with Heterogeneous Forecasts (2023)
  • Author(s): Kajii Atsushi, Shurojit Chatterji
  • Journal Title: Working Papers on Central Bank Communication Volume: 046
  • Open Access / Int'l Joint Research
• [Journal Article] 予想に働きかける政策をゲーム理論で考える (2023)
  • Author(s): 宇井貴志
  • Journal Title: 経済研究 Volume: 74
  • Peer Reviewed / Open Access
• [Journal Article] LQG Information Design (2023)
  • Author(s): Masaki Miyashita, Takashi Ui
  • Journal Title: Working Papers on Central Bank Communication Volume: 018
  • Open Access
• [Journal Article] Strategic Ambiguity in Global Games (2023)
  • Author(s): Takashi Ui
  • Journal Title: Working Papers on Central Bank Communication Volume: 32
  • Open Access
• [Journal Article] Identifying the Source of Information Rigidities in the Expectations Formation Process (2023)
  • Author(s): Shintani Mototsugu、Ueda Kozo
  • Journal Title: Journal of Economic Dynamics and Control Volume: -- Pages: 104653-104653
  • DOI: 10.1016/j.jedc.2023.104653
  • Peer Reviewed
• [Journal Article] Duopolistic competition and monetary policy (2023)
  • Author(s): Ueda Kozo
  • Journal Title: Journal of Monetary Economics Volume: 135 Pages: 70-85
  • DOI: 10.1016/j.jmoneco.2023.01.003
  • Peer Reviewed / Open Access
• [Journal Article] Oligopolistic Competition, Price Rigidity, and Monetary Policy (2023)
  • Author(s): Kozo Ueda, Kota Watanabe
  • Journal Title: Working Papers on Central Bank Communication Volume: 047
  • Open Access
• [Journal Article] Evidence on Price Stickiness in Japan (2023)
  • Author(s): Kozo Ueda
  • Journal Title: CARF Working Paper Series Volume: CARF-F-570
  • Open Access
• [Journal Article] Marginal Propensity to Consume to Two-Time Income Shocks (2023)
  • Author(s): Kozo Ueda
  • Journal Title: CIGS Working Paper Series Volume: 23-008E
  • Open Access
• [Journal Article] Marginal Propensity to Consume and Personal Characteristics: Evidence from Bank Transaction Data and Survey (2023)
  • Author(s): Kozo Ueda
  • Journal Title: CIGS Working Paper Series Volume: 23-007E
  • Open Access
• [Journal Article] Price Stickiness and Strategic Uncertainty: AnExperimental Study (2023)
  • Author(s): Yukihiko Funaki, Kohei Kawamura, Nobuyuki Uto, Kozo Ueda
  • Journal Title: CAMA working paper series Volume: 63
  • Open Access
• [Journal Article] Statistical laws observed in earthquakes using mesh statistics: an econophysical point of view (2023)
  • Author(s): Atushi Ishikawa, Shouji Fujimoto, and Takayuki Mizuno
  • Journal Title: Evolutionary and Institutional Economics Review Volume: - Issue: 2 Pages: 203-216
  • DOI: 10.1007/s40844-023-00255-x
  • Peer Reviewed
• [Journal Article] Asset Allocation Method Based on Sentiment Signals and Causal Information using Multi-asset Classes (2023)
  • Author(s): Rei Taguchi, Hiroki Sakaji, Kiyoshi Izumi, Yuri Murayama
  • Journal Title: International Journal of Smart Computing and Artificial Intelligence Volume: 7
  • Peer Reviewed / Open Access
• [Journal Article] Financial Causality Extraction Based on Universal Dependencies and Clue Expressions (2023)
  • Author(s): Sakaji Hiroki、Izumi Kiyoshi
  • Journal Title: New Generation Computing Volume: 41 Issue: 4 Pages: 839-857
  • DOI: 10.1007/s00354-023-00233-2
  • Peer Reviewed / Open Access
• [Journal Article] Discovering new applications: Cross-domain exploration of patent documents using causal extraction and similarity analysis (2023)
  • Author(s): Meiyun Wang, Hiroki Sakaji, Hiroaki Higashitani, Mitsuhiro Iwadare, Kiyoshi Izumi
  • Journal Title: World Patent Information Volume: 75 Pages: 102238-102238
  • DOI: 10.1016/j.wpi.2023.102238
  • Peer Reviewed / Int'l Joint Research
• [Journal Article] Constructing Sentiment Signal-based Asset Allocation Method with Causality Information (2023)
  • Author(s): Rei Taguchi, Hiroki Sakaji, Kiyoshi Izumi, Yuri Murayama
  • Journal Title: New Generation Computing Volume: 41 Pages: 777-794
  • Peer Reviewed / Open Access
• [Journal Article] Scenario Analysis of Demand Response Using Artificial Electric Power Market Simulations (2023)
  • Author(s): Masanori HIRANO, Ryo WAKASUGI, Kiyoshi IZUMI
  • Journal Title: International Journal of Service and Knowledge Management Volume: 7 Issue: 2 Pages: 1
  • DOI: 10.52731/ijskm.v7.i2.770
  • ISSN: 2189-9223, 2189-9231
  • Peer Reviewed / Open Access
• [Journal Article] Transaction Prediction by Using Graph Neural Network and Textual Industry Information (2023)
  • Author(s): Naoto Minakawa, Kiyoshi Izumi, Hiroki Sakaji, Hitomi Sano
  • Journal Title: New Frontiers in Artificial Intelligence, Lecture Notes in Computer Science Volume: 13859 Pages: 251-266
  • DOI: 10.1007/978-3-031-29168-5_17
  • ISBN: 9783031291678, 9783031291685
  • Peer Reviewed
• [Journal Article] Constructing and analyzing domain-specific language model for financial text mining (2023)
  • Author(s): Masahiro Suzuki, Hiroki Sakaji, Masanori Hirano, Kiyoshi Izumi
  • Journal Title: Information Processing & Management Volume: 60 Issue: 2 Pages: 103194-103194
  • DOI: 10.1016/j.ipm.2022.103194
  • Peer Reviewed
• [Journal Article] Neural-network-based parameter tuning for multi-agent simulation using deep reinforcement learning (2023)
  • Author(s): Hirano Masanori、Izumi Kiyoshi
  • Journal Title: World Wide Web Volume: 26 Issue: 5 Pages: 3535-3559
  • DOI: 10.1007/s11280-023-01197-5
  • Peer Reviewed / Open Access
• [Journal Article] Gaussian hierarchical latent Dirichlet allocation: Bringing polysemy back (2023)
  • Author(s): Takahiro Yoshida, Ryohei Hisano, Takaaki Ohnishi
  • Journal Title: PLOS ONE Volume: 18 Issue: 7 Pages: e0288274-e0288274
  • DOI: 10.1371/journal.pone.0288274
  • Peer Reviewed / Open Access
• [Journal Article] 銀行送金ネットワークの内在的構造と時間変化 (2023)
  • Author(s): 久野遼平, 長澤達也, 高橋秀, 近藤亮磨, 大西立顕
  • Journal Title: 人工知能 Volume: 38-2 Pages: 131-138
  • Peer Reviewed
• [Journal Article] ポストコロナ時代の公的統計（2）－物価・ 賃金統計の精度問題 (2023)
  • Author(s): 西村淸彦、肥後雅博
  • Journal Title: 統計 Volume: 2023-2 Pages: 42-52
• [Journal Article] ポストコロナ時代の公的統計（１）－経済統計の新たな課題－ (2023)
  • Author(s): 西村淸彦、肥後雅博
  • Journal Title: 統計 Volume: 2023-1 Pages: 41-51
• [Journal Article] 異次元緩和の評価と日銀新体制への期待 (2023)
  • Author(s): 西村 淸彦
  • Journal Title: 金融ジャーナル Volume: 2023-1 Pages: 68-68
• [Journal Article] Going Cashless: Government’s Point Reward Program vs. COVID-19 (2022)
  • Author(s): Toshitaka Sekine, Toshiaki Shoji, Tsutomu Watanabe
  • Journal Title: CARF Working Paper Series Volume: F-538
  • Open Access
• [Journal Article] わが国のエネルギー効率 ―企業・家計部門の動向とカーボンニュートラルに向けた含意― (2022)
  • Author(s): 青木浩介、高橋優豊、中島上智、八木智之、山田琴音
  • Journal Title: 日本銀行ワーキングペーパー Volume: 22-J-19
  • Open Access
• [Journal Article] Efficiency, Quality of Forecasts and Radner Equilibria (2022)
  • Author(s): Shurojit Chatterji, Atsushi Kajii
  • Journal Title: Pure and Applied Functional Analysis Volume: 7 Pages: 2079-2091
  • Open Access / Int'l Joint Research
• [Journal Article] Imprecise Information and Second-Order Beliefs (2022)
  • Author(s): Norio Takeoka and Takashi Ui
  • Journal Title: Communications in Economics and Mathematical Scieneces Volume: 1 Issue: 0 Pages: 67-86
  • DOI: 10.50906/cems.1.0_67
  • ISSN: 2436-3162
  • Peer Reviewed / Open Access
• [Journal Article] Impacts of Public Information on Flexible Information Acquisition (2022)
  • Author(s): Takashi Ui
  • Journal Title: Cornell University, arXiv.org Volume: 2204.09250
  • Open Access
• [Journal Article] Optimal and Robust Disclosure of Public Information (2022)
  • Author(s): Takashi Ui
  • Journal Title: Working Papers on Central Bank Communication Volume: 039
  • Open Access
• [Journal Article] REALLOCATION EFFECTS OF MONETARY POLICY (2022)
  • Author(s): Miyakawa Daisuke、Oikawa Koki、Ueda Kozo
  • Journal Title: International Economic Review Volume: － Issue: 2 Pages: 947-975
  • DOI: 10.1111/iere.12558
  • Peer Reviewed / Open Access
• [Journal Article] Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan (2022)
  • Author(s): IIBOSHI HIROKUNI、SHINTANI MOTOTSUGU、UEDA KOZO
  • Journal Title: Journal of Money, Credit and Banking Volume: Online Version Issue: 6 Pages: 1-35
