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Computational science study on phase transition behavior observed in large-scale economic data

Research Project

Project/Area Number 23686019
Research Category

Grant-in-Aid for Young Scientists (A)

Allocation TypeSingle-year Grants
Research Field Engineering fundamentals
Research InstitutionThe University of Tokyo

Principal Investigator

Ohnishi Takaaki  東京大学, 情報理工学(系)研究科, 准教授 (10376387)

Project Period (FY) 2011-04-01 – 2016-03-31
Project Status Completed (Fiscal Year 2015)
Budget Amount *help
¥26,130,000 (Direct Cost: ¥20,100,000、Indirect Cost: ¥6,030,000)
Fiscal Year 2014: ¥4,550,000 (Direct Cost: ¥3,500,000、Indirect Cost: ¥1,050,000)
Fiscal Year 2013: ¥7,800,000 (Direct Cost: ¥6,000,000、Indirect Cost: ¥1,800,000)
Fiscal Year 2012: ¥9,230,000 (Direct Cost: ¥7,100,000、Indirect Cost: ¥2,130,000)
Fiscal Year 2011: ¥4,550,000 (Direct Cost: ¥3,500,000、Indirect Cost: ¥1,050,000)
Keywords経済物理学 / スーパーコンピュータ / 超並列計算 / 企業間ネットワーク / ページランク / 不動産バブル / ベキ分布 / 中心極限定理 / 不動産市場 / アベノミクス / バブル / スケーリング / 電話帳 / 社会物理学 / 正規分布 / 金融緩和 / 対数正規分布 / ファンダメンタルズ / 不動産価格 / 外国為替市場 / 非定常性
Outline of Final Research Achievements

By using a supercomputer, large-scale economic data are studied based on phase transition behavior which are universally observed in various economic phenomena. We observed that the inter-firm networks display the typical properties of complex networks, and showed that the value of PageRank of each firm in the networks can describe economic role of the company. We found that size-adjusted house prices follow a lognormal distribution except for the period of the housing bubble. We quantified the magnitude of a bubble for each location of the house, and observed spatio-temporal dynamics of the housing bubble.

Report

(5 results)
  • 2015 Final Research Report ( PDF )
  • 2014 Annual Research Report
  • 2013 Annual Research Report
  • 2012 Annual Research Report
  • 2011 Annual Research Report
  • Research Products

    (43 results)

All 2016 2015 2014 2013 2012 2011 Other

All Journal Article (12 results) (of which Acknowledgement Compliant: 2 results,  Peer Reviewed: 7 results,  Open Access: 1 results) Presentation (30 results) (of which Int'l Joint Research: 2 results,  Invited: 2 results) Remarks (1 results)

  • [Journal Article] Detecting Real Estate Bubbles: A New Approach Based on the Cross-Sectional Dispersion of Property Prices2013

    • Author(s)
      Takaaki Ohnishi, Takayuki Mizuno, Chihiro Shimizu, Tsutomu Watanabe
    • Journal Title

      CARF Working Paper

      Volume: -

    • Related Report
      2013 Annual Research Report
    • Acknowledgement Compliant
  • [Journal Article] 経済ネットワークの数理2013

    • Author(s)
      大西立顕
    • Journal Title

      横幹

      Volume: 7 Pages: 100-107

    • NAID

      130005126996

    • Related Report
      2013 Annual Research Report
    • Peer Reviewed / Open Access / Acknowledgement Compliant
  • [Journal Article] Random Walk or A Run : Market Microstructure Analysis of the Foreign Exchange Rate Movements based on Conditional Probability2012

    • Author(s)
      Y. Hashimoto, T. Ito, T. Ohnishi, M. Takayasu, H. Takayasu, and T. Watanabe
    • Journal Title

      Quantitative Finance

      Volume: Vol.12, No.6 Issue: 6 Pages: 893-905

    • DOI

      10.1080/14697681003792237

    • Related Report
      2012 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Temporal and Cross Correlations in Business News2012

