2005 Fiscal Year Final Research Report Summary
A basic research to construct the new theroy of finance and economy from the point of view of statistical physics
| Project/Area Number |
15201038
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| Research Category |
Grant-in-Aid for Scientific Research (A)
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| Allocation Type | Single-year Grants |
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| Section | 一般 |
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| Research Field |
Social systems engineering/Safety system
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| Research Institution | International Christian University |
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Principal Investigator |
KAIZOJI Taisei International Christian University, CLA, Professor, 教養学部, 教授 (10265960)
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| Co-Investigator(Kenkyū-buntansha) |
AOYAMA Hideaki Kyoto University, Graduate School of Science, Professor, 大学院・理学研究科, 教授 (40202501)
TANAKA Mieko Tottori University, Dept.of Engineering, Professor, 工学部・知能情報工学科, 教授 (20257570)
FUJISAKA Hirokazu Kyoto University, Gradauate School of Science, Professor, 情報学研究科, 教授 (40156849)
MASUKAWA Junichi Fukuyama Heisei University, Department of Business, Professor, 経営学部, 教授 (30199690)
ONOZAKI Tamotsu Aomori Public Colledge, Department of Management and Economics, Professor, 経営経済学部, 教授 (10233595)
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| Project Period (FY) |
2003 – 2005
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| Keywords | econophysics / Socio-economic system / financial market / Statistical physics / economics / fractals / complex system / multi-agents |
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| Research Abstract |
The attempt which it tries to analyze economic phenomenon from point of view of the statistical mechanics which are topic of this research recently has started being called econophysics. Econophysics is the interdisciplinary field which is developing quickly, but it just started. Purpose of this research is to discover empirical rules through the statistical analysis of the economic data, and to make the new economic science where the physicist and the economic scholar gather mutual knowledge, and are not restricted by the former study framework.
The principal research object in this research is the following two. I."the fluctuation in the financial market", II."Fluctuation of income of the enterprise and individuals, and economic social network". Namely, topic of this research is to analyze stock and flow of economy, and those interactions from statistical physics point of view. These two topics are the most interest in Econophysics, and are the subject of study which includes many unsolved problems. In our study, the data mining first was thoroughly done, and many statistic laws were discovered. In addition, we explained the rules discovered. Our works proposed a new economic theory which was constructed from point of view of statistical physics. The results of our research will be extended in the future, and integrated.
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