Updated on 2026/03/10

写真a

 
TAKAYASU MISAKO
 
Organization
School of Computing Professor
Title
Professor
Profile

ビッグデータを利活用することによって,社会が直面している様々な問題を解決することが求められています.各種ビッグデータを融合的に利用し,先端的データ解析・多層時空間モデリング・大規模シミュレーション等によって,諸問題を科学的に解決することを目指す研究を行っています.

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News & Topics
  • 金融市場トレーダーの行動法則をボルツマン方程式で解明

    2018/04/04

    Languages: Japanese

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    長年謎だった金融市場と物理系のブラウン運動の類似性を明らかに トレーダーの行動のミクロ数理モデルを構築してボルツマン方程式を適用 金融市場の安定化などへの応用に期待

  • AIを活用した金融市場解析の共同研究講座を開設

    2018/04/03

    Languages: Japanese

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    株式会社三菱UFJ銀行(取締役頭取執行役員 三毛兼承)と国立大学法人 東京工業大学(学長 益一哉)は、今般、「MUFG AI金融市場解析共同研究講座」を開設いたしました。

  • The physics of finance helps solve a century-old mystery

    2018/04/03

    Languages: English

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    By unleashing the power of big data and statistical physics, researchers in Japan have developed a model that aids understanding of how and why financial Brownian motion arises.

  • 東工大に帝国データバンク社が共同研究講座を設置、ビッグデータ解析を用いた経営診断システムの開発を行う

    2014/11/14

    Languages: Japanese

  • 金融市場のゆらぎのメカニズムを物理学で解明

    2014/03/14

    Languages: Japanese

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    東京工業大学大学院総合理工学研究科知能システム科学専攻の高安美佐子准教授と由良嘉啓大学院生は,チューリッヒ工科大学のディディエ・ソネット教授、ソニーCSL シニアリサーチャー・明治大学客員教授の高安秀樹氏と共同で、ドル円市場の高頻度売買注文板データ(用語1)を分析し、取引価格の周囲の売買注文量の増減に特徴的な2重の層構造があることを発見した。具体的には、取引価格に近い内側の層が価格変動を駆動する揺動力となり、外側の層は変動を制動する散逸作用を持つことを明らかにした。さらに、アインシュタインが発見した揺動散逸関係(用語2)が非物質系でも成立していることを初めて実証した。

  • Financial systems: Molecular fluid markets

    2014/03/14

    Languages: English

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    The laws of mathematics and physics are often used to describe areas of complex statistics, such as the transactions in global financial markets. In particular, fractals - self-similar patterns that replicate the same detailed structures at many scales - can be used to help describe fluctuations in many different scenarios, including business transactions between millions of companies and the dynamics of internet traffic.Misako Takayasu, associate professor at the Tokyo Institute of Technology, has dedicated her career to modelling such complex systems. Now, Takayasu and her colleagues in Japan and Switzerland have developed a novel way of describing the dynamics of the order books of financial markets, by linking the transaction patterns to the random motion of particles in a fluid.

  • 企業間取引ネットワークの生成メカニズムを解明

    2012/04/16

    Languages: Japanese

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    【要点】○ 日本企業約100万社の取引関係データを解析し、統計的な特性を抽出○ 企業取引のネットワーク構造の形成メカニズムが明らかに

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Degree

  • Doctor of Science ( Kobe University )

Research Interests

  • business firms network

  • GPS data analysis

  • electric circuit model of human mobility

  • data analysis of social media

  • Intestinal microbiota

  • Multi-Scale Space-Time Modeling

  • Statistical Physics

  • Computational Physics

  • Fractal

  • Critical Phenomena

  • Non-Euilibium Statistical Physics

  • Network Science

  • Econophysics

  • Sociophysics

  • ビッグデータ数理科学

Research Areas

  • Life Science / Biophysics  / intestinal microbiota

  • Informatics / Web informatics and service informatics  / keywords analysis of SNS data

  • Natural Science / Applied mathematics and statistics  / complex systems

  • Natural Science / Mathematical physics and fundamental theory of condensed matter physics

  • Informatics / Statistical science

  • Informatics / Computational science

  • Social Infrastructure (Civil Engineering, Architecture, Disaster Prevention) / Social systems engineering

