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2022 Fiscal Year Annual Research Report

Central Bank Communication Design

Research Project

Project/Area Number 18H05217
Research InstitutionThe University of Tokyo

Principal Investigator

渡辺 努  東京大学, 大学院経済学研究科(経済学部), 教授 (90313444)

Co-Investigator(Kenkyū-buntansha) 青木 浩介  東京大学, 大学院経済学研究科(経済学部), 教授 (30263362)
梶井 厚志  関西学院大学, 経済学部, 教授 (80282325)
宇井 貴志  神奈川大学, 経済学部, 教授 (60312815)
上田 晃三  早稲田大学, 政治経済学術院, 教授 (30708558)
水野 貴之  国立情報学研究所, 情報社会相関研究系, 准教授 (50467057)
Project Period (FY) 2018-06-11 – 2023-03-31
Keywordsマクロ経済学 / ゲーム理論 / 中央銀行 / 金融政策 / 透明性 / 信認 / 関心
Outline of Annual Research Achievements

本研究では、当該年度に、合計66本の論文・著書を作成した。このうち38本は査読誌への掲載が決まっている。その他の論文も査読雑誌に投稿中あるいは投稿後の改訂中のステータスにある。また、本研究のメンバーはこれらの研究成果を内外のコンファランス等で報告し、情報発信を行っており、報告数は79件である。さらに、本研究では理論・実証研究の成果が実際の政策形成に活用されることを企図して、研究成果の対外発信にも注力した。啓蒙的な対外発信の件数は143件である(内訳は、新聞への寄稿・インタ ビュー記事が43件、雑誌等への寄稿・インタビュー記事が73件、テレビ等での解説が27件)。

Research Progress Status

令和4年度が最終年度であるため、記入しない。

Strategy for Future Research Activity

令和4年度が最終年度であるため、記入しない。

  • Research Products

    (145 results)

All 2024 2023 2022 Other

All Journal Article (62 results) (of which Int'l Joint Research: 8 results,  Peer Reviewed: 38 results,  Open Access: 41 results) Presentation (78 results) (of which Int'l Joint Research: 49 results,  Invited: 3 results) Book (4 results) Remarks (1 results)

  • [Journal Article] Estimating a Behavioral New Keynesian Model with the Zero Lower Bound2024

    • Author(s)
      Hirose, Yasuo, Hirokuni Iiboshi, Mototsugu Shintani, Kozo Ueda
    • Journal Title

      Journal of Money, Credit and Banking

      Volume: - Pages: -

    • Peer Reviewed
  • [Journal Article] Household Inventory, Temporary Sales, and Price Indices2024

    • Author(s)
      Tsutomu Watanabe, Kozo Ueda, Kota Watanabe
    • Journal Title

      International Economic Review

      Volume: 65 Pages: 217~251

    • DOI

      10.1111/iere.12655

    • Peer Reviewed
  • [Journal Article] Inflation, Money Demand, and Portfolio Choice2024

    • Author(s)
      Kosuke Aoki, Alexander Michaelides, Kalin Nikolov, Yuxin Zhang
    • Journal Title

      Netspar Discussion Paper

      Volume: 2 Pages: -

    • Open Access / Int'l Joint Research
  • [Journal Article] Rich by Accident: the Second Welfare Theorem with a Redundant Asset Under Imperfect Foresight2024

    • Author(s)
      Shurojit Chatterji, Atsushi Kajii
    • Journal Title

      Working Papers on Central Bank Communication

      Volume: 48 Pages: -

    • Open Access / Int'l Joint Research
  • [Journal Article] Effects of bank branch/ATM consolidations on cash demand: Evidence from bank account transaction data in Japan2024

    • Author(s)
      Kozo Ueda
    • Journal Title

      Journal of the Japanese and International Economies

      Volume: 71 Pages: 101305~101305

    • DOI

      10.1016/j.jjie.2024.101305

    • Peer Reviewed
  • [Journal Article] 経済や社会で活用可能なシンセティックビッグデータ2024

    • Author(s)
      水野貴之
    • Journal Title

      統計

      Volume: 2024/3 Pages: 4~11

  • [Journal Article] A dynamic analysis of the bank of Japan’s ETF/REIT purchase program2024

    • Author(s)
      Daiya Mita, Kiyohiko G. Nishimura, Taiga Saito, Akihiko Takahashi
    • Journal Title

      Expert Systems with Applications

      Volume: 235 Pages: 121091~121091

    • DOI

      10.1016/j.eswa.2023.121091

    • Peer Reviewed / Open Access
  • [Journal Article] On the Source of Seasonality in Price Changes: The Role of Seasonality in Menu Costs2023

    • Author(s)
      Tsutomu Watanabe, Ko Munakata, Takeshi Shinohara, Shigenori Shiratsuka, Nao Sudo
    • Journal Title

      IMES Discussion Paper Series

      Volume: 2023-E-7 Pages: -

    • Open Access
  • [Journal Article] The demand for money at the zero interest rate bound2023

    • Author(s)
      Tsutomu Watanabe, Tomoyoshi Yabu
    • Journal Title

      Journal of Applied Econometrics

      Volume: 38 Pages: 968~976

    • DOI

      10.1002/jae.2983

    • Peer Reviewed
  • [Journal Article] Price Markups and Wage Setting Behavior of Japanese Firms2023

    • Author(s)
      Kosuke Aoki, Yoshihiko Hogen, Kosuke Takatomi
    • Journal Title

      Bank of Japan Working Paper Series

      Volume: 23-E-5 Pages: -

    • Open Access
  • [Journal Article] The Bank of Japan’s balance sheet2023

    • Author(s)
      Kosuke Aoki
    • Journal Title

      Research Handbook in Financial Markets

      Volume: 3 Pages: 56~78

    • DOI

      10.4337/9781800375321.00009

    • Peer Reviewed
  • [Journal Article] Decentralizability of efficient allocations with heterogeneous forecasts2023