  • DOI: 10.1111/jmcb.12908
  • Peer Reviewed / Open Access
• [Journal Article] Secular Stagnation and Low Interest Rates under the Fear of a Government Debt Crisis (2022)
  • Author(s): KOBAYASHI KEIICHIRO、UEDA KOZO
  • Journal Title: Journal of Money, Credit and Banking Volume: － Issue: 4 Pages: 779-824
  • DOI: 10.1111/jmcb.12909
  • Peer Reviewed / Open Access
• [Journal Article] Misallocation under the Shadow of Death (2022)
  • Author(s): Daisuke MIYAKAWA, Koki Oikawa, Kozo Ueda
  • Journal Title: RIETI Discussion Paper Series Volume: 22-E-014
  • Open Access
• [Journal Article] Preface of Special Issue on Data Science Questing for a Better Society (2022)
  • Author(s): Mizuno Takayuki、Ohnishi Takaaki、Hisano Ryohei、Iyetomi Hiroshi、Watanabe Tsutomu
  • Journal Title: The Review of Socionetwork Strategies Volume: 16 Issue: 2 Pages: 333-335
  • DOI: 10.1007/s12626-022-00124-w
  • Peer Reviewed / Open Access
• [Journal Article] Statistical Properties of Labor Productivity Distributions (2022)
  • Author(s): Atushi Ishikawa, Shouji Fujimoto, and Takayuki Mizuno
  • Journal Title: Front. Phys. Volume: 10 Pages: 848193-848193
  • DOI: 10.3389/fphy.2022.848193
  • Peer Reviewed / Open Access
• [Journal Article] Interpolation of non-random missing values in financial statements' big data using CatBoost (2022)
  • Author(s): Shouji Fujimoto, Takayuki Mizuno, and Atushi Ishikawa
  • Journal Title: Journal of Computational Social Science Volume: 5 Issue: 2 Pages: 1281-1301
  • DOI: 10.1007/s42001-022-00165-9
  • Peer Reviewed / Open Access
• [Journal Article] Analysis of Ethnic Homophily in International Trade Using Large-Scale Surname Data (2022)
  • Author(s): Jun Joomi、Mizuno Takayuki
  • Journal Title: The Review of Socionetwork Strategies Volume: 16 Issue: 2 Pages: 399-415
  • DOI: 10.1007/s12626-022-00117-9
  • Peer Reviewed / Int'l Joint Research
• [Journal Article] Employee Number Dependence in Labor Productivity Distribution (2022)
  • Author(s): Atushi Ishikawa, Takayuki Mizuno, and Shouji Fujimoto
  • Journal Title: The Review of Socionetwork Strategies Volume: 16 Issue: 2 Pages: 465-477
  • DOI: 10.1007/s12626-022-00121-z
  • Peer Reviewed
• [Journal Article] Copula-Based Synthetic Data Generation in Firm-Size Variables (2022)
  • Author(s): Shouji Fujimoto, Atushi Ishikawa, and Takayuki Mizuno
  • Journal Title: The Review of Socionetwork Strategies Volume: 16 Issue: 2 Pages: 479-492
  • DOI: 10.1007/s12626-022-00128-6
  • Peer Reviewed
• [Journal Article] Hawkes process marked with topics and its application to Twitter data analysis (2022)
  • Author(s): Goda Masatoshi、Mizuno Takayuki、Yano Ryosuke
  • Journal Title: Europhysics Letters Volume: 140 Issue: 6 Pages: 61001-61001
  • DOI: 10.1209/0295-5075/aca78c
  • Peer Reviewed
• [Journal Article] Unconventional Monetary Policy through Open Market Operations: A Principal Component Analysis (2022)
  • Author(s): Kiyohiko G. Nishimura, Markus Heckel
  • Journal Title: Asian Economic Papers Volume: 21 Issue: 1 Pages: 1-28
  • DOI: 10.1162/asep_a_00842
  • Peer Reviewed / Int'l Joint Research
• [Journal Article] Estimates of CO2Concentrations Based on Satellite Data and Their Usefulness in Developing a More Accurate Picture of Economic Activity (2022)
  • Author(s): Yoshiyuki Suimon, Hiroto Tanabe, Kiyoshi Izumi
  • Journal Title: IIAI Letters on Business and Decision Science Volume: 1 Pages: 1
  • DOI: 10.52731/lbds.v001.030
  • ISSN: 2185-9930
  • Peer Reviewed / Open Access
• [Journal Article] Forecasting Stock Price Trends by Analyzing Economic Reports With Analyst Profiles (2022)
  • Author(s): Masahiro Suzuki, Hiroki Sakaji, Kiyoshi Izumi, Yasushi Ishikawa
  • Journal Title: Frontiers in Artificial Intelligence in Finance Volume: 5
  • DOI: 10.3389/frai.2022.866723
  • Peer Reviewed / Open Access
• [Journal Article] Constructing Equity Investment Strategies using Analyst Reports and Regime Switching Models (2022)
  • Author(s): Rei Taguchi, Hikaru Watanabe, Hiroki Sakaji, Kiyoshi Izumi, Kenji Hiramatsu
  • Journal Title: Frontiers in Artificial Intelligence in Finance Volume: 5
  • DOI: 10.3389/frai.2022.865950
  • Peer Reviewed / Open Access
• [Journal Article] Masked Prediction and Interdependence Network of the Law Using Data from Large-Scale Japanese Court Judgments (2022)
  • Author(s): Ryoma Kondo, Takahiro Yoshida, Ryohei Hisano
  • Journal Title: Artificial Intelligence and Law Volume: 31 Pages: 739-771
  • Peer Reviewed / Open Access
• [Journal Article] オルタナティブデータと機械学習アプローチを用いた鉱工業生産ナウキャスティングモデルの構築 (2022)
  • Author(s): 古川角歩, 箕浦征郎, 久野遼平, 八木智之
  • Journal Title: 日本銀行WP シリーズ Volume: 22-J-14
  • Open Access
• [Journal Article] 海運データを用いた輸出のナウキャスティング (2022)
  • Author(s): 久野遼平, 古川角歩
  • Journal Title: 日本銀行WP シリーズ Volume: 22-J-19
  • Open Access
• [Journal Article] Comment on "Big Data in Asian Central Banks (2022)
  • Author(s): Tsutomu Watanabe
  • Journal Title: Asian Economic Policy Review Volume: 17 Issue: 2 Pages: 1-2
  • DOI: 10.1111/aepr.12383
  • Peer Reviewed / Open Access
• [Journal Article] Online Consumption During and After the COVID-19 Pandemic: Evidence from Japan (2021)
  • Author(s): Watanabe Tsutomu、Omori Yuki
  • Journal Title: CARF Working Paper Series Volume: CARF-F-524 Pages: 1-38
  • Open Access
• [Journal Article] Visualizing Social and Behavior Change due to the Outbreak of COVID-19 Using Mobile Phone Location Data (2021)
  • Author(s): Mizuno Takayuki、Ohnishi Takaaki、Watanabe Tsutomu
  • Journal Title: New Generation Computing Volume: 39 Issue: 3-4 Pages: 453-468
  • DOI: 10.1007/s00354-021-00139-x
  • Peer Reviewed / Open Access
• [Journal Article] Household Inventory, Temporary Sales, and Price Indices (2021)
  • Author(s): Ueda Kozo、Watanabe Kota、Watanabe Tsutomu
  • Journal Title: CARF Working Paper Series Volume: CARF-F-520 Pages: 1-58
  • Open Access
• [Journal Article] Japan's Voluntary Lockdown: Further Evidence Based on Age-Specific Mobile Location Data (2021)
  • Author(s): Tsutomu Watanabe,Tomoyoshi Yabu
  • Journal Title: Japanese Economic Review Volume: 72(3) Issue: 3 Pages: 1-38
  • DOI: 10.1007/s42973-021-00077-9
  • NAID: 210000178471
  • Peer Reviewed / Open Access
• [Journal Article] Online Consumption During and After the COVID-19 Pandemic: Evidence from Japan (2021)
  • Author(s): Tsutomu Watanabe,Yuki Omori
  • Journal Title: The Impact of COVID19 On E-Commerce Volume: ー Pages: 43-66
  • DOI: 10.51432/978-1-8381524-8-2_4
  • Peer Reviewed / Open Access
• [Journal Article] The Welfare Implications of Massive Money Injection: The Japanese Experience from 2013 to 2020 (2021)
  • Author(s): Tsutomu Watanabe
  • Journal Title: Asian Economic Policy Review Volume: Vol. 16, No. 2 Issue: 2 Pages: 224-242
  • DOI: 10.1111/aepr.12342
  • Peer Reviewed / Open Access
• [Journal Article] Japan's Voluntary Lockdown (2021)
  • Author(s): Tsutomu Watanabe,Tomoyoshi Yabu
  • Journal Title: PLoS ONE Volume: 16(6): e0252468. Issue: 6 Pages: e0252468-e0252468
  • DOI: 10.1371/journal.pone.0252468
  • Peer Reviewed / Open Access
• [Journal Article] Multilayer Network Approach to Dynamics of Japanese Interfirm Transaction Relations (2021)
  • Author(s): Tsutomu Watanabe,Hitomi Sato, Yuichi Kichikawa, Hiroshi Iyetomi
  • Journal Title: Big Data Analysis on Global Community Formation and Isolation. Springer, Singapore. Volume: ー Pages: 63-92
  • DOI: 10.1007/978-981-15-4944-1_3
  • ISBN: 9789811549434, 9789811549441
  • Peer Reviewed
• [Journal Article] Understanding Japanese Household Portfolios (2021)
  • Author(s): Aoki Kosuke、Michaelides Alexander、Nikolov Kalin
  • Journal Title: SSRN Electronic Journal Volume: - Pages: 1-51
  • DOI: 10.2139/ssrn.3832657
  • Int'l Joint Research
• [Journal Article] Inflation, Money Demand and Portfolio Choice (2021)
  • Author(s): Aoki Kosuke、Michaelides Alexander、Nikolov Kalin、Zhang Yuxin
  • Journal Title: SSRN Electronic Journal Volume: - Pages: 1-75
  • DOI: 10.2139/ssrn.2706512
  • Open Access / Int'l Joint Research
• [Journal Article] 統計的決定と主観的期待効用 ― WaldとSavageを結ぶ試み (2021)
  • Author(s): 宇井貴志