  • Social Infrastructure (Civil Engineering, Architecture, Disaster Prevention) / Safety engineering

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Education

  • Kobe University   Graduate School of Science and Technology

    1991.4 - 1993.3

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    Country: Japan

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  • Nagoya University   School of Science   Department of Physics

    1983.4 - 1987.3

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    Country: Japan

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Research History

  • Institute of Science Tokyo   Department of Computer Science, School of Computing   Professor

    2024.10

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    Country:Japan

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  • Tokyo Institute of Technology   School of Computing   Professor

    2023.4

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  • Tokyo Institute of Technology   Institute of Innovative Research   Professor/ Unit Leader

    2017.10 - 2023.3

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    Country:Japan

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  • Tokyo Institute of Technology   Institute of Innovative Research   Associate Professor

    2016.4 - 2017.9

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  • Tokyo Institute of Technology   Interdisciplinary Graduate School of Science and Engineering, Department of Computational Intelligence and Systems Science   Associate Professor

    2007.4 - 2016.3

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  • Tokyo Institute of Technology   Interdisciplinary Graduate School of Science and Engineering, Department of Computational Intelligence and Systems Science

    2004.4 - 2007.3

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  • FUTURE UNIVERSITY-HAKODATE   Department of Complex Systems   Associate Professor

    2000.4 - 2004.3

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  • Keio University   Faculty of Science and Technology

    1997.4 - 2000.3

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  • ボストン大学   物理学教室   客員研究員

    1996.4 - 1997.3

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  • Tohoku University   Graduate School of Information Sciences

    1993.4 - 1996.3

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Professional Memberships

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Committee Memberships

  • 国立研究開発邦人日本医療研究開発機構(AMED)   ムーンショット目標7 アドバイサー  

    2021.4   

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  • Nature publishing company, Scientific Reports   Editorial Board Member  

    2018.6   

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    Committee type:Other

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  • American Physical Society   Editorial Board Member of Physical Review Research  

    2025.10   

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    Committee type:Academic society

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  • CORDIS: HORIZON-MSCA-2021-SE-01   "Overcoming Multilevel INformation Overload(OMIO)", Partner  

    2023.1 - 2026.12   

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    Committee type:Academic society

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  • STATPHYS28   Steering Committee  

    2022.4 - 2023.8   

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    Committee type:Academic society

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  • COMPLEXIS2021, 2022; 6th,7th International Conference on Complexity   COMPLEXIS2021, 2022; 6th,7th International Conference on Complexity  

    2021.4 - 2022.4   

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    Committee type:Other

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  • 日本物理学会   領域11 領域代表  

    2020.4 - 2021.3   

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  • MDPI Open Access Journals; Entropy   Editorial Board  

    2019.7   

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    Committee type:Other

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  • 日本物理学会   領域11 領域副代表  

    2019.4 - 2020.3   

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    Committee type:Academic society

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  • Journal of Computational Social Science, Springer   Associate Editor  

    2017.7   

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    Committee type:Other

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  • 文部科学省   科学技術・学術審議会専門委員  

    2017.4 - 2019.3   

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    Committee type:Government

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  • 平成29年度「経済産業省データに基づく地域未来牽引企業調査事業」に伴って発足する委員会   地域未来牽引企業評価基準検討会委員  

    2017.4 - 2018.3   

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    Committee type:Other

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  • Asia-Pacific Econophysics Conference towards Super-Smart-Society 2016, The University of Tokyo   Organizer  

    2015.11 - 2016.8   

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    Committee type:Academic society

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  • 電子情報通信学会   複雑コミュニケーションサイエンス(CCS)研究専門委員会専門委員  

    2015.4 - 2023.6   

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    Committee type:Academic society

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  • 日本物理学会   男女共同参画委員会委員  

    2015.4 - 2019.3   

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    Committee type:Academic society

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  • 独立行政法人日本学術振興会   科学研究費委員会専門委員  

    2014.12 - 2015.11   

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    Committee type:Academic society

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  • 日本学術会議   連携会員(物理学/情報学)  

    2014.10 - 2026.9   

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    Committee type:Government

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  • 独立行政法人日本学術振興会   科学研究費委員会専門委員  

