研究課題/領域番号 |
22F30729
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配分区分 | 補助金 |
研究機関 | 東京大学 |
研究代表者 |
チン ユ 東京大学, 大学院新領域創成科学研究科, 教授 (00272394)
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研究分担者 |
JIANG WENHUA 東京大学, 新領域創成科学研究科, 外国人特別研究員
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研究期間 (年度) |
2022-07-27 – 2024-03-31
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キーワード | Foreign currency rate / Sino-US exchange rate / Japan-US exchange rate / Complex Systems |
研究実績の概要 |
In the first year, progress has been made in predicting exchange rate trends and gaining insights into the Japanese Yen. Complex system approaches were employed, analyzing key factors, developing models, and comparing historical events. The research aims to provide academic guidance for sustainable exchange rates between China and Japan. Factors influencing the Sino-US exchange rate were identified, and preliminary conclusions were drawn. Collaborations with institutions such as Asahi News Agency, Toyota company, and Mitsui Sumitomo Bank enriched the research. The second year will focus on refining modeling, collaborating with the host institution and lab co-researchers. Visits to Japanese bank departments and interaction with researchers will foster communication and collaboration.
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現在までの達成度 (区分) |
現在までの達成度 (区分)
2: おおむね順調に進展している
理由
In this first year, I have done my analysis using the comparative method. So far, I have completed the first part of my research and summarized all the factors that affect exchange rates. These factors, including "economic fundamentals," "deposit rate," "trade status," "investment liquidity," and "government policy," will be used in my future research. Since all of my research will be based on historical data and law, as well as literature survey, the current status and achievements of research have laid a solid foundation for progress in the next fiscal year.
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今後の研究の推進方策 |
This year, my research will focus building an exchange rate model that incorporates complex systems thinking to analyze the influence of the Sino-US exchange rate on China's economy. I will try to integrate important factors into the model. At the same time, I will cooperate with Japanese financial institutions to gain insights. Rigorous backtesting and scenario testing will ensure the validity of the model. The validated model can serve as a strategic tool for Chinese policymakers, providing a deeper understanding of the implications of the exchange rate. Dissemination will take place through journal publications and conference presentations. In essence, this research aims to clarify the complex dynamics of the Sino-US exchange rate on China's economy through an integrated, tested model.
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