    • Author(s)
      Kajii Atsushi, Shurojit Chatterji
    • Journal Title

      Journal of Economic Theory

      Volume: 207 Pages: 105592~105592

    • DOI

      10.1016/j.jet.2022.105592

    • Peer Reviewed / Int'l Joint Research
  • [Journal Article] On the Welfare Role of Redundant Assets with Heterogeneous Forecasts2023

    • Author(s)
      Kajii Atsushi, Shurojit Chatterji
    • Journal Title

      Working Papers on Central Bank Communication

      Volume: 046 Pages: -

    • Open Access / Int'l Joint Research
  • [Journal Article] 予想に働きかける政策をゲーム理論で考える2023

    • Author(s)
      宇井貴志
    • Journal Title

      経済研究

      Volume: 74 Pages: -

    • Peer Reviewed / Open Access
  • [Journal Article] LQG Information Design2023

    • Author(s)
      Masaki Miyashita, Takashi Ui
    • Journal Title

      Working Papers on Central Bank Communication

      Volume: 018 Pages: -

    • Open Access
  • [Journal Article] Strategic Ambiguity in Global Games2023

    • Author(s)
      Takashi Ui
    • Journal Title

      Working Papers on Central Bank Communication

      Volume: 32 Pages: -

    • Open Access
  • [Journal Article] Identifying the source of information rigidities in the expectations formation process2023

    • Author(s)
      Mototsugu Shintani, Kozo Ueda
    • Journal Title

      Journal of Economic Dynamics and Control

      Volume: 150 Pages: 104653~104653

    • DOI

      10.1016/j.jedc.2023.104653

    • Peer Reviewed
  • [Journal Article] Duopolistic competition and monetary policy2023

    • Author(s)
      Kozo Ueda
    • Journal Title

      Journal of Monetary Economics

      Volume: 135 Pages: 70~85

    • DOI

      10.1016/j.jmoneco.2023.01.003

    • Peer Reviewed / Open Access
  • [Journal Article] Oligopolistic Competition, Price Rigidity, and Monetary Policy2023

    • Author(s)
      Kozo Ueda, Kota Watanabe
    • Journal Title

      Working Papers on Central Bank Communication

      Volume: 047 Pages: -

    • Open Access
  • [Journal Article] Evidence on Price Stickiness in Japan2023

    • Author(s)
      Kozo Ueda
    • Journal Title

      CARF Working Paper Series

      Volume: CARF-F-570 Pages: -

    • Open Access
  • [Journal Article] Marginal Propensity to Consume to Two-Time Income Shocks2023

    • Author(s)
      Kozo Ueda
    • Journal Title

      CIGS Working Paper Series

      Volume: 23-008E Pages: -

    • Open Access
  • [Journal Article] Marginal Propensity to Consume and Personal Characteristics: Evidence from Bank Transaction Data and Survey2023

    • Author(s)
      Kozo Ueda
    • Journal Title

      CIGS Working Paper Series

      Volume: 23-007E Pages: -

    • Open Access
  • [Journal Article] Price Stickiness and Strategic Uncertainty: AnExperimental Study2023

    • Author(s)
      Yukihiko Funaki, Kohei Kawamura, Nobuyuki Uto, Kozo Ueda
    • Journal Title

      CAMA working paper series

      Volume: 63 Pages: -

    • Open Access
  • [Journal Article] Statistical laws observed in earthquakes using meshstatistics: an econophysical point of view2023

    • Author(s)
      Atushi Ishikawa, Shouji Fujimoto, Takayuki Mizuno
    • Journal Title

      Evolutionary and Institutional Economics Review

      Volume: - Pages: -

    • DOI

      10.1007/ s40844-023-00255-x

    • Peer Reviewed
  • [Journal Article] Asset Allocation Method Based on Sentiment Signals and Causal Information using Multi-asset Classes2023

    • Author(s)
      Rei Taguchi, Hiroki Sakaji, Kiyoshi Izumi, Yuri Murayama
    • Journal Title

      International Journal of Smart Computing and Artificial Intelligence

      Volume: 7 Pages: -

    • Peer Reviewed / Open Access
  • [Journal Article] Financial Causality Extraction based on Universal Dependencies and Clue Expressions2023

    • Author(s)
      Hiroki Sakaji, Kiyoshi Izumi
    • Journal Title

      New Generation Computing

      Volume: 41 Pages: 839~857

    • DOI

      10.1007/s00354-023-00233-2

    • Peer Reviewed / Open Access
  • [Journal Article] Discovering new applications: Cross-domain exploration of patent documents using causal extraction and similarity analysis2023

    • Author(s)
      Meiyun Wang, Hiroki Sakaji, Hiroaki Higashitani, Mitsuhiro Iwadare, Kiyoshi Izumi
    • Journal Title

      World Patent Information

      Volume: 75 Pages: 102238

    • DOI

      10.1016/j.wpi.2023.102238

    • Peer Reviewed / Int'l Joint Research
  • [Journal Article] Context-Aware Stock Recommendations with Stocks' Characteristics and Investors' Traits2023

    • Author(s)
      Takehiro Takayanagi, Kiyoshi Izumi
    • Journal Title

      IEICE TRANSACTIONS on Information and Systems

      Volume: E106.D Pages: 1732~1741

    • DOI

      10.1587/transinf.2023EDP7017

    • Peer Reviewed / Open Access
  • [Journal Article] Constructing Sentiment Signal-based Asset Allocation Method with Causality Information2023

    • Author(s)
      Rei Taguchi, Hiroki Sakaji, Kiyoshi Izumi, Yuri Murayama
    • Journal Title

      New Generation Computing

      Volume: 41 Pages: 777~794

    • Peer Reviewed / Open Access
  • [Journal Article] Scenario Analysis of Demand Response Using Artificial Electric Power Market Simulations2023