    2013.12 - 2014.11   

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    Committee type:Academic society

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  • International Conference on Noise and Fluctuations   International Advisory Committee  

    2013.4 - 2022.3   

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    Committee type:Academic society

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  • International Conference on Social Modeling and Simulation + Econophysics Colloquium 2014 (SMSEC2014), Kobe, Nichii-gakkan,   Organizer, (170 participant)  

    2012.11 - 2014.11   

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    Committee type:Academic society

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  • 独立行政法人日本学術振興会   科学研究費委員会専門委員  

    2011.12 - 2012.11   

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    Committee type:Government

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  •   CORDIS FP7-ICT FET Proactive: “Dynamics and Coevolution in Multi-Level Strategic Interaction Games", Advisary Board  

    2011.10 - 2015.7   

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    Committee type:Other

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  • 独立行政法人日本学術振興会   科学研究費委員会専門委員  

    2010.12 - 2011.11   

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    Committee type:Government

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  • 総務省   情報通信審議会専門委員  

    2009.7 - 2011.1   

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    Committee type:Government

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  • Applications of Physics in Financial Analysis7 &Tokyo tech - Hitotsubashi Interdisciplinary Conference, Tokyo Insutitute of Technology,   Organizer, (200 paricipant)  

    2008.3 - 2009.3   

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    Committee type:Academic society

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  • 独立行政法人日本学術振興会   先端科学(FoS)シンポジウム事業委員会 プランニング・グループ・メンバー(PGM)  

    2007.2 - 2008.1   

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    Committee type:Academic society

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Papers

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Books

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MISC

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Presentations

  • マウス糞便自動採取装置開発による腸内微生物叢の時系列動態解明の試み

    黒川李奈, 増岡弘晃, 高安伶奈, 高安伶奈, 増川理恵, 吉川優, 高安秀樹, 高安秀樹, ISLAM Tanzila, 高安美佐子, 須田亙

    日本実験動物学会総会講演要旨集(Web)  2025 

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    Event date: 2025

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  • 詳細時系列解析を用いた疾患発症に応答する腸内細菌叢変動パターンの検出

    増岡弘晃, 黒川李奈, RAVENEY Ben JE, RAVENEY Ben JE, 竹脇大貴, 竹脇大貴, 高安伶奈, 増川理恵, 増川理恵, 吉川優, ISLAM Tanzila, 高安秀樹, 高安秀樹, 高安美佐子, 須田亙

    日本実験動物学会総会講演要旨集(Web)  2025 

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    Event date: 2025

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  • A chain bankruptcy model that takes into account the attenuation of the impact of a business partner’s bankruptcy: II

    長山慧, 尾崎順一, 高安秀樹, 高安美佐子

    日本物理学会講演概要集(CD-ROM)  2024 

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    Event date: 2024

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  • Reproduction of statistical laws of gut microbiome dynamics by multiplicative stochastic model

    増川理恵, 高安秀樹, 高安伶奈, 須田亙, 高安美佐子

    日本数理生物学会年会(Web)  2024 

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  • Opinion Change Towards COVID-19 Vaccine on Japanese Twitter: Dynamic Community Detection and Opinion Mixture Analysis

    WU Qianyun, 佐野幸恵, 高安秀樹, 高安秀樹, HAVLIN Shlomo, 高安美佐子

    人工知能学会全国大会論文集(Web)  2024 

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  • Reproduction of statistical properties of gut microbiome dynamics by multiplicative stochastic processes

    増川理恵, 高安秀樹, 高安秀樹, 高安伶奈, 須田亙, 高安美佐子

    日本物理学会講演概要集(CD-ROM)  2024 

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  • EAEモデルにおける時系列腸内細菌叢解析が拓く新たな可能性

    増岡弘晃, 黒川李奈, RAVENEY Ben JE, 竹脇大貴, 高安伶奈, 増川理恵, 吉川優, ISLAM Tanzila, 高安秀樹, 高安美佐子, 須田亙

    日本分子生物学会年会プログラム・要旨集(Web)  2024 

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  • The Influence of Communities on Twitter User’s Opinion Change Towards Vaccine

