| 研究課題/領域番号 |
17H07180
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| 研究機関 | 早稲田大学 |
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研究代表者 |
Quek Olivia 早稲田大学, 国際学術院(アジア太平洋研究センター), 助教 (60803517)
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| 研究期間 (年度) |
2017-08-25 – 2019-03-31
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| キーワード | Spatial economics / Trade / Arbitrage / Food security |
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| 研究実績の概要 |
In order to understand the factors which determine the comovement of rice prices within and across countries, we studied in great detail the political economy that governs the trade of rice in each individual nation. Next, we downloaded data on the prices and trade flows of rice within and across nations, and visualized the data to understand the overall patterns that are present. However, there is a lot of noise in the data that prevents us from finding any statistically significant relationship between the magnitude of price gaps and that of trade flows. When analyzing within country data, we also discovered many pairs of net trade flows that have a sign opposite to what we would expect. We are currently in the process of solving this problem using deep learning algorithms.
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| 現在までの達成度 (区分) |
現在までの達成度 (区分)
3: やや遅れている
理由
First, we found that there is a lot of noise in the data and that this prevents us from finding any statistically significant relationship between the magnitude of price gaps and that of trade flows. For example, when analyzing within country data, we discovered many pairs of trade flows that have a sign opposite to what we would expect. We are currently in the process of solving this problem using deep learning algorithms.
Second, I delivered a baby in December 2017 and was not able to proceed with my research as quickly as I envisioned during my maternity leave.
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| 今後の研究の推進方策 |
We are currently in the process of capturing the broad patterns in the data. Due to a high degree of statistical noise (such as misreporting and a lack of updates), statistical techniques have to be employed to make better sense of the data. Once we have achieved this purpose, we shall employ statistical methodologies such as Principal Component Analysis (PCA) and t-Distributed Stochastic Neighbor Embedding (t-SNE) techniques, to better understand the comovement of prices between trading partners.
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