  • Journal Title: 経済研究 Volume: 72 Pages: 128-139
  • Peer Reviewed / Open Access
• [Journal Article] Decentralizability of Efficient Allocations with Heterogenous Forecasts (2021)
  • Author(s): Chatterji Shurojit, Kajii Atsushi
  • Journal Title: Working Papers on Central Bank Communication Volume: 31 Pages: 1-36
  • Open Access / Int'l Joint Research
• [Journal Article] Strategic Ambiguity in Global Games (2021)
  • Author(s): Ui Takashi
  • Journal Title: Working Papers on Central Bank Communication Volume: 32 Pages: 1-34
  • Open Access
• [Journal Article] Multivariate Hawkes process analysis of posts on a web service about uncomfortable gender experiences (2021)
  • Author(s): Goda Masatoshi, Yano Ryosuke, Mizuno Takayuki
  • Journal Title: Journal of Complex Networks Volume: 9 Issue: 1 Pages: 1-21
  • DOI: 10.1093/comnet/cnab010
  • Peer Reviewed
• [Journal Article] Nondiagonal Mixture of Dirichlet Network Distributions for Analyzing a Stock Ownership Network (2021)
  • Author(s): Zhang Wenning, Hisano Ryohei, Ohnishi Takaaki, Mizuno Takayuki
  • Journal Title: Complex Networks & Their Applications IX Volume: 1 Pages: 75-86
  • Peer Reviewed
• [Journal Article] 流動人口ビッグデータによる外出の自粛率の見える化 (2020)
  • Author(s): 水野 貴之、大西 立顕、渡辺 努
  • Journal Title: Journal of the Japanese Society for Artificial Intelligence Volume: 35 Issue: 5 Pages: 667-672
  • DOI: 10.11517/jjsai.35.5_667
  • NAID: 130007935286
  • ISSN: 2188-2266, 2435-8614
  • Year and Date: 2020-09-01
• [Journal Article] Trade clustering and power laws in financial markets (2020)
  • Author(s): Nirei Makoto, Stachurski John, Watanabe Tsutomu
  • Journal Title: Theoretical Economics Volume: 15 Issue: 4 Pages: 1365-1398
  • DOI: 10.3982/te3523
  • Peer Reviewed / Open Access / Int'l Joint Research
• [Journal Article] Online Consumption During the COVID-19 Crisis: Evidence from Japan (2020)
  • Author(s): Watanabe Tsutomu, Omori Yuki
  • Journal Title: Covid Economics: Vetted and Real-Time Papers Volume: 32 Pages: 208-241
  • Peer Reviewed / Open Access
• [Journal Article] How Much Did People Refrain from Service Consumption due to the Outbreak of COVID-19? (2020)
  • Author(s): Watanabe Tsutomu, Omori Yuki
  • Journal Title: CARF Working Paper Series Volume: F-477 Pages: 1-17
  • Open Access
• [Journal Article] Why does production function take the Cobb-Douglas form? Direct observation of production function using empirical data (2020)
  • Author(s): Atushi Ishikawa, Shouji Fujimoto, and Takayuki Mizuno
  • Journal Title: Evolutionary and Institutional Economics Review Volume: 18 Issue: 1 Pages: 79-102
  • DOI: 10.1007/s40844-020-00180-3
  • Peer Reviewed / Open Access
• [Journal Article] 流動人口ビッグデータによる地域住民の自粛率の見える化 - 感染者数と自粛の関係 (2020)
  • Author(s): 水野貴之, 大西立顕, 渡辺努
  • Journal Title: キヤノングローバル戦略研究所コラム Volume: 2020.04.22 Pages: 1-13
  • Open Access
• [Journal Article] GPS位置情報ビッグデータによる人口分布の高解像度化と接触頻度の推定 (2020)
  • Author(s): 水野貴之, 大西立顕, 渡辺努
  • Journal Title: キヤノングローバル戦略研究所コラム Volume: 2020.05.08
  • Open Access
• [Journal Article] 空間情報ビッグデータによるCOVID-19の感染に繋がる接触頻度の推定 (2020)
  • Author(s): 水野貴之, 大西立顕, 渡辺努
  • Journal Title: キヤノングローバル戦略研究所コラム Volume: 2020.05.29
  • Open Access
• [Journal Article] 世代別・性別の 外出率とCOVID-19陽性者割合との関係 (2020)
  • Author(s): 水野貴之, 大西立顕, 渡辺努
  • Journal Title: キヤノングローバル戦略研究所コラム Volume: 2020.07.15
  • Open Access
• [Journal Article] Interest Rate Model With Investor Attitude and Text Mining (2020)
  • Author(s): Nakatani Souta, Nishimura Kiyohiko G., Saito Taiga, Takahashi Akihiko
  • Journal Title: IEEE Access Volume: 8 Pages: 86870-86885
  • DOI: 10.1109/access.2020.2992477
  • Peer Reviewed / Open Access
• [Journal Article] Reforms and Crises in Government Statistics: The Case of Japan (2020)
  • Author(s): Higo Masahiro, Nishimura Kiyohiko G., Sakuragawa Yukie
  • Journal Title: Asian Economic Papers Volume: 19 Issue: 2 Pages: 21-37
  • DOI: 10.1162/asep_a_00771
  • Peer Reviewed / Open Access
• [Journal Article] Identifying the Hierarchical Influence Structure Behind Smart Sanctions Using Network Analysis (2020)
  • Author(s): Ryohei Hisano, Hiroshi Iyetomi, and Takayuki Mizuno
  • Journal Title: Lecture Notes in Computer Science Volume: 12467 Pages: 95-107
  • DOI: 10.1007/978-3-030-60975-7_8
  • ISBN: 9783030609740, 9783030609757
  • Peer Reviewed / Open Access
• [Journal Article] Trade Clustering and Power Laws in Financial Market (2020)
  • Author(s): Tsutomu Watanabe, Makoto Nirei, John Stachurski
  • Journal Title: Theoretical Economics Volume: 掲載確定
  • Peer Reviewed / Int'l Joint Research
• [Journal Article] Aging and Deflation from a Fiscal Perspective (2020)
  • Author(s): Katagiri, Mitsuru, Hideki Konishi, Kozo Ueda
  • Journal Title: Journal of Monetary Economics Volume: 掲載確定
  • Peer Reviewed
• [Journal Article] Prediction of ESG Compliance using a Heterogeneous Information Network (2020)
  • Author(s): Ryouhei Hisano, Didier Sornette, Takayuki Mizuno,
  • Journal Title: Journal of Big Data Volume: 掲載確定
  • Peer Reviewed / Int'l Joint Research
• [Journal Article] Incomplete Information Robustness (2020)
  • Author(s): Stephen Morris, Takashi Ui
  • Journal Title: Working Papers on Central Bank Communication Volume: No. 019
  • Open Access / Int'l Joint Research
• [Journal Article] LQG Information Design (2020)
  • Author(s): Takashi Ui
  • Journal Title: Working Papers on Central Bank Communication Volume: No.018
  • Open Access
• [Journal Article] Gaussian Hierarchical Latent Dirichlet Allocation: Bringing Polysemy Back (2020)
  • Author(s): Takahiro Yoshida, Ryohei Hisano, Takaaki Ohnishi
  • Journal Title: Working Papers on Central Bank Communication Volume: No. 017
  • Open Access
• [Journal Article] The Formation of Consumer Inflation Expectations: New Evidence from Japan's Deflation Experience (2020)
  • Author(s): Tsutomu Watanabe, Jess Diamond, Kota Watanabe
  • Journal Title: International Economic Review Volume: 61 Issue: 1 Pages: 241-281
  • DOI: 10.1111/iere.12423
  • Peer Reviewed / Open Access
• [Journal Article] Decentralizability of Efficient Allocations with Heterogenous Forecasts (2020)
  • Author(s): Atsushi Kajii, Shurojit Chatterji
  • Journal Title: Working Papers on Central Bank Communication Volume: No.016
  • Open Access / Int'l Joint Research
• [Journal Article] Refinements and Higher Order Beliefs: A Unified Survey (2020)
  • Author(s): Atsushi Kajii, Stephen Morris
  • Journal Title: The Japanese Economic Review Volume: 71 Issue: 1 Pages: 7-34
  • DOI: 10.1007/s42973-019-00006-x
  • NAID: 210000168339
  • Peer Reviewed / Open Access / Int'l Joint Research
• [Journal Article] Notes on Refinements and Higher Order Beliefs (2020)
  • Author(s): Atsushi Kajii, Stephen Morris
  • Journal Title: The Japanese Economic Review Volume: 71 Issue: 1 Pages: 35-41
  • DOI: 10.1007/s42973-019-00007-w
  • NAID: 210000167926
  • Peer Reviewed / Open Access / Int'l Joint Research
• [Journal Article] The Lucas Imperfect Information Model with Imperfect Common Knowledge (2020)
  • Author(s): Takashi Ui
  • Journal Title: The Japanese Economic Review Volume: 71 Issue: 1 Pages: 85-100
  • DOI: 10.1007/s42973-019-00003-0
  • NAID: 210000182797
  • Peer Reviewed
• [Journal Article] Dynamic Cost of Living Index for Storable Goods (2020)
  • Author(s): Kozo Ueda
  • Journal Title: Economics Letters Volume: 189 Pages: 109013-109013
  • DOI: 10.1016/j.econlet.2020.109013
  • Peer Reviewed
• [Journal Article] House Price Dispersion in Boom-Bust Cycles: Evidence from Tokyo (2019)
  • Author(s): Tsutomu Watanabe, Takaaki Ohnishi, Takayuki Mizuno
  • Journal Title: The Japanese Economic Review Volume: 71 Issue: 4 Pages: 511-539
  • DOI: 10.1007/s42973-019-00019-6
  • NAID: 210000178515
  • Peer Reviewed
• [Journal Article] Sequential ε-Contamination with Learning (2019)
  • Author(s): Kiyohiko G. Nishimura, Hiroyuki Kato, Hiroyuki Ozaki
  • Journal Title: CARF Working Paper Series Volume: F-468
  • Open Access
• [Journal Article] Detecting Stock Market Bubbles Based on the Cross-Sectional Dispersion of Stock Prices (2019)