    WU Qianyun, 佐野幸恵, 高安秀樹, 高安秀樹, HAVLIN Shlomo, 高安美佐子

    電子情報通信学会大会講演論文集(CD-ROM)  2024 

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  • An integrated model of inter-firm trading networks that satisfies all major empirical laws

    尾崎順一, VIEGAS Eduardo, 高安秀樹, 高安秀樹, 高安美佐子

    人工知能学会全国大会論文集(Web)  2024 

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  • Chaotic behavior in gravity interaction model

    小池元, 高安秀樹, 高安秀樹, 高安美佐子

    日本物理学会講演概要集(CD-ROM)  2024 

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  • The prediction of rapid growth firm with machine learning using financial data and transaction data of Japanese firm

    小宮山巧, 高安秀樹, 高安美佐子

    日本物理学会講演概要集(CD-ROM)  2024 

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  • Constructing a product-specific sales forecast model using sales data of home appliances

    安東大輔, 高安秀樹, 高安美佐子

    日本物理学会講演概要集(CD-ROM)  2024 

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  • 時間・空間から見る腸内細菌のダイナミクスと宿主との関連

    高安伶奈, 高安伶奈, 黒川李奈, NTEKA Ioannis, 増川理恵, 増岡宏晃, 高安秀樹, DEVLAMINCK Iwijn, 高安美佐子, 須田亙

    日本分子生物学会年会プログラム・要旨集(Web)  2024 

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  • 腸内細菌叢変動実データに基づく数理モデル化の試み

    増川理恵, 高安秀樹, 高安伶奈, 高安伶奈, 増岡弘晃, 黒川李奈, 須田亙, 高安美佐子

    日本微生物生態学会大会(Web)  2024 

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  • Statistical analysis of cryptocurrency market data and building predictive models using machine learning

    NA Kang, 高安秀樹, 高安美佐子

    日本物理学会講演概要集(CD-ROM)  2024 

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  • A stochastic spatiotemporal growth model reproducing static and dynamic statistical laws of gut microbiome

    増川理恵, 高安秀樹, 高安伶奈, 須田亙, 高安美佐子

    日本物理学会講演概要集(CD-ROM)  2024 

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  • Characteristics of Emotional Dynamics During 3.11 Tohoku Earthquake in Twitter

    WU Qianyun, WANG Fan, SELA Alon, LEVY Orr, 高安秀樹, HAVLIN Shlomo, 高安美佐子

    日本物理学会講演概要集(CD-ROM)  2024 

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  • Chaotic behavior in the gravity interaction model: II

    小池元, 高安秀樹, 高安美佐子

    日本物理学会講演概要集(CD-ROM)  2024 

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  • An agent-based model to replicate the empirical laws of hashtag occurrence frequency: II

    JIANG Jiwei J., 山田健太, 高安秀樹, 高安美佐子

    日本物理学会講演概要集(CD-ROM)  2024 

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  • Analysis of the Relationship Between Traders’ Order Behavior and Changes in the Order Book

    伊藤史紘, 高安秀樹, 高安美佐子

    日本物理学会講演概要集(CD-ROM)  2024 

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  • 20pBU-3 Application of First-Passage Time Theory to Replicate Cancellation Orders in Foreign Currency Market

    Boilard Jean-Francois, Takayasu Hideki, Takayasu Misako

    Meeting Abstracts of the Physical Society of Japan  2016  The Physical Society of Japan

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    Event date: 2016

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  • Method for transforming a complex network focusing on the inequality of nonlinear flows

    2015.8 

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    Event date: 2015.8

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  • Number Fluctuation of Word Appearances in Social Media

    2015 

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    Event date: 2015

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  • 9aAP-11 Valuation of stress test with gravitational interaction model about firms' network

    Yougai Aiki, Tamura Kotaro, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2014.8  The Physical Society of Japan (JPS)

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    Event date: 2014.8

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  • 9aAP-9 Correlation in growth rates of companies in inter-firm network structure

    Kurihara Mizuki, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2014.8  The Physical Society of Japan (JPS)

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  • 9aAP-10 Statistical properties observed in Japanese Inter-firm Investment network

    Matsuzaki Masashi, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2014.8  The Physical Society of Japan (JPS)