    • Author(s)
      Masanori HIRANO, Ryo WAKASUGI, Kiyoshi IZUMI
    • Journal Title

      International Journal of Service and Knowledge Management

      Volume: 7 Pages: -

    • DOI

      10.52731/ijskm.v7.i2.770

    • Peer Reviewed / Open Access
  • [Journal Article] Transaction Prediction by Using Graph Neural Network and Textual Industry Information2023

    • Author(s)
      Naoto Minakawa, Kiyoshi Izumi, Hiroki Sakaji, Hitomi Sano
    • Journal Title

      New Frontiers in Artificial Intelligence, Lecture Notes in Computer Science

      Volume: 13859 Pages: 251~266

    • DOI

      10.1007/978-3-031-29168-5_17

    • Peer Reviewed
  • [Journal Article] Constructing and analyzing domain-specific language model for financial text mining2023

    • Author(s)
      Masahiro Suzuki, Hiroki Sakaji, Masanori Hirano, Kiyoshi Izumi
    • Journal Title

      Information Processing and Management

      Volume: 60 Pages: 103194~103194

    • DOI

      10.1016/j.ipm.2022.103194

    • Peer Reviewed
  • [Journal Article] Neural-network-based parameter tuning for multi-agent simulation using deep reinforcement learning2023

    • Author(s)
      Masanori HIRANO, Kiyoshi IZUMI
    • Journal Title

      World Wide Web

      Volume: 26 Pages: 3535~3559

    • DOI

      10.1007/s11280-023-01197-5

    • Peer Reviewed / Open Access
  • [Journal Article] Gaussian hierarchical latent Dirichlet allocation: Bringing polysemy back2023

    • Author(s)
      Takahiro Yoshida, Ryohei Hisano, Takaaki Ohnishi
    • Journal Title

      PLOS ONE

      Volume: 18 Pages: e0288274

    • DOI

      10.1371/journal.pone.0288274

    • Peer Reviewed / Open Access
  • [Journal Article] 銀行送金ネットワークの内在的構造と時間変化2023

    • Author(s)
      久野遼平, 長澤達也, 高橋秀, 近藤亮磨, 大西立顕
    • Journal Title

      人工知能

      Volume: 38-2 Pages: 131~138

    • Peer Reviewed
  • [Journal Article] ポストコロナ時代の公的統計(2)-物価・ 賃金統計の精度問題2023

    • Author(s)
      西村淸彦、肥後雅博
    • Journal Title

      統計

      Volume: 2023-2 Pages: 42~52

  • [Journal Article] ポストコロナ時代の公的統計(1)-経済統計の新たな課題-2023

    • Author(s)
      西村淸彦、肥後雅博
    • Journal Title

      統計

      Volume: 2023-1 Pages: 41~51

  • [Journal Article] 異次元緩和の評価と日銀新体制への期待2023

    • Author(s)
      西村 淸彦
    • Journal Title

      金融ジャーナル

      Volume: 2023-1 Pages: 68

  • [Journal Article] Going Cashless: Government’s Point Reward Program vs. COVID-192022

    • Author(s)
      Toshitaka Sekine, Toshiaki Shoji, Tsutomu Watanabe
    • Journal Title

      CARF Working Paper Series

      Volume: F-538 Pages: -

    • Open Access
  • [Journal Article] わが国のエネルギー効率 ―企業・家計部門の動向とカーボンニュートラルに向けた含意―2022

    • Author(s)
      青木浩介、高橋優豊、中島上智、八木智之、山田琴音
    • Journal Title

      日本銀行ワーキングペーパー

      Volume: 22-J-19 Pages: -

    • Open Access
  • [Journal Article] Efficiency, Quality of Forecasts and Radner Equilibria2022

    • Author(s)
      Shurojit Chatterji, Atsushi Kajii
    • Journal Title

      Pure and Applied Functional Analysis

      Volume: 7 Pages: 2079~2091

    • Open Access / Int'l Joint Research
  • [Journal Article] Imprecise Information and Second-Order Beliefs2022

    • Author(s)
      Noriko Takeoka, Takashi Ui
    • Journal Title

      Economics and Mathematical Sciences

      Volume: 1 Pages: 67~86

    • DOI

      10.50906/cems.1.0_67

    • Peer Reviewed / Open Access
  • [Journal Article] Impacts of Public Information on Flexible Information Acquisition2022

    • Author(s)
      Takashi Ui
    • Journal Title

      Cornell University, arXiv.org

      Volume: 2204.09250 Pages: -

    • Open Access
  • [Journal Article] Optimal and Robust Disclosure of Public Information2022

    • Author(s)
      Takashi Ui
    • Journal Title

      Working Papers on Central Bank Communication

      Volume: 039 Pages: -

    • Open Access
  • [Journal Article] REALLOCATION EFFECTS OF MONETARY POLICY2022

    • Author(s)
      Daisuke Miyakawa, Koki Oikawa, Kozo Ueda
    • Journal Title

      International Economic Review

      Volume: 63 Pages: 947~975

    • DOI

      10.1111/iere.12558

    • Peer Reviewed / Open Access
  • [Journal Article] Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan2022

    • Author(s)
      HIROKUNI IIBOSHI, MOTOTSUGU SHINTANI, KOZO UEDA
    • Journal Title

      Journal of Money, Credit and Banking

      Volume: 54 Pages: 1637~1671

    • DOI

      10.1111/jmcb.12908

    • Peer Reviewed / Open Access
  • [Journal Article] Secular Stagnation and Low Interest Rates under the Fear of a Government Debt Crisis2022

    • Author(s)
      KEIICHIRO KOBAYASHI, KOZO UEDA
    • Journal Title

      Journal of Money, Credit and Banking

      Volume: 54 Pages: 779~824

    • DOI

      10.1111/jmcb.12909

    • Peer Reviewed / Open Access
  • [Journal Article] Misallocation under the Shadow of Death2022