    • Author(s)
      Takayuki Mizuno, Kazumasa Takei, Takaaki Ohnishi, Tsutomu Watanabe
    • Journal Title

      Progress of Theoretical Physics Supplement

      Volume: 194 Pages: 181-192

    • DOI

      10.1143/ptps.194.181

    • NAID

      110009456883

    • Related Report
      2012 Annual Research Report
    • Peer Reviewed
  • [Journal Article] On the Nonstationarity of the Exchange Rate Process2012

    • Author(s)
      Takaaki Ohnishi, Hideki Takayasu, Takatoshi Ito, Yuko Hashimoto, Tsutomu Watanabe, Misako Takayasu
    • Journal Title

      International Review of Financial Analysis

      Volume: 23 Pages: 30-34

    • DOI

      10.1016/j.irfa.2011.06.010

    • Related Report
      2012 Annual Research Report 2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Power Laws in Real Estate Prices during Bubble Periods2012

    • Author(s)
      Takaaki Ohnishi, Takayuki Mizuno, Chihiro Shimizu, Tsutomu Watanabe
    • Journal Title

      International Journal of Modern Physics: Conference Series

      Volume: 16 Pages: 61-81

    • Related Report
      2012 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Replication of non-trivial directional motion in multi-scales observed by the runs test2012

    • Author(s)
      Yoshihiro Yura, Takaaki Ohnishi, Hideki Takayasu, Misako Takayasu
    • Journal Title

      International Journal of Modern Physics: Conference Series

      Volume: 16 Pages: 136-148

    • Related Report
      2012 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 非定常性に挑む外国為替市場の科学2012

    • Author(s)
      大西立顕
    • Journal Title

      システム/制御/情報:システム制御情報学会誌

      Volume: 56 Pages: 550-555

    • Related Report
      2012 Annual Research Report
  • [Journal Article] High quality topic extraction from business news explains abnormal financial market volatility2012

    • Author(s)
      Ryohei Hisano, Didier Sornette, Takayuki Mizuno, Takaaki Ohnishi, Tsutomu Watanabe
    • Journal Title

      arXiv preprint

      Volume: -

    • Related Report
      2012 Annual Research Report
  • [Journal Article] 円ドル為替レートの非定常性2012

    • Author(s)
      大西立顕, 高安秀樹, 伊藤隆敏, 橋本優子, 渡辺努, 高安美佐子
    • Journal Title

      統計数理研究所共同研究リポート271経済物理とその周辺

      Volume: 8 Pages: 64-69

    • Related Report
      2011 Annual Research Report
  • [Journal Article] Power Laws in Real Estate Prices during Bubble Periods2011

    • Author(s)
      Takaaki Ohnishi, Takayuki Mizuno, Chihiro Shimizu, Tsutomu Watanabe
    • Journal Title

      CARF Working Paper

    • Related Report
      2011 Annual Research Report
  • [Journal Article] Temporal and Cross Correlations in Business News

    • Author(s)
      Takayuki Mizuno, Kazumasa Takei, Takaaki Ohnishi, Tsutomu Watanabe
    • Journal Title

      Progress of Theoretical Physics Supplement

      Volume: (掲載決定)

    • NAID

      110009456883

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Presentation] 電話帳データを活用した都市のスケーリング指数の観測2016

    • Author(s)
      大西立顕,水野貴之,清水千弘,渡辺努
    • Organizer
      第4回SIG-BI研究会
    • Place of Presentation
      大濱信泉記念館(沖縄県石垣市)
    • Year and Date
      2016-03-19
    • Related Report
      2014 Annual Research Report
  • [Presentation] Urban scaling observed in Japanese telephone book data2016