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  • 9aAP-14 Generalization of main-stream extraction method and its application to an inter-firm trading network

    Tamura Koutarou, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2014.8  The Physical Society of Japan (JPS)

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    Event date: 2014.8

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  • 9aAP-12 Analysis of chain bankruptcies on multiplex Japanese Inter-firm Networks

    Goto Hayato, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2014.8  The Physical Society of Japan (JPS)

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  • 9aAP-13 Survival analysis for nodes in percolation transition of an inter-firm network

    Kawamoto Hirokazu, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2014.8  The Physical Society of Japan (JPS)

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  • 8aAR-4 Estimation of the number of regular customers using POS data in convenience stores

    Fukunaga Gaku, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2014.8  The Physical Society of Japan (JPS)

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    Event date: 2014.8

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  • 8aAR-6 Change-Point Detection of Time-series Data in the Blogosphere

    Sato Kazuya, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2014.8  The Physical Society of Japan (JPS)

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    Event date: 2014.8

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  • 9aAP-3 Interaction of Currency Strength in the market

    Uehara Masahiro, Takayasu Misako, Takayasu Hideki

    Meeting abstracts of the Physical Society of Japan  2014.8  The Physical Society of Japan (JPS)

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    Event date: 2014.8

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  • 9aAP-2 Analyzing correlation of exchange markets using PUCK-MODEL

    Omine Takuro, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2014.8  The Physical Society of Japan (JPS)

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    Event date: 2014.8

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  • 28pAD-2 Quantifying social mood from social media

    Sano Yukie, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2014.3  The Physical Society of Japan (JPS)

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    Event date: 2014.3

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  • 28pAD-5 The relation between an exponent of preferential attachment and that of degree distribution in complex network

    Miura Wataru, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2014.3  The Physical Society of Japan (JPS)

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    Event date: 2014.3

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  • 28pAD-11 Analysis and modeling of the order book in the financial markets

    Yamada Kenta, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2014.3  The Physical Society of Japan (JPS)

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    Event date: 2014.3

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  • 28pAD-12 The mathematical description of driving force and dissipation force in the foreign exchange market

    Yura Y., Takayasu H., Takayasu M.

    Meeting abstracts of the Physical Society of Japan  2014.3  The Physical Society of Japan (JPS)

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    Event date: 2014.3

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  • 28pAD-3 Finite size scaling in percolation phase transition in inter-firm trading networks

    Kawamoto Hirokazu, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2014.3  The Physical Society of Japan (JPS)

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    Event date: 2014.3

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  • Statistical analysis and modeling of POS data in convenience stores

    Yamazaki Wataru, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2013.8  The Physical Society of Japan (JPS)

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    Event date: 2013.8

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  • Statistics of distance distribution on Japanese inter-firm network

    Matsuzaki M., Tamura K., Takayasu H., Takayasu M.

    Meeting abstracts of the Physical Society of Japan  2013.8  The Physical Society of Japan (JPS)

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  • Interaction of order book information in the foreign exchange market

    Yura Yoshihiro, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2013.8  The Physical Society of Japan (JPS)

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  • Interaction of currencies in the foreign exchange market

    Uehara Masahiro, Yura Yoshihiro, Takayasu Misako, Takayasu Hideki

    Meeting abstracts of the Physical Society of Japan  2013.8  The Physical Society of Japan (JPS)

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  • 「Single particle picture of nonlinear transport on an inter firm network」

    Tamura Koutarou, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2013.8  The Physical Society of Japan (JPS)

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  • Construction of Analysis and Evaluation Methods of Time-series Data in the Blogosphere

    Sato K., Yamada K., Takayasu H., Takayasu M.

    Meeting abstracts of the Physical Society of Japan  2013.8  The Physical Society of Japan (JPS)

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  • 「Statistics of growth process in Japanese inter-firm network structure」

    Kurihara Mizuki, Tamura Koutarou, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2013.8  The Physical Society of Japan (JPS)

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  • Phase transition observed on the business firm network model

    Miura Wataru, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2013.8  The Physical Society of Japan (JPS)

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  • Percolation process with the geographical distance in Japanese inter-firm trading network

    Kawamoto Hirokazu, Tamura Koutarou, Miura Wataru, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2013.8  The Physical Society of Japan (JPS)

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  • Empirical analysis of rumor diffusion during the 3.11 Earthquake

    Sano Yukie, Yamada Kenta, Watanabe Hayafumi, Miura Wataru, Sato Kazuya, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2013.8  The Physical Society of Japan (JPS)

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  • Understanding power-law growth and relaxation of human behaviors

    Yamada Kenta, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2013.8  The Physical Society of Japan (JPS)

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  • 26aXZD-3 Scalings between mean and variance of Poisson processes with time-varying shared parameters

    Watanabe H., Sano Y., Takayasu H., Takayasu M.