    • Author(s)
      Daisuke MIYAKAWA, Koki Oikawa, Kozo Ueda
    • Journal Title

      RIETI Discussion Paper Series

      Volume: 22-E-014 Pages: -

    • Open Access
  • [Journal Article] Preface of Special Issueon Data Science Questing for a Better Society2022

    • Author(s)
      Takayuki Mizuno, Takaaki Ohnishi, Ryohei Hisano, Hiroshi Iyetomi, Tsutomu Watanabe
    • Journal Title

      The Review of Socionetwork Strategies

      Volume: 16 Pages: 333~335

    • DOI

      10.1007/ s12626-022-00124-w

    • Peer Reviewed / Open Access
  • [Journal Article] Statistical Properties of Labor Productivity Distributions2022

    • Author(s)
      Atsushi Ishikawa, Shouji Fujimoto, Takayuki Mizuno
    • Journal Title

      Frontiers in Physics

      Volume: 10 Pages: 848193

    • DOI

      10.3389/fphy.2022.848193

    • Peer Reviewed / Open Access
  • [Journal Article] Interpolation of non-random missing values in financialstatements' big data using CatBoost2022

    • Author(s)
      Shouji Fujimoto, Takayuki Mizuno, Atsushi Ishikawa
    • Journal Title

      Journal of Computational Social Science

      Volume: 5 Pages: 1281~1301

    • DOI

      10.1007/ s42001-022-00165-9

    • Peer Reviewed / Open Access
  • [Journal Article] Analysis of ethnic homophily in international trade using large-scale surname data2022

    • Author(s)
      Joomi Jun, Takayuki Mizuno
    • Journal Title

      The Review of Socionetwork Strategies

      Volume: 16 Pages: 399~415

    • DOI

      10.1007/ s12626-022-00117-9

    • Peer Reviewed / Int'l Joint Research
  • [Journal Article] Employee Number Dependence in Labor Productivity Distribution2022

    • Author(s)
      Atsushi Ishikawa, Takayuki Mizuno, Shouji Fujimoto
    • Journal Title

      The Review of Socionetwork Strategies

      Volume: 16 Pages: 465~477

    • DOI

      10.1007/s12626-022-00121-z

    • Peer Reviewed
  • [Journal Article] Copula-Based Synthetic Data Generation in Firm-Size Variables2022

    • Author(s)
      Fujimoto Shouji、Ishikawa Atushi、Mizuno Takayuki
    • Journal Title

      The Review of Socionetwork Strategies

      Volume: 16 Pages: 479~492

    • DOI

      10.1007/s12626-022-00128-6

    • Peer Reviewed
  • [Journal Article] Hawkes process marked with topics and its application to Twitter data analysis2022

    • Author(s)
      Masatoshi Goda, Takayuki Mizuno, Ryosuke Yano
    • Journal Title

      Europhysics Letters

      Volume: 140 Pages: 61001~61001

    • DOI

      10.1209/0295-5075/aca78c

    • Peer Reviewed
  • [Journal Article] Unconventional Monetary Policy through Open Market Operations: A Principal Component Analysis2022

    • Author(s)
      Kiyohiko G. Nishimura, Markus Heckel
    • Journal Title

      Asian Economic Papers

      Volume: 21 Pages: 1~28

    • DOI

      10.1162/asep_a_00842

    • Peer Reviewed / Int'l Joint Research
  • [Journal Article] Estimates of CO2 Concentrations Based on Satellite Data and Their Usefulness in Developing a More Accurate Picture of Economic Activity2022

    • Author(s)
      Yoshiyuki Suimon, Hiroto Tanabe, Kiyoshi Izumi
    • Journal Title

      IIAI Letters on Business and Decision Science

      Volume: 1 Pages: -

    • DOI

      10.52731/lbds.v001.030

    • Peer Reviewed / Open Access
  • [Journal Article] Forecasting Stock Price Trends by Analyzing Economic Reports With Analyst Profiles2022

    • Author(s)
      Masahiro Suzuki, Hiroki Sakaji, Kiyoshi Izumi, Yasushi Ishikawa
    • Journal Title

      Frontiers in Artificial Intelligence in Finance

      Volume: 5 Pages: -

    • DOI

      10.3389/frai.2022.866723

    • Peer Reviewed / Open Access
  • [Journal Article] Constructing Equity Investment Strategies using Analyst Reports and Regime Switching Models2022

    • Author(s)
      Rei Taguchi, Hikaru Watanabe, Hiroki Sakaji, Kiyoshi Izumi, Kenji Hiramatsu
    • Journal Title

      Frontiers in Artificial Intelligence in Finance

      Volume: 5 Pages: -

    • DOI

      10.3389/frai.2022.865950

    • Peer Reviewed / Open Access
  • [Journal Article] Masked Prediction and Interdependence Network of the Law Using Data from Large-Scale Japanese Court Judgments2022

    • Author(s)
      Ryoma Kondo, Takahiro Yoshida, Ryohei Hisano
    • Journal Title

      Artificial Intelligence and Law

      Volume: 31 Pages: 739~771

    • Peer Reviewed / Open Access
  • [Journal Article] オルタナティブデータと機械学習アプローチを用いた鉱工業生産ナウキャスティングモデルの構築2022

    • Author(s)
      古川角歩, 箕浦征郎, 久野遼平, 八木智之
    • Journal Title

      日本銀行WP シリーズ

      Volume: 22-J-14 Pages: -

    • Open Access
  • [Journal Article] 海運データを用いた輸出のナウキャスティング2022

    • Author(s)
      久野遼平, 古川角歩
    • Journal Title

      日本銀行WP シリーズ

      Volume: 22-J-19 Pages: -

    • Open Access
  • [Presentation] Oligopolistic Competition, Price Rigidity, and Monetary Policy2024