    • Author(s)
      Takaaki Ohnishi, Takayuki Mizuno, Chihiro Shimizu, Tsutomu Watanabe
    • Organizer
      80th Annual Conference of the DPG
    • Place of Presentation
      Regensburg(Germany)
    • Year and Date
      2016-03-06
    • Related Report
      2014 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Estimating the Size of Market Areas and Bubbles in the Japanese Housing Market2015

    • Author(s)
      Takaaki Ohnishi, Takayuki Mizuno, Chihiro Shimizu, Hiroshi Iyetomi, Tsutomu Watanabe
    • Organizer
      Conference on Complex Systems 2015
    • Place of Presentation
      Tempe(Arizona)
    • Year and Date
      2015-09-28
    • Related Report
      2014 Annual Research Report
    • Int'l Joint Research
  • [Presentation] 不動産市場にみられるアベノミクス効果:首都圏の中古マンション売買データの実証分析2015

    • Author(s)
      大西立顕,水野貴之,清水千弘,家富洋,渡辺努
    • Organizer
      第19回進化経済学会
    • Place of Presentation
      小樽商科大学(北海道小樽市)
    • Year and Date
      2015-03-21
    • Related Report
      2014 Annual Research Report
  • [Presentation] 中古マンション売買データを用いた同一需給圏と不動産バブルの推定2015

    • Author(s)
      大西立顕,水野貴之,清水千弘,家富洋,渡辺努
    • Organizer
      第8回社会システム部会研究会
    • Place of Presentation
      ホテルアトメールエメラルド宮古島(沖縄県宮古島市)
    • Year and Date
      2015-03-14
    • Related Report
      2014 Annual Research Report
  • [Presentation] Use of house price distribution for estimating a local bubble indicator2014

    • Author(s)
      Takaaki Ohnishi, Takayuki Mizuno, Chihiro Shimizu, Hiroshi Iyetomi, Tsutomu Watanabe
    • Organizer
      11th German Probability and Statistics Days 2014
    • Place of Presentation
      Ulm, Germany
    • Year and Date
      2014-03-03 – 2014-03-07
    • Related Report
      2013 Annual Research Report
  • [Presentation] 不動産市場におけるバブルの時空間構造の定量化2013

    • Author(s)
      大西立顕, 水野貴之, 清水千弘, 渡辺努
    • Organizer
      第5回横幹連合コンファレンス
    • Place of Presentation
      香川大学,香川県
    • Year and Date
      2013-12-21 – 2013-12-23
    • Related Report
      2013 Annual Research Report
  • [Presentation] 住宅価格のベキ分布とバブルの定量化2013

    • Author(s)
      大西立顕, 水野貴之, 清水千弘, 家富洋, 渡辺努
    • Organizer
      日本物理学会2013年度秋季大会
    • Place of Presentation
      徳島大学,徳島県
    • Year and Date
      2013-09-25 – 2013-09-28
    • Related Report
      2013 Annual Research Report
  • [Presentation] Measuring the likelihood of housing bubbles: a spatio-temporal analysis2013

    • Author(s)
      Takaaki Ohnishi, Takayuki Mizuno, Chihiro Shimizu, Hiroshi Iyetomi, Tsutomu Watanabe
    • Organizer
      European Conference on Complex Systems 2013
    • Place of Presentation
      Barcelona, Spain
    • Year and Date
      2013-09-16 – 2013-09-20
    • Related Report
      2013 Annual Research Report
  • [Presentation] 東京圏における住宅バブルの定量化2013

    • Author(s)
      大西立顕, 水野貴之, 清水千弘, 家富洋, 渡辺努
    • Organizer
      平成25年度統数研共同研究集会「経済物理学とその周辺」第1回研究会
    • Place of Presentation
      キヤノングローバル戦略研究所,東京都
    • Year and Date
      2013-09-02 – 2013-09-03
    • Related Report
      2013 Annual Research Report
  • [Presentation] The Mechanism behind Power-Law Distribution of Housing Prices2013

