| Project/Area Number |
20760053
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| Research Category |
Grant-in-Aid for Young Scientists (B)
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| Allocation Type | Single-year Grants |
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| Research Field |
Engineering fundamentals
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| Research Institution | The University of Tokyo |
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Principal Investigator |
OHNISHI Takaaki The University of Tokyo, 大学院・経済学研究科, 特任研究員 (10376387)
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| Project Period (FY) |
2008 – 2010
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| Project Status |
Completed (Fiscal Year 2010)
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| Budget Amount *help |
¥3,380,000 (Direct Cost: ¥2,600,000、Indirect Cost: ¥780,000)
Fiscal Year 2010: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2009: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2008: ¥1,690,000 (Direct Cost: ¥1,300,000、Indirect Cost: ¥390,000)
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| Keywords | 経済物理学 / スーパーコンピュータ / 企業間ネットワーク / 複雑ネットワーク / 市場価格変動 / 電力市場 / ベキ分布 / ノンパラメトリック / 超並列計算 / 住宅市場 / 対数正規分布 |
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| Research Abstract |
By using a supercomputer, we empirically investigate huge amounts of economic data from viewpoints in both economics and mathematical sciences. We focus on non-Gaussian, heterogeneous, and non-stationary behavior (static and dynamic critical fluctuations), which are the essence of economic phenomena, and obtain empirical results on USD-JPY exchange rate, inter-firm network, Nordic electricity market, and house price. These findings could lead to a better understanding and modeling of the economic phenomena.
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