Computational science study on phase transition behavior observed in large-scale economic data
| Project/Area Number |
23686019
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| Research Category |
Grant-in-Aid for Young Scientists (A)
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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 東京大学, 情報理工学(系)研究科, 准教授 (10376387)
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| Project Period (FY) |
2011-04-01 – 2016-03-31
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| Project Status |
Completed (Fiscal Year 2015)
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| 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)
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| 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 |
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| 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.
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Report
(5 results)
Research Products
(43 results)
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[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
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[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
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