    • Author(s)
      Kozo Ueda
    • Organizer
      Southern Workshop in Macroeconomics
    • Int'l Joint Research
  • [Presentation] 予想に働きかける政策をゲーム理論で考える2023

    • Author(s)
      宇井貴志
    • Organizer
      日本金融学会2023年度秋季大会
  • [Presentation] LQG情報設計と合理的無関心2023

    • Author(s)
      Takashi Ui
    • Organizer
      ゲーム理論ワークショップ2023
  • [Presentation] Effects of Bank Branch/ATM Consolidations on Cash Demand: Evidence from Bank Account Transaction Data in Japan2023

    • Author(s)
      Kozo Ueda
    • Organizer
      TRIO Conference on Digital Economy and Finance, 2023
    • Int'l Joint Research
  • [Presentation] Generation of synthetic financial time series by diffusion models2023

    • Author(s)
      Tomonori Takahashi, Takayuki Mizuno
    • Organizer
      The 17th International Conference Computational and Financial Econometrics(CFE 2023)
    • Int'l Joint Research
  • [Presentation] Harnessing Behavioral Traits to Enhance Financial Stock Recommender Systems: Tackling the User Cold Start Problem2023

    • Author(s)
      Takehiro Takayanagi, Kiyoshi Izumi
    • Organizer
      2023 IEEE International Conference on Big Data
    • Int'l Joint Research
  • [Presentation] Impact Analysis of Social Events on Industries through Narrative Causal Search2023

    • Author(s)
      Ryotaro Kobayashi, Yuri Murayama, Kiyoshi Izumi
    • Organizer
      The 5th Financial Narrative Processing Workshop
    • Int'l Joint Research
  • [Presentation] Export Nowcasting with AIS and Foot Traffic Data2023

    • Author(s)
      Tsubasa Ueda, Takehide Hirose, Kiyoshi Izumi
    • Organizer
      The 13th International Conference on Smart Computing and Artificial Intelligence in 14th IIAI International Congress on Advanced Applied Informatics
    • Int'l Joint Research
  • [Presentation] llm-japanese-dataset v0: Construction of Japanese Chat Dataset for Large Language Models and its Methodology2023

    • Author(s)
      Masanori HIRANO, Masahiro SUZUKI, Hiroki SAKAJI
    • Organizer
      The 12th International Workshop on Web Services and Social Media in The 26th International Conference on Network-Based Information Systems
    • Int'l Joint Research
  • [Presentation] Quantitative Evaluation of Multi-agent Simulation using Generative Adversarial Network2023

    • Author(s)
      Masanori HIRANO, Kiyoshi IZUMI
    • Organizer
      The 9th International Conference on Computational Social Science
    • Int'l Joint Research
  • [Presentation] Policy Gradient Stock GAN for Realistic Discrete Order Data Generation in Financial Markets2023

    • Author(s)
      Masanori HIRANO, Hiroki SAKAJI, Kiyoshi IZUMI
    • Organizer
      The 13th International Conference on Smart Computing and Artificial Intelligence in 14th IIAI International Congress on Advanced Applied Informatics
    • Int'l Joint Research
  • [Presentation] Economic Causal Chain Presentation System Considering Output Diversity to Search Economic Ripple Effects2023

    • Author(s)
      Ryotaro Kobayashi, Yuri Murayama, Kiyoshi Izumi
    • Organizer
      The 4th Workshop on Knowledge Discovery from Unstructured Data in Financial Services
    • Int'l Joint Research
  • [Presentation] Summarization of Investment Reports Using Pre-trained Model2023

    • Author(s)
      Hiroki Sakaji, Ryotaro Kobayashi, Kiyoshi Izumi, Hiroyuki Mitsugi, Wataru Kuramoto
    • Organizer
      The 13th International Conference on Smart Computing and Artificial Intelligence in 14th IIAI International Congress on Advanced Applied Informatics
    • Int'l Joint Research
  • [Presentation] Personalized Dynamic Recommender System for Investors2023

    • Author(s)
      Takehiro Takayanagi, Chung-Chi Chen, Kiyoshi Izumi
    • Organizer
      International ACM SIGIR Conference on Research and Development in Information Retrieval
    • Int'l Joint Research
  • [Presentation] Personalized Stock Recommendation with Investors’ Attention and Contextual Information2023

    • Author(s)
      Takehiro Takayanagi, Kiyoshi Izumi, Atsuo Kato, Naoyuki Tsunedomi, Yukina Abe
    • Organizer
      International ACM SIGIR Conference on Research and Development in Information Retrieval
    • Int'l Joint Research
  • [Presentation] BERTおよびChatGPTを用いたサステイナビリティレポートからのSDGs関連文抽出2023

    • Author(s)
      指田昌樹, 和泉潔, 坂地泰紀
    • Organizer
      第31回 人工知能学会 金融情報学研究会(SIG-FIN)
  • [Presentation] 経済的因果検索のためのデータセットの構築に向けて2023

    • Author(s)
      小林涼太郎, 高柳剛弘, 坂地泰紀, 和泉潔
    • Organizer
      NLP若手の会第18回シンポジウム(YANS2023)
  • [Presentation] 日本語インストラクションデータを用いた対話可能な日本語大規模言語モデルのLoRAチューニング2023

    • Author(s)
      鈴木雅弘, 平野正徳, 坂地泰紀
    • Organizer
      第20回テキストアナリティクス・シンポジウム
  • [Presentation] llm-japanese-dataset v0: 大規模言語モデルのための日本語チャットデータセット構築2023

    • Author(s)
      平野正徳, 鈴木雅弘, 坂地泰紀
    • Organizer
      情報処理学会 第257回自然言語処理研究発表会 (NL研)
  • [Presentation] 日本語インストラクションデータセットの構築とその適用による大規模言語モデルのチューニング2023

