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Possibility of data-driven statistics: Challenge to inductive understanding of dynamic and complex socio-economic phenomena

Research Project

Project/Area Number 26560163
Research Category

Grant-in-Aid for Challenging Exploratory Research

Allocation TypeMulti-year Fund
Research Field Social systems engineering/Safety system
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) 2014-04-01 – 2016-03-31
Project Status Completed (Fiscal Year 2015)
Budget Amount *help
¥3,640,000 (Direct Cost: ¥2,800,000、Indirect Cost: ¥840,000)
Fiscal Year 2015: ¥2,080,000 (Direct Cost: ¥1,600,000、Indirect Cost: ¥480,000)
Fiscal Year 2014: ¥1,560,000 (Direct Cost: ¥1,200,000、Indirect Cost: ¥360,000)
Keywords経済物理学 / 超並列計算 / 不動産市場 / 価格予測 / 非線形 / k-近傍法 / 国際貿易ネットワーク / ネットワークモチーフ / スケールフリーネットワーク / 社会物理学 / k近傍法 / 機械学習 / データ駆動
Outline of Final Research Achievements

Dynamic and complex data observed in socio-economic phenomena are studied based on inductive approach. We proposed the use of k-nearest neighbor regression to automatically value real estate property. We showed that there is an optimal number of nearest neighbors minimizing the prediction error. As the number of explanation variables increases, the error becomes small. We estimated strength of the correlation and found its size and location are important to predict house price. We detected significant three-node motifs, which are significantly more abundant than expected by chance, observed in the world trade network of multiproduct world trade between countries. The obtained motifs characterize the country and reflect particular economic functions.

Report

(3 results)
  • 2015 Annual Research Report   Final Research Report ( PDF )
  • 2014 Research-status Report
  • Research Products

    (6 results)

All 2015 2014

All Presentation (6 results) (of which Int'l Joint Research: 3 results,  Invited: 1 results)

  • [Presentation] Real estate valuation using k-nearest neighbor regression2015

    • Author(s)
      Takaaki Ohnishi, Takayuki Mizuno, Chihiro Shimizu, Hiroshi Iyetomi, Tsutomu Watanabe
    • Organizer
      Econophysics-2015
    • Place of Presentation
      New Delhi(India)
    • Year and Date
      2015-11-27
    • Related Report
      2015 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] k-近傍回帰法による経済データの実証分析2015

    • Author(s)
      大西立顕,水野貴之,清水千弘,家富洋,渡辺努
    • Organizer
      平成27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
      鳥取大学(鳥取県鳥取市)
    • Year and Date
      2015-09-24
    • Related Report
      2015 Annual Research Report
  • [Presentation] Using k-nearest neighbor method to estimate real estate prices2015

    • Author(s)
      Takaaki Ohnishi, Takayuki Mizuno, Chihiro Shimizu, Hiroshi Iyetomi, Tsutomu Watanabe
    • Organizer
      Econophysics Colloquium 2015
    • Place of Presentation
      Prague(Czech Republic)
    • Year and Date
      2015-09-14
    • Related Report
      2015 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Network Motifs in the World Trade Network2015

    • Author(s)
      Takaaki Ohnishi, Takayuki Mizuno, Yuichi Ikeda, Hiroshi Iyetomi, Tsutomu Watanabe
    • Organizer
      NetSci2015
    • Place of Presentation
      Zaragoza(Spain)
    • Year and Date
      2015-06-01
    • Related Report
      2015 Annual Research Report
    • Int'l Joint Research
  • [Presentation] ベイジアンネットワークの日経平均推定への応用2015

    • Author(s)
      小林秀輔,大西 立顕
    • Organizer
      平成26年度統数研共同研究集会「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
      2015-03-26 – 2015-03-27
    • Related Report
      2014 Research-status Report
  • [Presentation] k近傍法による不動産価格の予測2014

    • Author(s)
      大西立顕,水野貴之,清水千弘,家富洋,渡辺努
    • Organizer
      平成26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
      2014-09-11 – 2014-09-12
    • Related Report
      2014 Research-status Report

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Published: 2014-04-04   Modified: 2017-05-10  

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