  • Author(s): Tsutomu Watanabe, Takayuki Mizuno, Takaaki Ohnishi
  • Journal Title: Proceedings of the 23rd Asia Pacific Symposium on Intelligent and Evolutionary Systems Volume: － Pages: 194-202
  • DOI: 10.1007/978-3-030-37442-6_18
  • ISBN: 9783030374419, 9783030374426
  • Peer Reviewed
• [Journal Article] How Large is the Demand for Money at the ZLB? Evidence from Japan (2019)
  • Author(s): Tsutomu Watanabe, Tomoyoshi Yabu
  • Journal Title: CARF Working Paper Series Volume: F-465
  • Open Access
• [Journal Article] Term Structure Models During the Global Financial Crisis: A Parsimonious Text Mining Approach (2019)
  • Author(s): Kiyohiko G. Nishimura, Seisho Sato, Akihiko Takahashi
  • Journal Title: Asia Pacific Financial Markets, Volume: 26-3 Issue: 3 Pages: 297-337
  • DOI: 10.1007/s10690-018-09267-9
  • Peer Reviewed / Open Access
• [Journal Article] Learning Topic Models by Neighborhood Aggregation (2019)
  • Author(s): Ryohei Hisano
  • Journal Title: Proceedings of the Twenty-Eighth International Joint Conference on Artificial Intelligence (IJCAI-19) Volume: － Pages: 2498-2505
  • DOI: 10.24963/ijcai.2019/347
  • Peer Reviewed / Open Access
• [Journal Article] Product Turnover and the Cost-of-Living Index: Quality versus Fashion Effects (2019)
  • Author(s): Tsutomu Watanabe, Kozo Ueda, Kota Watanabe
  • Journal Title: American Economic Journal: Macroeconomics Volume: 11 Issue: 2 Pages: 310-347
  • DOI: 10.1257/mac.20160403
  • Peer Reviewed / Open Access
• [Journal Article] Prolonged Low Interest Rates and Banking Stability (2019)
  • Author(s): Kosuke Aoki, Ko Munakata, Nao Sudo
  • Journal Title: Institute for Monetary and Economic Studies, Bank of Japan, Discussion Paper Series Volume: E-21
  • Open Access
• [Journal Article] Consumers' Price Beliefs, Central Bank Communication, and Inflation Dynamics (2019)
  • Author(s): Kosuke Aoki, Hibiki Ichiue, Tatsushi Okuda
  • Journal Title: Bank of Japan Working Paper Volume: E-14
  • Open Access
• [Journal Article] Short- and long-run tradeoff of monetary easing (2019)
  • Author(s): Koki Oikawa and Kozo Ueda
  • Journal Title: Journal of Japanese and International Economy Volume: 印刷中 Pages: 189-200
  • DOI: 10.1016/j.jjie.2018.12.005
  • NAID: 210000180309
  • Peer Reviewed
• [Journal Article] Detecting Ethnic Spatial Distribution of Business People using Recurrent Neural Networks (2019)
  • Author(s): Joomi Jun and Takayuki Mizuno
  • Journal Title: Proceeding WI '19 Companion IEEE/WIC/ACM International Conference on Web Intelligence 24800 Volume: 1 Pages: 29-34
  • DOI: 10.1145/3358695.3360925
  • Peer Reviewed / Open Access / Int'l Joint Research
• [Journal Article] トピック間の階層構造を考慮したGaussian LDA の構成 (2019)
  • Author(s): 吉田崇裕，久野遼平，大西立顕
  • Journal Title: 研究報 告自然言語処理（NL） Volume: NL-241，6 号 Pages: 1-8
  • Open Access
• [Journal Article] Strategic central bank communication: Discourse analysis of the Bank of Japan’s Monthly Report (2019)
  • Author(s): Kohei Kawamura, Kobashi Yohei, Shizume Masato, Ueda Kozo
  • Journal Title: Journal of Economic Dynamics and Control Volume: 100 Pages: 230-250
  • DOI: 10.1016/j.jedc.2018.11.007
  • 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: 38 Pages: 15-28
  • Open Access
• [Journal Article] The optimal inflation rate under Schumpeterian growth (2018)
  • Author(s): Koki Oikawa and Kozo Ueda
  • Journal Title: Journal of Monetary Economics Volume: 100 Pages: 114-125
  • DOI: 10.1016/j.jmoneco.2018.07.012
  • Peer Reviewed / Open Access
• [Journal Article] GINN: gradient interpretable neural networks for visualizing financial texts (2018)
  • Author(s): Ito Tomoki、Sakaji Hiroki、Izumi Kiyoshi、Tsubouchi Kota、Yamashita Tatsuo
  • Journal Title: International Journal of Data Science and Analytics Volume: - Issue: 4 Pages: 431-445
  • DOI: 10.1007/s41060-018-0160-8
  • Peer Reviewed
• [Journal Article] The Demand for Money at the Zero Interest Rate Bound (2018)
  • Author(s): Tsutomu Watanabe, Tomoyoshi Yabu
  • Journal Title: CARF Working Paper Series Volume: F-444
  • Open Access
• [Journal Article] Intertemporal Efficiency Does Not Imply a Common Price Forecast (2018)
  • Author(s): Atsushi Kajii, Shurojit Chatterji, Huaxia Zeng
  • Journal Title: KIER discussion papers Volume: No. 999
  • Open Access / Int'l Joint Research
• [Journal Article] Reallocation Effects of Monetary Policy (2018)
  • Author(s): Oikawa Koki, Kozo Ueda
  • Journal Title: RIETI Discussion Paper Series Volume: 18-E-056
  • Open Access
• [Journal Article] Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan (2018)
  • Author(s): Iiboshi Hirokuni, Mototsugu Shintani, Kozo Ueda
  • Journal Title: CAMA working paper series Volume: 37
  • Open Access
• [Presentation] Oligopolistic Competition, Price Rigidity, and Monetary Policy (2024)
  • Author(s): Kozo Ueda
  • Organizer: Southern Workshop in Macroeconomics
  • Int'l Joint Research
• [Presentation] 予想に働きかける政策をゲーム理論で考える (2023)
  • Author(s): 宇井貴志
  • Organizer: 日本金融学会2023年度秋季大会
• [Presentation] LQG情報設計と合理的無関心 (2023)
  • Author(s): Takashi Ui
  • Organizer: ゲーム理論ワークショップ2023
• [Presentation] Effects of Bank Branch/ATM Consolidations on Cash Demand: Evidence from Bank Account Transaction Data in Japan (2023)
  • Author(s): Kozo Ueda
  • Organizer: TRIO Conference on Digital Economy and Finance, 2023
  • Int'l Joint Research
• [Presentation] Generation of synthetic financial time series by diffusion models (2023)
  • Author(s): Tomonori Takahashi, Takayuki Mizuno
  • Organizer: The 17th International Conference Computational and Financial Econometrics(CFE 2023)
  • Int'l Joint Research
• [Presentation] Harnessing Behavioral Traits to Enhance Financial Stock Recommender Systems: Tackling the User Cold Start Problem (2023)
  • Author(s): Takehiro Takayanagi, Kiyoshi Izumi
  • Organizer: 2023 IEEE International Conference on Big Data
  • Int'l Joint Research
• [Presentation] Impact Analysis of Social Events on Industries through Narrative Causal Search (2023)
  • Author(s): Ryotaro Kobayashi, Yuri Murayama, Kiyoshi Izumi
  • Organizer: The 5th Financial Narrative Processing Workshop
  • Int'l Joint Research
• [Presentation] Export Nowcasting with AIS and Foot Traffic Data (2023)
  • Author(s): Tsubasa Ueda, Takehide Hirose, Kiyoshi Izumi
  • Organizer: The 13th International Conference on Smart Computing and Artificial Intelligence in 14th IIAI International Congress on Advanced Applied Informatics
  • Int'l Joint Research
• [Presentation] llm-japanese-dataset v0: Construction of Japanese Chat Dataset for Large Language Models and its Methodology (2023)
  • Author(s): Masanori HIRANO, Masahiro SUZUKI, Hiroki SAKAJI
  • Organizer: The 12th International Workshop on Web Services and Social Media in The 26th International Conference on Network-Based Information Systems
  • Int'l Joint Research
• [Presentation] Quantitative Evaluation of Multi-agent Simulation using Generative Adversarial Network (2023)
  • Author(s): Masanori HIRANO, Kiyoshi IZUMI
  • Organizer: The 9th International Conference on Computational Social Science
  • Int'l Joint Research
• [Presentation] Policy Gradient Stock GAN for Realistic Discrete Order Data Generation in Financial Markets (2023)
  • Author(s): Masanori HIRANO, Hiroki SAKAJI, Kiyoshi IZUMI
  • Organizer: The 13th International Conference on Smart Computing and Artificial Intelligence in 14th IIAI International Congress on Advanced Applied Informatics
  • Int'l Joint Research
• [Presentation] Economic Causal Chain Presentation System Considering Output Diversity to Search Economic Ripple Effects (2023)
  • Author(s): Ryotaro Kobayashi, Yuri Murayama, Kiyoshi Izumi
  • Organizer: The 4th Workshop on Knowledge Discovery from Unstructured Data in Financial Services
  • Int'l Joint Research
• [Presentation] Summarization of Investment Reports Using Pre-trained Model (2023)
  • Author(s): Hiroki Sakaji, Ryotaro Kobayashi, Kiyoshi Izumi, Hiroyuki Mitsugi, Wataru Kuramoto
  • Organizer: The 13th International Conference on Smart Computing and Artificial Intelligence in 14th IIAI International Congress on Advanced Applied Informatics