    • Author(s)
      鈴木雅弘, 平野正徳, 坂地泰紀
    • Organizer
      NLP若手の会第18回シンポジウム (YANS2023)
  • [Presentation] Causal Text Mining in the Era of Large Language Modeling: A Reality Check2023

    • Author(s)
      高柳剛弘, 小林涼太郎, 鈴木雅弘, 坂地泰紀, 和泉潔
    • Organizer
      NLP若手の会第18回シンポジウム (YANS2023)
  • [Presentation] PAMS: Platform for Artificial Market Simulations ~Pythonベースの人工市場シミュレーションプラットフォームと深層学習との融合2023

    • Author(s)
      平野正徳, 高田亮介, 和泉潔
    • Organizer
      合同エージェントワークショップ&シンポジウム2023 (JAWS2023)
  • [Presentation] Quantitative Evaluation of Multi-agent Simulation using Generative Adversarial Network -- An Alternative of Qualitative Evaluation for Artificial Market Simulation2023

    • Author(s)
      Masanori HIRANO, Kiyoshi IZUMI
    • Organizer
      The 37th Annual Conference of the Japanese Society for Artificial Intelligence (JSAI2023)
    • Int'l Joint Research
  • [Presentation] 電力市場シミュレーションを用いた発電・蓄電・DRを組み合わせた大口需要家による電力調達戦略分析2023

    • Author(s)
      程竜, 和泉潔, 平野正徳
    • Organizer
      人工知能学会第30回金融情報学研究会 (SIG-FIN)
  • [Presentation] Incorporating Domain-Specific Traits into Personality-Aware Recommendations for Financial Application2023

    • Author(s)
      Takehiro Takayanagi, Kiyoshi Izumi
    • Organizer
      人工知能学会全国大会(第 37 回)
    • Int'l Joint Research
  • [Presentation] Analysis of Carbon Neutrality Scenarios of Industrial Consumers Combining Power Generation, Storage, and DR Using an Electricity Market Model2023

    • Author(s)
      Long CHENG, Kiyoshi IZUMI, Masanori HIRANO
    • Organizer
      人工知能学会全国大会(第37回)
    • Int'l Joint Research
  • [Presentation] 時系列に並んだ金融文書からの差分抽出タスクの提案2023

    • Author(s)
      鈴木雅弘, 坂地泰紀, 和泉潔
    • Organizer
      人工知能学会全国大会(第37回)
  • [Presentation] 技術アプリケーションの拡大と二次開発を目指す新しい知的財産管理手法2023

    • Author(s)
      王美蘊, 坂地泰紀, 東谷泰明, 岩垂光宏, 和泉潔
    • Organizer
      人工知能学会全国大会(第37回)
  • [Presentation] グラフニューラルネットワークを用いた金融因果関係の抽出2023

    • Author(s)
      坂地泰紀, 和泉潔
    • Organizer
      人工知能学会全国大会(第37回)
  • [Presentation] 経済波及効果発見のための出力の多様性を考慮した因果連鎖提示システムの構築2023

    • Author(s)
      小林涼太郎, 和泉潔
    • Organizer
      人工知能学会全国大会(第37回)
  • [Presentation] 因果関係を考慮した感情シグナルに基づく資産配分法の提案2023

    • Author(s)
      田口怜, 坂地泰紀, 和泉潔
    • Organizer
      人工知能学会全国大会(第37回)
  • [Presentation] Price Setting in Online and Offline Markets: Evidence from Korea2022

    • Author(s)
      Tsutomu Watanabe
    • Organizer
      The 17th Ottawa Group Meeting
  • [Presentation] Public Information Disclosure under Private Information Acquisition2022

    • Author(s)
      Takashi Ui
    • Organizer
      The Econometric Society 2022 Australasia Meeting
    • Int'l Joint Research
  • [Presentation] Impacts of Public Information on Flexible Information Acquisition2022

    • Author(s)
      Takashi Ui
    • Organizer
      SING 17
    • Int'l Joint Research
  • [Presentation] Impacts of Public Information on Flexible Information Acquisition2022

    • Author(s)
      Takashi Ui
    • Organizer
      International Conference on Game Theory, Stony Brook
    • Int'l Joint Research
  • [Presentation] Optimal and Robust Disclosure of Public Information2022

    • Author(s)
      Takashi Ui
    • Organizer
      Summer Workshop on Economic Theory
  • [Presentation] Impacts of Public Information on Flexible Information Acquisition2022

    • Author(s)
      Takashi Ui
    • Organizer
      Communication and Persuasion Workshop 12th Meeting
  • [Presentation] Impacts of Public Information on Flexible Information Acquisition2022

    • Author(s)
      Takashi Ui
    • Organizer
      ORA Workshop 2022 on Knightian Uncertainty and Related Issues
    • Int'l Joint Research
  • [Presentation] Impacts of Public Information on Flexible Information Acquisition2022

    • Author(s)
      Takashi Ui
    • Organizer
      Peter Hammond - Retirement & Beyond
    • Int'l Joint Research / Invited
  • [Presentation] LQG情報設計と合理的無関心2022

    • Author(s)
      宇井貴志
    • Organizer
      ゲーム理論ワークショップ2023
  • [Presentation] Misallocation under the Shadow of Death2022

    • Author(s)
      Kozo Ueda
    • Organizer
      NBER Japan Project Meeting
    • Int'l Joint Research
  • [Presentation] Oligopolistic Competition, Price Rigidity, and Monetary Policy2022

    • Author(s)
      Kozo Ueda
    • Organizer
      Econometric Society Asia Meeting
    • Int'l Joint Research
  • [Presentation] Estimating a Behavioral New Keynesian Model with the Zero Lower Bound2022

    • Author(s)
      Kozo Ueda
    • Organizer
      Symposium on Econometric Theory and Applications
    • Int'l Joint Research
  • [Presentation] Misallocation under the Shadow of Death2022

