| Project/Area Number |
26282089
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| Research Category |
Grant-in-Aid for Scientific Research (B)
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| Allocation Type | Partial Multi-year Fund |
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| Section | 一般 |
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| Research Field |
Social systems engineering/Safety system
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| Research Institution | Chuo University |
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Principal Investigator |
Aruka Yuji 中央大学, 商学部, 教授 (40137857)
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| Co-Investigator(Kenkyū-buntansha) |
生天目 章 防衛大学校(総合教育学群、人文社会科学群、応用科学群、電気情報学群及びシステム工, その他部局等, 教授 (70546051)
海蔵寺 大成 国際基督教大学, 教養学部, 教授 (10265960)
井上 純一 北海道大学, 情報科学研究科, 准教授 (30311658)
和泉 潔 東京大学, 工学(系)研究科(研究院), 准教授 (10356454)
佐藤 彰洋 京都大学, 情報学研究科, 助教 (50335204)
佐藤 浩 防衛大学校(総合教育学群、人文社会科学群、応用科学群、電気情報学群及びシステム工, その他部局等, 准教授 (30295737)
久保 正男 防衛大学校(総合教育学群、人文社会科学群、応用科学群、電気情報学群及びシステム工, その他部局等, 准教授 (30292048)
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| Research Collaborator |
TRAN Kien
TRAN QHAnh
Helbing Dirk COSS ETH Zurich
Kirman Alan , Director of Studies at EHESS
Chakrabarti Bikas K Saha Institute of Nuclear Physics, Condensed Matter Physics Division
Rosser J. Barkley, Jr. James Madison University, Department of Economics
Chen Shu-Heng National Chengchi University, AI-ECON Research Center, Department of Economics
Mimkes Jürgen Paderborn University, Physics Department
Scalas Enrico University of Sussex, Department of Mathematics
Chakrabarti Anindya S. Indian Institute of Management, Economics area
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| Project Period (FY) |
2014-04-01 – 2017-03-31
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| Project Status |
Completed (Fiscal Year 2016)
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| Budget Amount *help |
¥16,380,000 (Direct Cost: ¥12,600,000、Indirect Cost: ¥3,780,000)
Fiscal Year 2016: ¥4,030,000 (Direct Cost: ¥3,100,000、Indirect Cost: ¥930,000)
Fiscal Year 2015: ¥4,420,000 (Direct Cost: ¥3,400,000、Indirect Cost: ¥1,020,000)
Fiscal Year 2014: ¥7,930,000 (Direct Cost: ¥6,100,000、Indirect Cost: ¥1,830,000)
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| Keywords | ネットワーク分析 / α中心性 / チェックポイント / 脆弱性指数 / 増幅指数 / カスケード障害 / 部門間相関 / 転移エントロピー / システミックリスク / HFT / 統計的平衡 / 分子生物学 / アルファ中心性 / 雇用集積 / 統計力学 / モノと人の流れ / 銀行と企業のネットワーク / 生産ネットワーク / 国際研究者交流 スイス |
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| Outline of Final Research Achievements |
In our argument we mainly groped for some integrative measure to identify a systemic risk in the three-layered stages of employment, goods, and finance. In practice, we have then shown “α-centrality” in the network of the input-output table available from the open data by government as a “checkpoint” to present how a macroscopic change of the macro economy will be amplified in each stage and between them. It is noted that this idea was driven from the recent arguments of “probability in biology.” Furthermore, we also showed that various sectoral correlations on employment or stock prices contributed to a series of emergence of systemic risks of the economy. According to our big data analysis, for instance, the expected fluctuations of the stock prices never support the efficient market hypothesis. Finally, we believe that the informative systems outside the market oriented efficiency are indispensable to identify the systemic risks of the macro economy in the future ICT society.
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