  • Int'l Joint Research
• [Presentation] Personalized Dynamic Recommender System for Investors (2023)
  • Author(s): Takehiro Takayanagi, Chung-Chi Chen, Kiyoshi Izumi
  • Organizer: International ACM SIGIR Conference on Research and Development in Information Retrieval
  • Int'l Joint Research
• [Presentation] Personalized Stock Recommendation with Investors’ Attention and Contextual Information (2023)
  • Author(s): Takehiro Takayanagi, Kiyoshi Izumi, Atsuo Kato, Naoyuki Tsunedomi, Yukina Abe
  • Organizer: International ACM SIGIR Conference on Research and Development in Information Retrieval
  • Int'l Joint Research
• [Presentation] BERTおよびChatGPTを用いたサステイナビリティレポートからのSDGs関連文抽出 (2023)
  • Author(s): 指田昌樹, 和泉潔, 坂地泰紀
  • Organizer: 第31回 人工知能学会 金融情報学研究会（SIG-FIN）
• [Presentation] 経済的因果検索のためのデータセットの構築に向けて (2023)
  • Author(s): 小林涼太郎, 高柳剛弘, 坂地泰紀, 和泉潔
  • Organizer: NLP若手の会第18回シンポジウム(YANS2023)
• [Presentation] 日本語インストラクションデータを用いた対話可能な日本語大規模言語モデルのLoRAチューニング (2023)
  • Author(s): 鈴木雅弘, 平野正徳, 坂地泰紀
  • Organizer: 第20回テキストアナリティクス・シンポジウム
• [Presentation] llm-japanese-dataset v0: 大規模言語モデルのための日本語チャットデータセット構築 (2023)
  • Author(s): 平野正徳, 鈴木雅弘, 坂地泰紀
  • Organizer: 情報処理学会 第257回自然言語処理研究発表会 (NL研)
• [Presentation] 日本語インストラクションデータセットの構築とその適用による大規模言語モデルのチューニング (2023)
  • Author(s): 鈴木雅弘, 平野正徳, 坂地泰紀
  • Organizer: NLP若手の会第18回シンポジウム (YANS2023)
• [Presentation] Causal Text Mining in the Era of Large Language Modeling: A Reality Check (2023)
  • Author(s): 高柳剛弘, 小林涼太郎, 鈴木雅弘, 坂地泰紀, 和泉潔
  • Organizer: NLP若手の会第18回シンポジウム (YANS2023)
• [Presentation] PAMS: Platform for Artificial Market Simulations ～Pythonベースの人工市場シミュレーションプラットフォームと深層学習との融合 (2023)
  • Author(s): 平野正徳, 高田亮介, 和泉潔
  • Organizer: 合同エージェントワークショップ＆シンポジウム2023 (JAWS2023)
• [Presentation] Quantitative Evaluation of Multi-agent Simulation using Generative Adversarial Network -- An Alternative of Qualitative Evaluation for Artificial Market Simulation (2023)
  • Author(s): Masanori HIRANO, Kiyoshi IZUMI
  • Organizer: The 37th Annual Conference of the Japanese Society for Artificial Intelligence (JSAI2023)
  • Int'l Joint Research
• [Presentation] 電力市場シミュレーションを用いた発電・蓄電・DRを組み合わせた大口需要家による電力調達戦略分析 (2023)
  • Author(s): 程竜, 和泉潔, 平野正徳
  • Organizer: 人工知能学会第30回金融情報学研究会 (SIG-FIN)
• [Presentation] Incorporating Domain-Specific Traits into Personality-Aware Recommendations for Financial Application (2023)
  • Author(s): Takehiro Takayanagi, Kiyoshi Izumi
  • Organizer: 人工知能学会全国大会(第 37 回)
  • Int'l Joint Research
• [Presentation] Analysis of Carbon Neutrality Scenarios of Industrial Consumers Combining Power Generation, Storage, and DR Using an Electricity Market Model (2023)
  • Author(s): Long CHENG, Kiyoshi IZUMI, Masanori HIRANO
  • Organizer: 人工知能学会全国大会（第37回）
  • Int'l Joint Research
• [Presentation] 時系列に並んだ金融文書からの差分抽出タスクの提案 (2023)
  • Author(s): 鈴木雅弘, 坂地泰紀, 和泉潔
  • Organizer: 人工知能学会全国大会（第37回）
• [Presentation] 技術アプリケーションの拡大と二次開発を目指す新しい知的財産管理手法 (2023)
  • Author(s): 王美蘊, 坂地泰紀, 東谷泰明, 岩垂光宏, 和泉潔
  • Organizer: 人工知能学会全国大会（第37回）
• [Presentation] グラフニューラルネットワークを用いた金融因果関係の抽出 (2023)
  • Author(s): 坂地泰紀, 和泉潔
  • Organizer: 人工知能学会全国大会（第37回）
• [Presentation] 経済波及効果発見のための出力の多様性を考慮した因果連鎖提示システムの構築 (2023)
  • Author(s): 小林涼太郎, 和泉潔
  • Organizer: 人工知能学会全国大会(第37回)
• [Presentation] 因果関係を考慮した感情シグナルに基づく資産配分法の提案 (2023)
  • Author(s): 田口怜, 坂地泰紀, 和泉潔
  • Organizer: 人工知能学会全国大会(第37回)
• [Presentation] Price Setting in Online and Offline Markets: Evidence from Korea (2022)
  • Author(s): Tsutomu Watanabe
  • Organizer: The 17th Ottawa Group Meeting
• [Presentation] Public Information Disclosure under Private Information Acquisition (2022)
  • Author(s): Takashi Ui
  • Organizer: The Econometric Society 2022 Australasia Meeting
  • Int'l Joint Research
• [Presentation] Impacts of Public Information on Flexible Information Acquisition (2022)
  • Author(s): Takashi Ui
  • Organizer: SING 17
  • Int'l Joint Research
• [Presentation] Impacts of Public Information on Flexible Information Acquisition (2022)
  • Author(s): Takashi Ui
  • Organizer: International Conference on Game Theory, Stony Brook
  • Int'l Joint Research
• [Presentation] Optimal and Robust Disclosure of Public Information (2022)
  • Author(s): Takashi Ui
  • Organizer: Summer Workshop on Economic Theory
• [Presentation] Impacts of Public Information on Flexible Information Acquisition (2022)
  • Author(s): Takashi Ui
  • Organizer: Communication and Persuasion Workshop 12th Meeting
• [Presentation] Impacts of Public Information on Flexible Information Acquisition (2022)
  • Author(s): Takashi Ui
  • Organizer: ORA Workshop 2022 on Knightian Uncertainty and Related Issues
  • Int'l Joint Research
• [Presentation] Impacts of Public Information on Flexible Information Acquisition (2022)
  • Author(s): Takashi Ui
  • Organizer: Peter Hammond - Retirement & Beyond
  • Int'l Joint Research / Invited
• [Presentation] LQG情報設計と合理的無関心 (2022)
  • Author(s): 宇井貴志
  • Organizer: ゲーム理論ワークショップ2023
• [Presentation] Misallocation under the Shadow of Death (2022)
  • Author(s): Kozo Ueda
  • Organizer: NBER Japan Project Meeting
  • Int'l Joint Research
• [Presentation] Oligopolistic Competition, Price Rigidity, and Monetary Policy (2022)
  • Author(s): Kozo Ueda
  • Organizer: Econometric Society Asia Meeting
  • Int'l Joint Research
• [Presentation] Estimating a Behavioral New Keynesian Model with the Zero Lower Bound (2022)
  • Author(s): Kozo Ueda
  • Organizer: Symposium on Econometric Theory and Applications
  • Int'l Joint Research
• [Presentation] Misallocation under the Shadow of Death (2022)
  • Author(s): Kozo Ueda
  • Organizer: Econometric Society Australasia Meeting
  • Int'l Joint Research
• [Presentation] Household Inventory, Temporary Sales, and Price Indices (2022)
  • Author(s): Kozo Ueda
  • Organizer: The 17th Ottawa Group Meeting
  • Int'l Joint Research
• [Presentation] Twitter-based Classification of Political Ideologies (2022)
  • Author(s): Jinghui Chen, Takayuki Mizuno
  • Organizer: The 13th International Conference on Social Informatics(SocInfo 2022)
  • Int'l Joint Research
• [Presentation] Aging and Housing Prices (2022)
  • Author(s): Yongheng Deng, Tomoo Inoue, Kiyohiko G. Nishimura, Chihiro Shimizu
  • Organizer: The 37th IARIW General Conference
  • Int'l Joint Research / Invited
• [Presentation] A New Approach to Assessing Corporate R&D Capabilities: Exploring Patent Value Based on Machine Learning (2022)
  • Author(s): Meiyun Wang, Hiroki Sakaji, Higashitani Hiroaki, Iwadare Mitsuhiro, Kiyoshi Izumi
  • Organizer: The 3rd Workshop on Women in AI and Finance, The 3rd ACM International Conference on AI in Finance
  • Int'l Joint Research
• [Presentation] SETN: Stock Embedding Enhanced with Textual and Network Information (2022)
  • Author(s): Takehiro Takayanagi, Hiroki Sakaji, Kiyoshi Izumi
  • Organizer: International Conference on Big Data (IEEE Big Data 2022)
  • Int'l Joint Research
• [Presentation] Gradual Further Pre-training Architecture for Economics/Finance Domain Adaptation of Language Model (2022)
  • Author(s): Hiroki Sakaji, Masahiro Suzuki, Kiyoshi Izumi, Hiroyuki Mitsugi
  • Organizer: International Conference on Big Data (IEEE Big Data 2022)
  • Int'l Joint Research
• [Presentation] SSAAM: Sentiment Signal-based Asset Allocation Method with Causality Information (2022)
  • Author(s): Rei Taguchi, Hiroki Sakaji, Kiyoshi Izumi
  • Organizer: International Conference on Big Data (IEEE Big Data 2022)
  • Int'l Joint Research
• [Presentation] Analysis of Demand Response Scenarios by Industrial Consumers Using Artificial Electric Power Market Simulations (2022)
  • Author(s): Masanori HIRANO, Ryo WAKASUGI, Kiyoshi IZUMI
  • Organizer: The 7th International Conference on Business Management of Technology (BMOT 2022) in 12th IIAI International Congress on Advanced Applied Informatics
  • Int'l Joint Research
• [Presentation] Data-driven Agent Design for Artificial Market Simulation (2022)
  • Author(s): Masanori HIRANO, Kiyoshi IZUMI, Hiroki SAKAJI
  • Organizer: The 36th Annual Conference of the Japanese Society for Artificial Intelligence (JSAI2022)