    • Author(s)
      Takaaki Ohnishi, Takayuki Mizuno, Chihiro Shimizu, Hiroshi Iyetomi, Tsutomu Watanabe
    • Organizer
      Statphys 25
    • Place of Presentation
      Seoul, Korea
    • Year and Date
      2013-07-22 – 2013-07-26
    • Related Report
      2013 Annual Research Report
  • [Presentation] 日米の住宅価格の分布とバブル2012

    • Author(s)
      大西立顕, 水野貴之, 清水千弘, 渡辺努
    • Organizer
      日本物理学会第67回年次大会
    • Place of Presentation
      関西学院大学(兵庫県)
    • Year and Date
      2012-03-25
    • Related Report
      2011 Annual Research Report
  • [Presentation] House price distribution and bubbles in Japan and the U.S.2012

    • Author(s)
      Takaaki Ohnishi, Takayuki Mizuno, Chihiro Shimizu, Tsutomu Watanabe
    • Organizer
      10th German Probability and Statistics Days 2012
    • Place of Presentation
      Mainz, Germany
    • Year and Date
      2012-03-09
    • Related Report
      2011 Annual Research Report
  • [Presentation] 価格分布からみた住宅市場の特徴2012

    • Author(s)
      大西立顕, 水野貴之, 清水千弘, 渡辺努
    • Organizer
      平成23年度統数研研究会「経済物理学とその周辺」第2回研究会
    • Place of Presentation
      統計数理研究所(東京都)
    • Year and Date
      2012-01-06
    • Related Report
      2011 Annual Research Report
  • [Presentation] 企業間取引ネットワークにみられる数理構造2011

    • Author(s)
      大西立顕
    • Organizer
      京都大学GCOE知識グリッドコアセミナー
    • Place of Presentation
      京都大学(京都府)(招待講演)
    • Year and Date
      2011-11-21
    • Related Report
      2011 Annual Research Report
  • [Presentation] 金融市場の非定常ゆらぎ2011

    • Author(s)
      大西立顕
    • Organizer
      ワークショップ「複雑系ゆらぎデータの分析と制御:脳から社会まで」
    • Place of Presentation
      明治大学先端数理科学研究科(東京都)(招待講演)
    • Year and Date
      2011-10-28
    • Related Report
      2011 Annual Research Report
  • [Presentation] 取引ネットワークにおける企業のページランクと成長2011

    • Author(s)
      大西立顕, 高安秀樹, 高安美佐子
    • Organizer
      日本物理学会2011年秋季大会
    • Place of Presentation
      富山大学(富山県)
    • Year and Date
      2011-09-23
    • Related Report
      2011 Annual Research Report
  • [Presentation] 連からみた外国為替レートのゆらぎ特性2011

    • Author(s)
      大西立顕, 高安秀樹, 伊藤隆敏, 橋本優子, 渡辺努, 高安美佐子
    • Organizer
      日本物理学会2011年秋季大会
    • Place of Presentation
      富山大学(富山県)
    • Year and Date
      2011-09-22
    • Related Report
      2011 Annual Research Report
  • [Presentation] Recurrence interval analysis of high-frequency returns on foreign exchange2011

    • Author(s)
      Takaaki Ohnishi, Hideki Takayasu, Takatoshi Ito, Yuko Hashimoto, Tsutomu Watanabe, Misako Takayasu
    • Organizer
      European Conference on Complex Systems 2011
    • Place of Presentation
      Vienna, Austria
    • Year and Date
      2011-09-13
    • Related Report
      2011 Annual Research Report
  • [Presentation] On the evolution of the house price distribution2011

    • Author(s)
      Takaaki Ohnishi
    • Organizer
      58th World Statistics Congress of the International Statistical Institute
    • Place of Presentation
      Dublin, Ireland(招待講演)
    • Year and Date
      2011-08-22
    • Related Report
      2011 Annual Research Report
  • [Presentation] Characteristics of bubble in house price distribution of Japan2011