    • Author(s)
      Kozo Ueda
    • Organizer
      Econometric Society Australasia Meeting
    • Int'l Joint Research
  • [Presentation] Household Inventory, Temporary Sales, and Price Indices2022

    • Author(s)
      Kozo Ueda
    • Organizer
      The 17th Ottawa Group Meeting
    • Int'l Joint Research
  • [Presentation] Twitter-based Classification of Political Ideologies2022

    • Author(s)
      Jinghui Chen, Takayuki Mizuno
    • Organizer
      The 13th International Conference on Social Informatics(SocInfo 2022)
    • Int'l Joint Research
  • [Presentation] Aging and Housing Prices2022

    • Author(s)
      Yongheng Deng, Tomoo Inoue, Kiyohiko G. Nishimura, Chihiro Shimizu
    • Organizer
      The 37th IARIW General Conference
    • Int'l Joint Research / Invited
  • [Presentation] A New Approach to Assessing Corporate R&D Capabilities: Exploring Patent Value Based on Machine Learning2022

    • Author(s)
      Meiyun Wang, Hiroki Sakaji, Higashitani Hiroaki, Iwadare Mitsuhiro, Kiyoshi Izumi
    • Organizer
      The 3rd Workshop on Women in AI and Finance, The 3rd ACM International Conference on AI in Finance
    • Int'l Joint Research
  • [Presentation] SETN: Stock Embedding Enhanced with Textual and Network Information2022

    • Author(s)
      Takehiro Takayanagi, Hiroki Sakaji, Kiyoshi Izumi
    • Organizer
      International Conference on Big Data (IEEE Big Data 2022)
    • Int'l Joint Research
  • [Presentation] Gradual Further Pre-training Architecture for Economics/Finance Domain Adaptation of Language Model2022

    • Author(s)
      Hiroki Sakaji, Masahiro Suzuki, Kiyoshi Izumi, Hiroyuki Mitsugi
    • Organizer
      International Conference on Big Data (IEEE Big Data 2022)
    • Int'l Joint Research
  • [Presentation] SSAAM: Sentiment Signal-based Asset Allocation Method with Causality Information2022

    • Author(s)
      Rei Taguchi, Hiroki Sakaji, Kiyoshi Izumi
    • Organizer
      International Conference on Big Data (IEEE Big Data 2022)
    • Int'l Joint Research
  • [Presentation] Analysis of Demand Response Scenarios by Industrial Consumers Using Artificial Electric Power Market Simulations2022

    • Author(s)
      Masanori HIRANO, Ryo WAKASUGI, Kiyoshi IZUMI
    • Organizer
      The 7th International Conference on Business Management of Technology (BMOT 2022) in 12th IIAI International Congress on Advanced Applied Informatics
    • Int'l Joint Research
  • [Presentation] Data-driven Agent Design for Artificial Market Simulation2022

    • Author(s)
      Masanori HIRANO, Kiyoshi IZUMI, Hiroki SAKAJI
    • Organizer
      The 36th Annual Conference of the Japanese Society for Artificial Intelligence (JSAI2022)
    • Int'l Joint Research
  • [Presentation] Parameter Tuning Method for Multi-agent Simulation using Reinforcement Learning2022

    • Author(s)
      Masanori HIRANO, Kiyoshi IZUMI
    • Organizer
      The 9th International Conference on Behavioral and Social Computing (BESC 2022)
    • Int'l Joint Research
  • [Presentation] Analysis of Carbon Neutrality Scenarios of Industrial Consumers Using Electric Power Market Simulations2022

    • Author(s)
      Masanori HIRANO, Ryo WAKASUGI, Kiyoshi IZUMI
    • Organizer
      The 24th International Conference on Principles and Practice of Multi-Agent Systems (PRIMA 2022)
    • Int'l Joint Research
  • [Presentation] Does Order Simultaneity Affect the Data Mining Task in Financial Markets? -- Effect Analysis of Order Simultaneity using Artificial Market2022

    • Author(s)
      Masanori HIRANO, Kiyoshi IZUMI
    • Organizer
      The 24th International Conference on Principles and Practice of Multi-Agent Systems (PRIMA 2022)
    • Int'l Joint Research
  • [Presentation] Quantitative Tuning of Artificial Market Simulation using Generative Adversarial Network2022

    • Author(s)
      Masanori HIRANO, Kiyoshi IZUMI
    • Organizer
      The 6th IEEE International Conference on Agents (ICA 2022)
    • Int'l Joint Research
  • [Presentation] Efficient Parameter Tuning for Multi-agent Simulation Using Deep Reinforcement Learning2022

    • Author(s)
      Masanori HIRANO, Kiyoshi IZUMI
    • Organizer
      12th International Conference on Smart Computing and Artificial Intelligence (SCAI 2022-Winter) in 13th IIAI International Congress on Advanced Applied Informatics (IIAI AAI 2022 winter)
    • Int'l Joint Research
  • [Presentation] Bilateral Trade Flow Prediction by Gravity-informed Graph Auto-encoder2022

    • Author(s)
      Naoto Minakawa, Kiyoshi Izumi, Hiroki Sakaji
    • Organizer
      2022 IEEE International Conference on Big Data (IEEE Big Data 2022)
    • Int'l Joint Research
  • [Presentation] Information Retrieval in Financial Documents2022

    • Author(s)
      Takehiro Takayanagi
    • Organizer
      AKBC 2022 Workshop, Knowledge Graphs in Finance and Economics
    • Int'l Joint Research
  • [Presentation] Implementation of Biased Big Data to the Japanese Official Labor Statistics Using Supervised Learning under Covariate Shift2022

    • Author(s)
      Yuya Takada, Kiyoshi Izumi
    • Organizer
      2022 IEEE International Conference on Big Data(IEEE Big Data 2022)
    • Int'l Joint Research
  • [Presentation] Proposal for Turning Point Detection Method using Financial Text and Transformer2022