  • Int'l Joint Research
• [Presentation] Parameter Tuning Method for Multi-agent Simulation using Reinforcement Learning (2022)
  • Author(s): Masanori HIRANO, Kiyoshi IZUMI
  • Organizer: The 9th International Conference on Behavioral and Social Computing (BESC 2022)
  • Int'l Joint Research
• [Presentation] Analysis of Carbon Neutrality Scenarios of Industrial Consumers Using Electric Power Market Simulations (2022)
  • Author(s): Masanori HIRANO, Ryo WAKASUGI, Kiyoshi IZUMI
  • Organizer: The 24th International Conference on Principles and Practice of Multi-Agent Systems (PRIMA 2022)
  • Int'l Joint Research
• [Presentation] Does Order Simultaneity Affect the Data Mining Task in Financial Markets? -- Effect Analysis of Order Simultaneity using Artificial Market (2022)
  • Author(s): Masanori HIRANO, Kiyoshi IZUMI
  • Organizer: The 24th International Conference on Principles and Practice of Multi-Agent Systems (PRIMA 2022)
  • Int'l Joint Research
• [Presentation] Quantitative Tuning of Artificial Market Simulation using Generative Adversarial Network (2022)
  • Author(s): Masanori HIRANO, Kiyoshi IZUMI
  • Organizer: The 6th IEEE International Conference on Agents (ICA 2022)
  • Int'l Joint Research
• [Presentation] Efficient Parameter Tuning for Multi-agent Simulation Using Deep Reinforcement Learning (2022)
  • Author(s): Masanori HIRANO, Kiyoshi IZUMI
  • Organizer: 12th International Conference on Smart Computing and Artificial Intelligence (SCAI 2022-Winter) in 13th IIAI International Congress on Advanced Applied Informatics (IIAI AAI 2022 winter)
  • Int'l Joint Research
• [Presentation] Bilateral Trade Flow Prediction by Gravity-informed Graph Auto-encoder (2022)
  • Author(s): Naoto Minakawa, Kiyoshi Izumi, Hiroki Sakaji
  • Organizer: 2022 IEEE International Conference on Big Data (IEEE Big Data 2022)
  • Int'l Joint Research
• [Presentation] Information Retrieval in Financial Documents (2022)
  • Author(s): Takehiro Takayanagi
  • Organizer: AKBC 2022 Workshop, Knowledge Graphs in Finance and Economics
  • Int'l Joint Research
• [Presentation] Implementation of Biased Big Data to the Japanese Official Labor Statistics Using Supervised Learning under Covariate Shift (2022)
  • Author(s): Yuya Takada, Kiyoshi Izumi
  • Organizer: 2022 IEEE International Conference on Big Data(IEEE Big Data 2022)
  • Int'l Joint Research
• [Presentation] Proposal for Turning Point Detection Method using Financial Text and Transformer (2022)
  • Author(s): Rei Taguchi, Hikaru Watanabe, Hiroki Sakajii, Kiyoshi Izumii, Kenji Hiramatsu
  • Organizer: The 36th Annual Conference of the Japanese Society for Artificial Intelligence
  • Int'l Joint Research
• [Presentation] The relationship between Twitter sentiment and mobility during the COVID-19 pandemic (2022)
  • Author(s): Yoshiyuki Suimon, Hiroto Tanabe, Kiyoshi Izumi
  • Organizer: 2022 IEEE International Conference on Big Data (IEEE Big Data 2022)
  • Int'l Joint Research
• [Presentation] Investigation on effect of excess buy orders using agent-based model (2022)
  • Author(s): Yoshito Noritake, Takanobu Mizuta, Ryuta Hemmi;,Shota Nagumo, Kiyoshi Izumi
  • Organizer: The 9th International Conference on Behavioural and Social Computing (BESC)
  • Int'l Joint Research
• [Presentation] Concept and Practice of Artificial Market Data Mining Platform (2022)
  • Author(s): Masanori HIRANO, Hiroki SAKAJI, Kiyoshi IZUMI
  • Organizer: 2022 IEEE Symposium on Computational Intelligence for Financial Engineering and Economics (CIFEr)
  • Int'l Joint Research
• [Presentation] Implementation of Actual Data for Artificial Market Simulation (2022)
  • Author(s): Masanori Hirano, Hiroki Sakaji, Kiyoshi Izumi
  • Organizer: The 21st International Conference on Autonomous Agents and Multiagent Systems (AAMAS 2022)
  • Int'l Joint Research
• [Presentation] Graph Representation Learning of Banking Transaction Network with Edge Weight-Enhanced Attention and Textual Information (2022)
  • Author(s): Naoto Minakawa, Kiyoshi Izumi, Hiroki Sakaji, Hitomi Sano
  • Organizer: The 2nd Workshop on Financial Technology on the Web (Fin-Web 2022)
  • Int'l Joint Research
• [Presentation] BERTとGATを用いた金融テキストにおける因果関係を含む文の判定 (2022)
  • Author(s): 小林涼太郎, 坂地泰紀, 和泉潔
  • Organizer: 言語処理学会 第29回年次大会
• [Presentation] 異なる単語分割システムによる日本語事前学習言語モデルの性能評価 (2022)
  • Author(s): 鈴木雅弘, 坂地泰紀, 和泉潔
  • Organizer: 言語処理学会 第29回年次大会
• [Presentation] 人流データを用いた自動車サプライチェーン異常指数の構築 (2022)
  • Author(s): 上田翼, 和泉潔, 坂地泰紀
  • Organizer: 第30回人工知能学会金融情報学研究会(SIG-FIN)
• [Presentation] 電力市場シミュレーションを用いた発電・蓄電・DR を組み合わせた大口需要家による電力調達戦略分析 (2022)
  • Author(s): 程竜, 和泉潔, 平野正徳
  • Organizer: 第30回 人工知能学会 金融情報学研究会
• [Presentation] Transaction prediction by using graph neural network and textual industry information (2022)
  • Author(s): Naoto Minakawa, Kiyoshi Izumi, Hiroki Sakaji, Hitomi Sano
  • Organizer: The 36th Annual Conference of the Japanese Society for Artificial Intelligence (JSAI)
  • Int'l Joint Research
• [Presentation] 天候データを用いた機械学習に基づく小売業種売上のナウキャスティング (2022)
  • Author(s): 水門善之, 田邊洋人, 和泉潔
  • Organizer: 人工知能学会第126回知識ベースシステム研究会
• [Presentation] コロナ禍におけるTwitter情報を用いた感情値の計測と人出の関係 (2022)
  • Author(s): 水門善之, 田邊洋人, 和泉潔
  • Organizer: 2022年度人工知能学会全国大会（第36回）
• [Presentation] 人工衛星観測データに基づくCO2濃度推計値の経済活動把握における有効性 (2022)
  • Author(s): 水門善之, 田邊洋人, 和泉潔
  • Organizer: 日本経済学会 2022年度春季大会
• [Presentation] ソーシャルメディア情報を用いたコロナ禍における感情計測と人出の関係 (2022)
  • Author(s): 水門善之, 田邊洋人, 和泉潔
  • Organizer: 人工知能学会第43回社会におけるAI研究会
• [Presentation] GANを用いた人工市場シミュレーションの定量的評価に向けて (2022)
  • Author(s): 平野正徳，和泉潔
  • Organizer: Symposium on Multi Agent Systems for Harmonization (SMASH)
• [Presentation] テキストマイニングとは？ 政策の企画・立案における応用可能性 (2022)
  • Author(s): 久野遼平
  • Organizer: 経済産業省ワークショップ
  • Invited
• [Presentation] Twitter-based Classification of Political Ideologies for US Political Activists (2022)
  • Author(s): Jinghui Chen, Takayuki Mizuno
  • Organizer: 第1回計算社会科学会大会
• [Presentation] 企業と顧客の党派性とロビー活動の推定にむけて (2022)
  • Author(s): 陳景慧, 水野貴之
  • Organizer: mimd研究集会：Data-driven mathematical science:経済物理学とその周辺
• [Presentation] The Bank of Japan's Balance Sheet (2021)
  • Author(s): Kosuke Aoki
  • Organizer: Research Handbook of Financial Markets Conference (online)
  • Int'l Joint Research
• [Presentation] Incomplete information robustness (2021)
  • Author(s): Stephen Morris, Takashi Ui
  • Organizer: GAMES 2020 (the 6th World Congress of the Game Theory Society)
  • Int'l Joint Research
• [Presentation] Household Inventory, Temporary Sales, and Price Indices (2021)
  • Author(s): Kozo Ueda
  • Organizer: NBER Japan Project
  • Int'l Joint Research
• [Presentation] Echo Chambers and American and Chinese Public Diplomacy during the COVID-19 Era (2021)
  • Author(s): Takayuki Mizuno, Shuhei Kurizaki, Shohei Doi, and Masashi Toyoda
  • Organizer: IC2S2-2021: 7TH INTERNATIONAL CONFERENCE ON COMPUTATIONAL SOCIAL SCIENCE
  • Int'l Joint Research
• [Presentation] Echo Chambers and American and Chinese Public Diplomacy during the COVID-19 Era (2021)
  • Author(s): Shuhei Kurizaki, Shohei Doi, and Takayuki MIzuno
  • Organizer: 2021 American Political Science Association Annual Meeting
  • Int'l Joint Research
• [Presentation] Hawkes process marked with topic and its application to Twitter data analysis (2021)
  • Author(s): Masatoshi Goda, Takayuki Mizuno, and Ryosuke Yano
  • Organizer: Complex Networks 2021
  • Int'l Joint Research
• [Presentation] コロナ禍の偽情報パブリック・ディプロマシー (2021)
  • Author(s): 水野貴之
  • Organizer: JIMS分析的マーケティング研究会
  • Invited
• [Presentation] Economic Causal-Chain Search and Economic Indicator Prediction using Textual Data (2021)
  • Author(s): Kiyoshi Izumi, Hitomi Sano, and Hiroki Sakaji
  • Organizer: The 3rd Financial Narrative Processing Workshop (FNP 2021)
  • Int'l Joint Research
• [Presentation] 因果情報を用いた経済数値予測 (2021)
  • Author(s): 和泉潔, 坂地泰紀, 佐野仁美
  • Organizer: 第35回人工知能学会全国大会
• [Presentation] 因果情報を用いた経済数値予測 (2021)
  • Author(s): 和泉潔, 佐野仁美, 坂地泰紀
  • Organizer: 第27回人工知能学会金融情報学研究会（SIG-FIN）
• [Presentation] テキストとネットワークマイニングによる法の構造分析 (2021)
  • Author(s): 久野遼平
  • Organizer: ネットワーク科学研究会2021
