2015 Fiscal Year Final Research Report
Computational science study on phase transition behavior observed in large-scale economic data
Project/Area Number |
23686019
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Research Category |
Grant-in-Aid for Young Scientists (A)
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Allocation Type | Single-year Grants |
Research Field |
Engineering fundamentals
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Research Institution | The 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) |
2011-04-01 – 2016-03-31
|
Keywords | 経済物理学 / スーパーコンピュータ / 超並列計算 / 企業間ネットワーク / ページランク / 不動産バブル / ベキ分布 / 中心極限定理 |
Outline of Final Research Achievements |
By using a supercomputer, large-scale economic data are studied based on phase transition behavior which are universally observed in various economic phenomena. We observed that the inter-firm networks display the typical properties of complex networks, and showed that the value of PageRank of each firm in the networks can describe economic role of the company. We found that size-adjusted house prices follow a lognormal distribution except for the period of the housing bubble. We quantified the magnitude of a bubble for each location of the house, and observed spatio-temporal dynamics of the housing bubble.
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Free Research Field |
数理工学
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