    • Author(s)
      Rei Taguchi, Hikaru Watanabe, Hiroki Sakajii, Kiyoshi Izumii, Kenji Hiramatsu
    • Organizer
      The 36th Annual Conference of the Japanese Society for Artificial Intelligence
    • Int'l Joint Research
  • [Presentation] The relationship between Twitter sentiment and mobility during the COVID-19 pandemic2022

    • Author(s)
      Yoshiyuki Suimon, Hiroto Tanabe, Kiyoshi Izumi
    • Organizer
      2022 IEEE International Conference on Big Data (IEEE Big Data 2022)
    • Int'l Joint Research
  • [Presentation] Investigation on effect of excess buy orders using agent-based model2022

    • Author(s)
      Yoshito Noritake, Takanobu Mizuta, Ryuta Hemmi;,Shota Nagumo, Kiyoshi Izumi
    • Organizer
      The 9th International Conference on Behavioural and Social Computing (BESC)
    • Int'l Joint Research
  • [Presentation] Concept and Practice of Artificial Market Data Mining Platform2022

    • Author(s)
      Masanori HIRANO, Hiroki SAKAJI, Kiyoshi IZUMI
    • Organizer
      2022 IEEE Symposium on Computational Intelligence for Financial Engineering and Economics (CIFEr)
    • Int'l Joint Research
  • [Presentation] Implementation of Actual Data for Artificial Market Simulation2022

    • Author(s)
      Masanori Hirano, Hiroki Sakaji, Kiyoshi Izumi
    • Organizer
      The 21st International Conference on Autonomous Agents and Multiagent Systems (AAMAS 2022)
    • Int'l Joint Research
  • [Presentation] Graph Representation Learning of Banking Transaction Network with Edge Weight-Enhanced Attention and Textual Information2022

    • Author(s)
      Naoto Minakawa, Kiyoshi Izumi, Hiroki Sakaji, Hitomi Sano
    • Organizer
      The 2nd Workshop on Financial Technology on the Web (Fin-Web 2022)
    • Int'l Joint Research
  • [Presentation] BERTとGATを用いた金融テキストにおける因果関係を含む文の判定2022

    • Author(s)
      小林涼太郎, 坂地泰紀, 和泉潔
    • Organizer
      言語処理学会 第29回年次大会
  • [Presentation] 異なる単語分割システムによる日本語事前学習言語モデルの性能評価2022

    • Author(s)
      鈴木雅弘, 坂地泰紀, 和泉潔
    • Organizer
      言語処理学会 第29回年次大会
  • [Presentation] 人流データを用いた自動車サプライチェーン異常指数の構築2022

    • Author(s)
      上田翼, 和泉潔, 坂地泰紀
    • Organizer
      第30回人工知能学会金融情報学研究会(SIG-FIN)
  • [Presentation] 電力市場シミュレーションを用いた発電・蓄電・DR を組み合わせた大口需要家による電力調達戦略分析2022

    • Author(s)
      程竜, 和泉潔, 平野正徳
    • Organizer
      第30回 人工知能学会 金融情報学研究会
  • [Presentation] Transaction prediction by using graph neural network and textual industry information2022

    • Author(s)
      Naoto Minakawa, Kiyoshi Izumi, Hiroki Sakaji, Hitomi Sano
    • Organizer
      The 36th Annual Conference of the Japanese Society for Artificial Intelligence (JSAI)
    • Int'l Joint Research
  • [Presentation] 天候データを用いた機械学習に基づく小売業種売上のナウキャスティング2022

    • Author(s)
      水門善之, 田邊洋人, 和泉潔
    • Organizer
      人工知能学会第126回知識ベースシステム研究会
  • [Presentation] コロナ禍におけるTwitter情報を用いた感情値の計測と人出の関係2022

    • Author(s)
      水門善之, 田邊洋人, 和泉潔
    • Organizer
      2022年度人工知能学会全国大会(第36回)
  • [Presentation] 人工衛星観測データに基づくCO2濃度推計値の経済活動把握における有効性2022

    • Author(s)
      水門善之, 田邊洋人, 和泉潔
    • Organizer
      日本経済学会 2022年度春季大会
  • [Presentation] ソーシャルメディア情報を用いたコロナ禍における感情計測と人出の関係2022

    • Author(s)
      水門善之, 田邊洋人, 和泉潔
    • Organizer
      人工知能学会第43回社会におけるAI研究会
  • [Presentation] GANを用いた人工市場シミュレーションの定量的評価に向けて2022

    • Author(s)
      平野正徳,和泉潔
    • Organizer
      Symposium on Multi Agent Systems for Harmonization (SMASH)
  • [Presentation] テキストマイニングとは? 政策の企画・立案における応用可能性2022

    • Author(s)
      久野遼平
    • Organizer
      経済産業省ワークショップ
    • Invited
  • [Book] ネットワーク学習から経済と法分析へ2024

    • Author(s)
      久野遼平, 大西立顕, 渡辺努
    • Total Pages
      -
    • Publisher
      サイエンス社
  • [Book] 日本の物価・資産価格: 価格ダイナミクスの解明2023

    • Author(s)
      渡辺努, 清水千弘
    • Total Pages
      464
    • Publisher
      東京大学出版会
    • ISBN
      978-4-13-040310-8
  • [Book] 世界インフレの謎2022

    • Author(s)
      渡辺努
    • Total Pages
      264
    • Publisher
      講談社
    • ISBN
      978-4-06-529438-3
  • [Book] 異常検知からリスク管理へ2022

    • Author(s)
      山西健司, 久野遼平, 島田敬士, 峰松翼, 井手剛
    • Total Pages
      193
    • Publisher
      サイエンス社
    • ISBN
      978-4781915463
  • [Remarks] 対話型中央銀行制度の設計

    • URL

      https://www.centralbank.e.u-tokyo.ac.jp/

URL: 

Published: 2024-12-25  

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