Key Technologies of Social Simulation for Unexpected Circumstances

• Project/Area Number: 25540095
• Research Category: Grant-in-Aid for Challenging Exploratory Research
• Allocation Type: Multi-year Fund
• Research Field: Intelligent informatics
• Research Institution: The University of Tokyo
• Principal Investigator: IZUMI Kiyoshi 東京大学, 工学(系)研究科(研究院), 准教授 (10356454)
• Project Period (FY): 2013-04-01 – 2015-03-31
• Project Status: Completed (Fiscal Year 2014)
• Budget Amount: ¥3,640,000 (Direct Cost: ¥2,800,000、Indirect Cost: ¥840,000); Fiscal Year 2014: ¥1,820,000 (Direct Cost: ¥1,400,000、Indirect Cost: ¥420,000); Fiscal Year 2013: ¥1,820,000 (Direct Cost: ¥1,400,000、Indirect Cost: ¥420,000)
• Keywords: マルチエージェントシステム / 社会シミュレーション / エージェント / 人工知能 / 情報システム

Outline of Final Research Achievements

The base technology of the new methodology of the social simulation based on real data was developed. (1) High frequency financial data were analyzed and the applied technology for suggesting key factors for rule design was developed. The technology of evaluating the effect of rule changes on the market stability was developed. (2) The marketing simulation based on a POS data was built. Various scenarios about a certain category goods were made by the simulation, and we analyzed validity of order rules and opportunity losses caused by attitude changes of comsumers.

Research Products

• [Journal Article] Analysis of an Option Market Dynamics Based on a Heterogeneous Agent Model (2014)
  • Author(s): S. Kawakubo, K. Izumi, and S. Yoshimura
  • Journal Title: Intelligent Systems in Accounting Finance and Management Volume: 21 Issue: 2 Pages: 105-128
  • DOI: 10.1002/isaf.1353
  • Peer Reviewed / Open Access
• [Journal Article] How Does High Frequency Risk Hedge Activity Have an Affect on Underlying Market? : Analysis by Artificial Market Model (2014)
  • Author(s): S. Kawakubo, K. Izumi, and S. Yoshimura
  • Journal Title: Journal of Advanced Computational Intelligence and Intelligent Informatics Volume: 18 Pages: 558-566
  • NAID: 130007673201
  • Peer Reviewed
• [Journal Article] 可能世界ブラウザとしてのエージェントシミュレーション ～ ターゲットマーケティングへの応用 ～ (2013)
  • Author(s): 和泉 潔, 池田 竜一, 山本 仁志, 諏訪 博彦, 岡田 勇, 磯崎 直樹, 服部 進
  • Journal Title: 電子情報通信学会論文誌 D Volume: J96-D Pages: 2877-2887
  • Peer Reviewed
• [Journal Article] A Simulation Model of Display Advertising on the Web Based on site Browsing Behavior Type (2013)
  • Author(s): 柴田 一樹, 和泉 潔, 磯崎 直樹, 吉村 忍
  • Journal Title: IEEJ Transactions on Electronics, Information and Systems Volume: 133 Issue: 9 Pages: 1762-1769
  • DOI: 10.1541/ieejeiss.133.1762
  • NAID: 10031193718
  • ISSN: 0385-4221, 1348-8155
  • Peer Reviewed
• [Journal Article] Investigation and Optimal Designing of a Price Variation Limit, a Short Sell Regulation and an Up-Tick Rule using by Artificial Market Simulations (2013)
  • Author(s): 水田 孝信，和泉 潔，八木 勲，吉村 忍
  • Journal Title: IEEJ Transactions on Electronics, Information and Systems Volume: 133 Issue: 9 Pages: 1694-1700
  • DOI: 10.1541/ieejeiss.133.1694
  • NAID: 10031193711
  • ISSN: 0385-4221, 1348-8155
  • Peer Reviewed
• [Presentation] Impacts of Position-Based Market Makers on Markets' Shares of Trading Volumes - An Artificial Market Approach (2014)
  • Author(s): Yuki Kusada, Takanobu Mizuta, S. Hayakawa, Kiyoshi Izumi
  • Organizer: Social Modeling and Simulations + Econophysics Colloquium 2014
  • Place of Presentation: ニチイ学館 神戸ポートアイランドセンター(兵庫県神戸市)
  • Year and Date: 2014-11-04 – 2014-11-06
• [Presentation] A Marketing Simulation of a Retail Store with the Consumer Reactions to Stock-outs (2014)
  • Author(s): Naoki Matsumura, Kiyoshi Izumi, Kenta Yamada
  • Organizer: Social Modeling and Simulations + Econophysics Colloquium 2014
  • Place of Presentation: ニチイ学館 神戸ポートアイランドセンター(兵庫県神戸市)
  • Year and Date: 2014-11-04 – 2014-11-06
• [Book] 危機管理方法論とその応用 (2013)
  • Author(s): 板生 清、 川久保 佐記, 和泉 潔 他
  • Total Pages: 252
  • Publisher: シーエムシー出版