Estimation of structural change and event occurrence by using the complex systems and its application to risk control and option evaluation

2014 Fiscal Year Final Research Report

• Project/Area Number: 23310104
• Research Category: Grant-in-Aid for Scientific Research (B)
• Allocation Type: Single-year Grants
• Section: 一般
• Research Field: Social systems engineering/Safety system
• Research Institution: Kyushu University
• Principal Investigator: SHOZO Tokinaga 九州大学, 経済学研究科(研究院), 名誉教授 (30124134)
• Co-Investigator(Kenkyū-buntansha): OONISHI Toshiro 九州大学, 大学院経済学研究院, 准教授 (60353413) ; ONO Hirotaka 九州大学, 大学院経済学研究院, 准教授 (00346826) ; TAKAHASHI Norikazu 岡山大学, 自然科学研究科, 教授 (60284551) ; NAKANISHI Makoto 佐賀大学, 経済学部, 教授 (30284475) ; MATSUNO Seigo 宇部高専, 経営情報学科, 教授 (30290795) ; TAKAGI Noboru 九州産業大学, 商学部, 教授 (00363317) ; IKEDA Yoshikazu 北九州市立大学, 経済学部, 准教授 (10334880)
• Project Period (FY): 2011-04-01 – 2015-03-31
• Keywords: OR / 社会システム / ファイナンス / モデリング / 経営システム

Outline of Final Research Achievements

This research attended to apply the estimation of structural change and event occurrence by using the complex systems and its application to risk control and option evaluation. Especially, we extend the theory of real option and Bayesian estimation for the analysis of complex system. In the final year of this research, we provided the result of research to other institutions. Namely, 1)Theory and practice for the investment and formation of relations among firms, 2) Development of software to analyze the complex system and installation to nother institutions, 3)Publications of result of researches in the journal of societies such as Institute of Electornics and Information Engineering in Japan.

Free Research Field

複雑系理論