  • Invited
• [Presentation] Household Inventory, Temporally Sales, and Price Indices (2021)
  • Author(s): Kozo Ueda, Kota Watanabe, and Tsutomu Watanabe
  • Organizer: 一橋大学マクロ金融ワークショップ
• [Presentation] Oligopolistic Competition, Price Rigidity, and Monetary Policy (2021)
  • Author(s): Kozo Ueda and Kota Watanabe
  • Organizer: Seventh Annual CIGS End of Year Macroeconomic Conference
• [Presentation] 安全保障の視点からのソーシャルメディア分析 (2021)
  • Author(s): 水野貴之
  • Organizer: 内閣官房・内閣情報調査室セミナー
  • Invited
• [Presentation] Consumer Inventory and the Cost of Living Index: Theory and Some Evidence from Japan (2020)
  • Author(s): Watanabe Tsutomu
  • Organizer: Fifth Annual JEN Conference
  • Int'l Joint Research / Invited
• [Presentation] How Large is the Demand for Money at the ZLB? Evidence from Japan (2020)
  • Author(s): Watanabe Tsutomu
  • Organizer: Fifth Annual JEN Conference
  • Int'l Joint Research / Invited
• [Presentation] The Welfare Implications of Massive Money Injection: The Japanese Experience from 2013 to 2020 (2020)
  • Author(s): Watanabe Tsutomu
  • Organizer: Thirty second AEPR conference
  • Int'l Joint Research / Invited
• [Presentation] Consumer Inventory and the Cost of Living Index: Evidence from Japan (2020)
  • Author(s): Watanabe Tsutomu
  • Organizer: Meeting of the Group of Experts on Consumer Price Indices
  • Int'l Joint Research / Invited
• [Presentation] Personalized Pricing in Online Markets: Evidence from Korea (2020)
  • Author(s): Watanabe Tsutomu
  • Organizer: Meeting of the Group of Experts on Consumer Price Indices
  • Int'l Joint Research / Invited
• [Presentation] Consumer Inventory and the Cost of Living Index: Theory and Some Evidence from Japan (2020)
  • Author(s): Watanabe Tsutomu
  • Organizer: NBER Japan Project Meeting
  • Int'l Joint Research / Invited
• [Presentation] Consumers’ Price Beliefs, Central Bank Communication, and Inflation Dynamics (2020)
  • Author(s): Aoki Kosuke, Ichiue Hibiki, Okuda Tatsushi
  • Organizer: 日本経済学会
• [Presentation] Incomplete Information Robustness (2020)
  • Author(s): Morris Stephen, Ui Takashi
  • Organizer: The Econoemtric Society / Bocconi University World Congress
  • Int'l Joint Research
• [Presentation] Consumer Inventory and the Cost of Living Index: Theory and Some Evidence from Japan (2020)
  • Author(s): Ueda Kozo
  • Organizer: Econometric Society World Congress
  • Int'l Joint Research
• [Presentation] SNSに広がる米中の分極化とエコーチェンバー - コロナは米中を分極化させたか？ - (2020)
  • Author(s): 水野貴之, 土井翔平, 栗崎周平, 豊田正史
  • Organizer: 2020年度第２回明治大学MIMS研究会「Ｄata-driven Mathematical Sciences:経済物理とその周辺」
• [Presentation] Withコロナ，地域・産業の外出はどこまで回復したか？ (2020)
  • Author(s): 水野貴之, 大西立顕, 渡辺努
  • Organizer: 2020年度経済・社会への分野横断的研究会
• [Presentation] 因果チェーンとネットワーク学習によるソースごとのCOVID19に関する捉え方の違いの抽出 (2020)
  • Author(s): 久野遼平, 坂地泰紀
  • Organizer: 東京大学金融教育研究センター・日本銀行調査統計局共催ビッグデータフォーラム
  • Invited
• [Presentation] 経済ノレッジグラフとニュースを利用した社会的責任投資 (2020)
  • Author(s): 久野遼平
  • Organizer: 電子情報通信学会, 第16回テキストアナリティクス・シンポジウム
  • Invited
• [Presentation] Nondiagonal Mixture of Dirichlet Network Distributions for Analyzing a Stock Ownership Network (2020)
  • Author(s): Zhang Wenning, Hisano Ryohei, Ohnishi Takaaki, Mizuno Takayuki
  • Organizer: Complex Networks 2020
  • Int'l Joint Research
• [Presentation] Identifying the Hierarchical Influence Structure Behind Smart Sanctions Using Network Analysis (2020)
  • Author(s): Hisano Ryohei, Iyetomi Hiroshi, Mizuno Takayuki
  • Organizer: Social Informatics - 12th International Conference SocInfo 2020
  • Int'l Joint Research
• [Presentation] 異質情報ネットワークを用いた社会的責任投資 (2020)
  • Author(s): 久野遼平
  • Organizer: 第11回計算社会科学とその周辺セミナ ー
  • Invited
• [Presentation] Word-level Contextual Sentiment Analysis with Interpretability (2020)
  • Author(s): Tomoki Ito, Kota Tsubouchi, Hiroki Sakaji, Kiyoshi Izumi, Tatsuo Yamashita
  • Organizer: The Thirty-Fourth AAAI Conference on Artificial Intelligence (AAAI-20)
  • Int'l Joint Research
• [Presentation] Consumer Inventory and the Cost of Living Index: Evidence from Japan (2020)
  • Author(s): Tsutomu Watanabe
  • Organizer: Meeting of the Group of Experts on Consumer Price Indices
  • Int'l Joint Research / Invited
• [Presentation] Personalized Pricing in Online Markets: Evidence from Korea (2020)
  • Author(s): Tsutomu Watanabe
  • Organizer: Meeting of the Group of Experts on Consumer Price Indices
  • Int'l Joint Research / Invited
• [Presentation] Consumer Inventory and the Cost of Living Index: Theory and Some Evidence from Japan (2020)
  • Author(s): Tsutomu Watanabe
  • Organizer: NBER Japan Project Meeting
  • Int'l Joint Research / Invited
• [Presentation] Detecting Stock Market Bubbles based on the Cross-Sectional Dispersion of Stock Prices (2019)
  • Author(s): Takayuki Mizuno, Takaaki Ohnishi, Tsutomu Watanabe
  • Organizer: The 23rd Asia Pacific Symposium on Intelligent and Evolutionary Systems (IES 2019)
  • Int'l Joint Research
• [Presentation] Stock Price Analysis Using Combination of Analyst Reports and Several Documents (2019)
  • Author(s): Masahiro Suzuki, Toshiya Katagi, Hiroki Sakaji, Kiyoshi Izumi, Yasushi Ishikawa
  • Organizer: The 2nd International Workshop on Cross-disciplinary Data Exchange and Collaboration (CDEC 2019), in conjunction with IEEE ICDM 2019
  • Int'l Joint Research
• [Presentation] Causal Sentence Extraction from Multilingual Texts Using End-to-End LSTM Models (2019)
  • Author(s): Yuta Niki, Hiroki Sakaji, Kiyoshi Izumi, Hiroyasu Matsushima
  • Organizer: The 2nd International Workshop on Cross-disciplinary Data Exchange and Collaboration (CDEC 2019), in conjunction with IEEE ICDM 2019
  • Int'l Joint Research
• [Presentation] The New Normal? Lessons from Japan (2019)
  • Author(s): Kiyohiko G. Nishimura
  • Organizer: Business Arena Stockholmコンファレンス
  • Int'l Joint Research / Invited
• [Presentation] Economic Causal-Chain Search using Text Mining Technology (2019)
  • Author(s): Kiyoshi Izumi, Hiroki Sakaji
  • Organizer: The First Workshop on Financial Technology and Natural Language Processing (FinNLP) in conjunction with IJCAI 2019
  • Int'l Joint Research
• [Presentation] Financial Text Data Analytics Framework for Business Confidence indices and Inter-Industry Relations (2019)
  • Author(s): Hiroki Sakaji, Ryota Kuramoto, Hiroyasu Matsushima, Kiyoshi Izumi, Takashi Shimada, Keita Sunakawa
  • Organizer: The First Workshop on Financial Technology and Natural Language Processing (FinNLP) in conjunction with IJCAI 2019
  • Int'l Joint Research
• [Presentation] Learning Topic Models by Neighborhood Aggregation (2019)
  • Author(s): Ryohei Hisano
  • Organizer: IJCAI 2019
  • Int'l Joint Research
• [Presentation] Reallocation Effects of Monetary Policy (2019)
  • Author(s): Koki Oikawa, Kozo Ueda
  • Organizer: The Society for Economics Dynamics
  • Int'l Joint Research
• [Presentation] Economic Causal Chain and Predictable Stock Returns (2019)
  • Author(s): Kei Nakagawa, Shingo Sashida, Hiroki Sakaji, Kiyoshi Izumi
  • Organizer: 7th International Conference on Smart Computing and Artificial Intelligence (SCAI 2019)
  • Int'l Joint Research
• [Presentation] Analysis of Macro Economic Uncertainty from News Text with Financial Market (2019)
  • Author(s): Kyoto Yono, Kiyoshi Izumi, Hiroki Sakaji, Takashi Shimada, Hiroyasu Matsushima
  • Organizer: 7th International Conference on Smart Computing and Artificial Intelligence (SCAI 2019)
  • Int'l Joint Research
• [Presentation] The Extraction of Future-Oriented Sentences from Annual Reports (2019)
  • Author(s): Yoshinori Tanaka, Syunya Kodera, Fumihito Sato, Hiroki Sakaji, Kiyoshi Izumi
  • Organizer: 7th International Conference on Smart Computing and Artificial Intelligence (SCAI 2019)
  • Int'l Joint Research
• [Presentation] Online and Offline Prices in Korea (2019)
  • Author(s): Tsutomu Watanabe
  • Organizer: Bank of Korea Seminar
  • Int'l Joint Research / Invited
• [Presentation] Consumers' Price Beliefs, Central Bank Communication, and Inflation Dynamics (2019)
  • Author(s): Kosuke Aoki, Hibiki Ichiue, Tatsushi Okuda
