2012 Fiscal Year Final Research Report
Toward computer intensive methods in economic analysis, with special focus on non-Gaussian, non-stationary and non-linear factors
| Project/Area Number |
24651175
|
|---|
| Research Category |
Grant-in-Aid for Challenging Exploratory Research
|
| Allocation Type | Multi-year Fund |
|---|
| Research Field |
Social systems engineering/Safety system
|
|---|
| Research Institution | The University of Tokyo |
|---|
Principal Investigator |
OHNISHI Takaaki 東京大学, 大学院・経済学研究科, 特任研究員 (10376387)
|
|---|
| Project Period (FY) |
2012
|
| Keywords | スーパーコンピュータ / ランダムシャッフル / 非ガウス性 / 非定常性 / 非線形性 / 計算集約的手法 / 複雑ネットワーク / 空間相関 |
|---|
| Research Abstract |
As is often the case with financial crises or bubbles, non-Gaussian, non-stationary and non-linear factors have played a significant roles in economic phenomena, and in-depth understanding of such factors should be essential for future measures. Carrying out more detailed and accurate analyses on various types of economic data, we propose brand-new computer intensive methods in economic analysis by utilizing the unrivaled calculation ability of the supercomputer, and verify their effectiveness and usefulness.
|