    • Author(s)
      Takaaki Ohnishi, Takayuki Mizuno, Chihiro Shimizu, Tsutomu Watanabe
    • Organizer
      International Conference on Statistical Physics 2011
    • Place of Presentation
      Larnaca, Cyprus
    • Year and Date
      2011-07-15
    • Related Report
      2011 Annual Research Report
  • [Presentation] Detection of bubbles in Japanese house prices2011

    • Author(s)
      Takaaki Ohnishi, Takayuki Mizuno, Chihiro Shimizu, Tsutomu Watanabe
    • Organizer
      International Workshop on Coping with Crises in Complex Socio-Economic Systems 2011
    • Place of Presentation
      Zurich, Switzerland
    • Year and Date
      2011-06-21
    • Related Report
      2011 Annual Research Report
  • [Presentation] A comprehensive directional motion analysis of market fluctuations2011

    • Author(s)
      Takaaki Ohnishi, Hideki Takayasu, Takatoshi Ito, Yuko Hashimoto, Tsutomu Watanabe, Misako Takayasu
    • Organizer
      International Conference on Econophysics 2011
    • Place of Presentation
      Shanghai, China
    • Year and Date
      2011-06-04
    • Related Report
      2011 Annual Research Report
  • [Presentation] Structure and function of inter-firm relationships revealed by network motif analysis

    • Author(s)
      Takaaki Ohnishi, Hideki Takayasu, Misako Takayasu
    • Organizer
      XXXII Dynamics Days Europe
    • Place of Presentation
      ヨーテボリ大学(スウェーデン)
    • Related Report
      2012 Annual Research Report
  • [Presentation] 住宅バブルを特徴づける価格の空間相関

    • Author(s)
      大西立顕
    • Organizer
      日本行動計量学会 第40回大会
    • Place of Presentation
      新潟県立大学(新潟県)
    • Related Report
      2012 Annual Research Report
    • Invited
  • [Presentation] 住宅市場における投機行動とバブル生成

    • Author(s)
      大西立顕, 水野貴之, 清水千弘, 渡辺努
    • Organizer
      日本物理学会2012年秋季大会
    • Place of Presentation
      横浜国立大学(神奈川県)
    • Related Report
      2012 Annual Research Report
  • [Presentation] Characteristics of real estate bubble

    • Author(s)
      大西立顕, 水野貴之, 清水千弘, 渡辺努
    • Organizer
      日本経済学会2012年度秋季大会
    • Place of Presentation
      九州産業大学(福岡県)
    • Related Report
      2012 Annual Research Report
  • [Presentation] 企業間取引の複雑ネットワーク分析

    • Author(s)
      大西立顕
    • Organizer
      第4回横幹連合総合シンポジウム
    • Place of Presentation
      日本大学(千葉県)
    • Related Report
      2012 Annual Research Report
    • Invited
  • [Presentation] Using Property Price Distribution to Detect Real Estate Bubbles

    • Author(s)
      Takaaki Ohnishi, Takayuki Mizuno, Chihiro Shimizu, Tsutomu Watanabe
    • Organizer
      6th CSDA International Conference on Computational and Financial Econometrics (CFE 2012)
    • Place of Presentation
      オビエド・カンファレンス・センター(スペイン)
    • Related Report
      2012 Annual Research Report
  • [Presentation] Colored Motifs in Japanese Inter-firm Network

    • Author(s)
      Takaaki Ohnishi, Hideki Takayasu, Misako Takayasu
    • Organizer
      4th Workshop on Complex Networks
    • Place of Presentation
      ベルリン自由大学(ドイツ)
    • Related Report
      2012 Annual Research Report
  • [Remarks]

    • URL

      https://sites.google.com/site/ohnishilabo/

    • Related Report
      2011 Annual Research Report

URL: 

Published: 2011-04-06   Modified: 2019-07-29  

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