  • Organizer: 25th International Conference Computing in Economics and Finance (The Society for Computational Economics)
  • Int'l Joint Research
• [Presentation] Measuring Macroeconomic Uncertainty from News Text by Supervised LDA for Investor’s Decision Making (2019)
  • Author(s): Yono Kyoto, Kiyoshi Izumi, Hiroki Sakaji, Takashi Shimada, Hiroyasu Matsushima
  • Organizer: International Conference on Decision Economics (DECON)
  • Int'l Joint Research
• [Presentation] Decentralizability of Efficient Allocations with Heterogeneous Forecasts (2019)
  • Author(s): Atsushi Kajii
  • Organizer: Asian Meeting of the Econometric Society
  • Int'l Joint Research / Invited
• [Presentation] House Price Dispersion in Boom-Bust Cycles: Evidence from Tokyo (2019)
  • Author(s): Tsutomu Watanabe
  • Organizer: 2019 JEA Spring Meeting
  • Invited
• [Presentation] 経済因果チェーン検索のシステム紹介と応用 (2019)
  • Author(s): 和泉潔, 坂地泰紀
  • Organizer: 2019年度人工知能学会全国大会
• [Presentation] Supervised LDA モデルによるニューステキストを 用いたマクロ経済不確実性指数の構築 (2019)
  • Author(s): 余野京登，和泉潔，坂地泰紀，島田尚，松島裕康
  • Organizer: 2019年度人工知能学会全国大会
• [Presentation] 有価証券報告書からの未来志向 文の抽出 (2019)
  • Author(s): 小寺俊哉，田中良典，佐藤史仁，佐久間洋明，坂地泰紀，和泉潔
  • Organizer: 2019年度人工知能学会全国大会
• [Presentation] 新聞記事からの因果関係を考慮したア ナリストレポートの自動要約文生成 (2019)
  • Author(s): 高嶺航，和泉潔，坂地泰紀，松島裕康，島田尚，清水康弘
  • Organizer: 2019年度人工知能学会全国大会
• [Presentation] Term Structure Models During the Global Financial Crisis: A Parsimonious Text Mining Approach (2019)
  • Author(s): Kiyohiko G. Nishimura
  • Organizer: D-TEA (Decision: Theory, Experiments, and Applications)
  • Int'l Joint Research / Invited
• [Presentation] Stockpiling and Price Index for Storable Goods (2019)
  • Author(s): Tsutomu Watanabe, Kozo Ueda, Kota Watanabe
  • Organizer: 16th Meeting of the Ottawa Group
  • Int'l Joint Research / Invited
• [Presentation] Japanese Long-Term Interest Rate Forecast Considering the Connection between the Japanese and US Yield Curve (2019)
  • Author(s): Yoshiyuki Suimon, Hiroki Sakaji, Kiyoshi Izumi, Takashi Shimada, Hiroyasu Matsushima
  • Organizer: 2019 IEEE Conference on Computational Intelligence for Financial Engineering and Economics
  • Int'l Joint Research
• [Presentation] Word-level Sentiment Visualizer for Financial Documents (2019)
  • Author(s): Tomoki Ito, Kota Tsubouchi, Hiroki Sakaji, Tatsuo Yamashita, Kiyoshi Izumi
  • Organizer: 2019 IEEE Conference on Computational Intelligence for Financial Engineering and Economics
  • Int'l Joint Research
• [Presentation] Extraction of Focused Topic and Sentiment of Financial Market by using Supervised Topic Model for Price Movement Prediction (2019)
  • Author(s): Kyoto Yono, Kiyoshi Izumi, Hiroki Sakaji, Hiroyasu Matsushima, Takashi Shimada
  • Organizer: 2019 IEEE Conference on Computational Intelligence for Financial Engineering and Economics
  • Int'l Joint Research
• [Presentation] The Formation of Consumer Inflation Expectations: Evidence from Japan's Deflation Experience (2019)
  • Author(s): Tsutomu Watanabe
  • Organizer: BOJ-UTokyo Joint Conference on Issues on Recent Changes in Price Dynamics
  • Invited
• [Presentation] Consumers' Price Beliefs, Central Bank Communication, and Inflation Dynamics (2019)
  • Author(s): Kosuke Aoki, Hibiki Ichiue, Tatsushi Okuda
  • Organizer: BOJ-UTokyo Joint Conference on Issues on Recent Changes in Price Dynamics
• [Presentation] Decentralizability of Efficient Allocations with Heterogeneous Forecasts (2019)
  • Author(s): Atsushi Kajii
  • Organizer: SMU Economic Theory Workshop
  • Int'l Joint Research
• [Presentation] Intertemporal Efficiency Does Not Imply a Common Price Forecast: a Re-Examination of Rational Expectations (2019)
  • Author(s): Atsushi Kajii
  • Organizer: New York University Abu Dhabi, Economics Seminar
  • Int'l Joint Research
• [Presentation] Structural Reforms, Innovation and Economic Growth (2019)
  • Author(s): Kosuke Aoki, Naoko Hara, Maiko Koga
  • Organizer: Annual Meeting of American Economic Association Atlanta
  • Int'l Joint Research
• [Presentation] Intertemporal Efficiency Does Not Imply a Common Price Forecast (2018)
  • Author(s): Atsushi Kajii
  • Organizer: The University of Hong Kong, Faculty of Business and Economics Seminar
  • Int'l Joint Research
• [Presentation] Intertemporal Efficiency Does Not Imply a Common Price Forecast (2018)
  • Author(s): Atsushi Kajii
  • Organizer: The Chinese University of Hong Kong, Department of Economics Seminar
  • Int'l Joint Research
• [Presentation] Intertemporal Efficiency Does Not Imply a Common Price Forecast (2018)
  • Author(s): Atsushi Kajii
  • Organizer: Hong Kong Baptist University, School of Business Seminar
  • Int'l Joint Research
• [Presentation] Why are Interest Rates So Low? Secular Stagnation vs. Secular Innovation (2018)
  • Author(s): Tsutomu Watanabe
  • Organizer: Symposium on Building the Financial System of the 21st Century: An Agenda for Japan and the United states
  • Int'l Joint Research / Invited
• [Presentation] Inflation Dynamics in Japan and Korea (2018)
  • Author(s): Tsutomu Watanabe
  • Organizer: Bank of Korea Workshop on Scanner Data
  • Int'l Joint Research / Invited
• [Presentation] ビッグデータ・機械学習と経済分析 (2018)
  • Author(s): 和泉潔
  • Organizer: 2018年度日本経済学会秋季大会
  • Invited
• [Presentation] Analyzing Economic Texts using Network Based Topic Models (2018)
  • Author(s): Ryohei Hisano
  • Organizer: 23rd International Conference on Computational Statistics
  • Int'l Joint Research / Invited
• [Presentation] The Effects of Information Reliability on Financial Market (2018)
  • Author(s): Joomi Jun, Takayuki Mizuno
  • Organizer: The 23rd Annual Workshop on the Economic Science with Heterogeneous Interacting Agents
  • Int'l Joint Research
• [Presentation] Current Economic Conditions and Long-Run Effects of Extraordinary Monetary Policy As Seen From Japan (2018)
  • Author(s): Kiyohiko G. Nishimura
  • Organizer: 2018 Financial Management Association European Conference
  • Int'l Joint Research / Invited
• [Presentation] 金融レポート、およびマクロ経済指数による日銀センチメント指数の構築 (2018)
  • Author(s): 余野 京登, 和泉 潔, 坂地 泰紀
  • Organizer: 人工知能学会全国大会2018
• [Presentation] ロイターニュース記事からの因果関係抽出の試み (2018)
  • Author(s): 坂地 泰紀, ベネットジェイスン, 宮尾 祐介, 和泉 潔
  • Organizer: 人工知能学会全国大会2018
• [Book] ネットワーク学習から経済と法分析へ (2024)
  • Author(s): 久野遼平, 大西立顕, 渡辺努
  • Publisher: サイエンス社
• [Book] 日本の物価・資産価格: 価格ダイナミクスの解明 (2023)
  • Author(s): 渡辺努, 清水千弘
  • Total Pages: 464
  • Publisher: 東京大学出版会
  • ISBN: 9784130403108
• [Book] 世界インフレの謎 (2022)
  • Author(s): 渡辺努
  • Total Pages: 264
  • Publisher: 講談社
  • ISBN: 9784065294383
• [Book] 異常検知からリスク管理へ (2022)
  • Author(s): 山西健司, 久野遼平, 島田敬士, 峰松翼, 井手剛
  • Total Pages: 193
  • Publisher: サイエンス社
  • ISBN: 9784781915463
• [Book] 入門オルタナティブデーターー経済の今を読み解く (2022)
  • Author(s): 渡辺 努、辻中 仁士
  • Total Pages: 256
  • Publisher: 日本評論社
  • ISBN: 4535540233
• [Book] 物価とは何か (2022)
  • Author(s): 渡辺 努
  • Total Pages: 336
  • Publisher: 講談社
  • ISBN: 4065267145
• [Book] 経済史・経営史研究入門「マクロ経済学を用いて経済史実を理解する」 (2022)
  • Author(s): 岡崎 哲二、中林 真幸、城山 智子、山本 浩司、松島 斉、青木 浩介、市村 英彦、粕谷 誠、谷本 雅之、小島 庸平、小野塚 知二、中村 尚史
  • Total Pages: 325
  • Publisher: 有斐閣
  • ISBN: 464116584X
• [Book] 医学のあゆみ 医療におけるフェイクニュース対策 - SNSにおいて信用できる情報とは (2020)
  • Author(s): 水野貴之
  • Total Pages: 1029
  • Publisher: 医歯薬出版株式会社
• [Book] 統計 危機と改革 (2020)
  • Author(s): 西村淸彦, 山澤成康, 肥後雅博
  • Total Pages: 304
  • Publisher: 日経BP 日本経済新聞出版本部
  • ISBN: 9784532135089
• [Book] Property Price Index: Theory and Practice, Advances in Japanese Business and Economics (2019)
  • Author(s): Tsutomu Watanabe, Erwin Diewert, Kiyohiko Nishimura, Chihiro Shimizu
  • Total Pages: 360
  • Publisher: Springer
  • ISBN: 9784431559405
• [Book] 現代経済学の潮流 ２０１９「ビッグデータ・機械学習と経済分析」 (2019)
  • Author(s): 新谷元嗣，伊神満，北川透，和泉潔，宮川大介
  • Total Pages: 264
  • Publisher: 東洋経済新報社
  • ISBN: 9784492315170
• [Book] 現代経済学の潮流２０１８「情報設計問題とLQGゲーム」 (2018)
  • Author(s): 宇井貴志
  • Total Pages: 276
  • Publisher: 東洋経済新報社
  • ISBN: 4492315098
• [Remarks] 対話型中央銀行制度の設計
  • URL: https://www.centralbank.e.u-tokyo.ac.jp/
• [Remarks] 「対話型中央銀行制度の設計」ホームページ
  • URL: https://www.centralbank.e.u-tokyo.ac.jp/