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Neuro-Fuzzy Policy Approach of Economic Stabilization Policy

Research Project

Project/Area Number 17530230
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field Economic policy
Research InstitutionOsaka University of Economics

Principal Investigator

ITO Yukio  Osaka University of Economics, Information Management, Professor, 経営情報学部, 教授 (10141467)

Project Period (FY) 2005 – 2006
Project Status Completed (Fiscal Year 2006)
Budget Amount *help
¥1,200,000 (Direct Cost: ¥1,200,000)
Fiscal Year 2006: ¥500,000 (Direct Cost: ¥500,000)
Fiscal Year 2005: ¥700,000 (Direct Cost: ¥700,000)
KeywordsEconomic Stabilization Policy / Econometric Model / Fuzzy Control / Neural Network / Feedback Control Policy / Optimal Control Policy / Simulation / ファジィ制御 / フィーバック制御政策 / 最適安定化政策 / データベース政策 / ルールベース政策
Research Abstract

This research objective is to define Economic Stabilization Policy as Optimal Stabilization policy and Phillips-type Feedback Control policy, organize the dynamic structure and exercise the policy simulation. In facing difficulty of modeling by quantization for policy model, fuzzy control, neural network algorithm can be utilized by combining these two technologies for measuring the policy effects. This research pursues for the availability to use the existing statistical and econometric software for this policy approach. Having compared with these packages can be used for estimating the structural equations and policy simulations, but cannot be used for fuzzy control and neural network algorithm. MATLAB is only suitable package for fuzzy control policy, then also available for economic stabilization policy. In particular, it is understandable that the Phillips-PID-type control policy can be complemented by fuzzy control. Conventionally, stabilization policies have nonlinear constraints so that there is difficulty to control numerically., but it is a great contribution that this neuro-fuzzy approach enable to adopt nonlinear constraints, even policy language relations. Furthermore, for function of packages, it can be understandable that the programming language package is more easy and universal to use for formulation of policy setting. In the future assignment, there is some room to consider how effective the neuro-fuzzy policy approach can be changed by the kind of various econometric computations. There remains how effective this approach is for forecasting and controlling the large-scale economic and corporate systems by modeling using the actual data

Report

(3 results)
  • 2006 Annual Research Report   Final Research Report Summary
  • 2005 Annual Research Report
  • Research Products

    (11 results)

All 2007 2006

All Journal Article (11 results)

  • [Journal Article] 計量政策状態空間モデルの理論的基礎2007

    • Author(s)
      伊藤 幸雄
    • Journal Title

      大阪経大論集 58巻1号(印刷中)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] Theoretical Foundation of Econometric Policy State Space Models2007

    • Author(s)
      Yukio Ito
    • Journal Title

      Osaka Keidai Ronshu Vol.58, No.1(forthcoming)

    • NAID

      110009558532

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] 計量政策状態空間モデルの理論的基礎2007

    • Author(s)
      伊藤 幸雄
    • Journal Title

      大阪経大論集 56・1(掲載予定)

    • Related Report
      2006 Annual Research Report
  • [Journal Article] Neurofuzzy Protfolio Selection Policies in A Small National Assets Model of Japan2006

    • Author(s)
      Yukio Ito
    • Journal Title

      大阪経大論集 56巻5号

      Pages: 19-30

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] Control and Simulation for Securities Corporate Strategy under Macroeconomic and Financial Environment : Nomura Securities Corpration and Japanese Financial Market2006

    • Author(s)
      Yukio Ito
    • Journal Title

      Adavances in Decision Technology and Intelligent Information Systems, The International Institute for Advanced Studies in Systems Research and Cybernetics (edited by K.J. Engemann an G.E. Lasker) Volume VII

      Pages: 6-11

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] 計量政策状態空間モデルと政策可制御性2006

    • Author(s)
      伊藤 幸雄
    • Journal Title

      Research Program on Modeling, Forecasting and Control for Economics, Business and Finance, Department of Business Information, Osaka University of (edited by Yukio Ito) Series 1

      Pages: 1-50

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] Neurofuzzy Portfolio Selection policies in A Small national Assets Model of Japan2006

    • Author(s)
      Yukio Ito
    • Journal Title

      Osaka Keidai Ronshu Vol.56, No.5

      Pages: 19-30

    • NAID

      110009574509

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] Control and Simulation for Securities Corporate Strategy under Macroeconomic and Financial environment : Nomura Securities Corporation and Japanese Financial Market2006

    • Author(s)
      Yukio Ito
    • Journal Title

      Advances in Decision Technology and Intelligent Information Systems (edited K.J.Engemann, G.E.Lasker) (The International Institute for Advanced Studies in Systems Research and Cybernetics) Volume VII

      Pages: 9-11

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] Econometric Policy State Space Models and Policy Controllability2006

    • Author(s)
      Yukio Ito
    • Journal Title

      Research Program on Modeling, Forecasting and Control for Economics Business and Finance (Dept of Business Information, Osaka University of Economics) Series No.1

      Pages: 1-50

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] Control and Simulation for Securities Corporation Strategy under Macroeconomic and Financial Environment : Nomura Securities Corporation and Japanese Financial Market2006

    • Author(s)
      Yukio Ito
    • Journal Title

      Advance in Decision Technology and Intelligent Information Systems edited K.J Engemann and G.E.Lasker, The International Institute for Advanced Studies in Systems Research and Cybernetics Vol.VII

      Pages: 6-11

    • Related Report
      2006 Annual Research Report
  • [Journal Article] Neurofuzzy Portfolio Selection Policies in A Small National Assets Model of Japan2006

    • Author(s)
      YUKIO ITO
    • Journal Title

      大阪経大論集 56巻5号

      Pages: 19-30

    • NAID

      110009574509

    • Related Report
      2005 Annual Research Report

URL: 

Published: 2005-04-01   Modified: 2016-04-21  

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