    Meeting abstracts of the Physical Society of Japan  2013.3  The Physical Society of Japan (JPS)

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  • 28pXR-2 Percolation transition of inter-firm trading network and mean field approximation

    Kawamoto Hirokazu, Tamura Koutarou, Miura Wataru, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2013.3  The Physical Society of Japan (JPS)

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  • 29pXM-1 On structural dependence of phase transition observed in nonlinear transport on an inter-firm network

    Tamura Koutarou, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2013.3  The Physical Society of Japan (JPS)

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  • 29pXX-2 Analysis of triangular arbitrage in the Foreign Exchange Market

    Yamada Kenta, Ito Takatoshi, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2013.3  The Physical Society of Japan (JPS)

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  • 26aXZD-1 Simulation and Mathematical Analysis of Boom Dynamics in the Blog Posting Model

    Sato K., Yamada K., Takayasu H., Takayasu M.

    Meeting abstracts of the Physical Society of Japan  2013.3  The Physical Society of Japan (JPS)

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  • Analysis and Modeling of a Business Transaction Network

    TAKAYASU Misako, MIURA Wataru, TAMURA Koutarou

    Systems, control and information  2012.10  Institute of Systems, Control and Information Engineers

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  • Dynamics of Social Networks Observed in a Big Blog Date Base(<Special Issue>Perspectives in Socio-Econo-Physics -Network Structures and Functions of Socio-Economic Systems) Invited

    YAMADA Kenta, SANO Yukie, TAKAYASU Hideki, TAKAYASU Misako

    Systems, control and information  2012.10  システム制御情報学会

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  • 20pAE-5 Fluctuation-Dissipation Theorem in Foreign Exchange Market

    Yura Yoshihiro, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2012.8  The Physical Society of Japan (JPS)

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  • 20pAE-11 Percolation transition of the business firm network

    Kawamoto Hirokazu, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2012.8  The Physical Society of Japan (JPS)

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  • 20pAE-12 Firm categorization using financial statistics of one million Japanese firms

    Kasahara Akihiro, Goto Hayato, Kitajima Satoshi, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2012.8  The Physical Society of Japan (JPS)

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  • 20aAE-2 The sol-gel transition on the business firm network

    Miura Wataru, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2012.8  The Physical Society of Japan (JPS)

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  • 20pAE-1 Hierarchical structure and feedback effects in a financial market

    Yamada Kenta, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2012.8  The Physical Society of Japan (JPS)

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  • 21pAE-8 Locally stationary properties of fluctuations of words written in Japanese blogs and the random diffusion model

    Watanabe H., Sano Y., Takayasu H., Takayasu M.

    Meeting abstracts of the Physical Society of Japan  2012.8  The Physical Society of Japan (JPS)

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  • 18pAE-1 Money transport in a huge inter-firm network and analytical evaluation of the diffusiveness and transition point

    Tamura Koutarou, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2012.8  The Physical Society of Japan (JPS)

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  • 21pAE-9 Mathematical Analysis of Boom Dynamics in the Blog Posting Model

    Sato K., Yamada K., Takayasu H., Takayasu M.

    Meeting abstracts of the Physical Society of Japan  2012.8  The Physical Society of Japan (JPS)

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  • AT-3-1 Empirical Laws in Human Society Observed from Big Data

    Takayasu Misako

    Proceedings of the IEICE General Conference  2012.3  The Institute of Electronics, Information and Communication Engineers

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  • AT-3-3 Analyzing and Modeling of Boom Construction by Using Huge Blog Data

    Yamada Kenta, Sano Yukie, Takayasu Hideki, Takayasu Misako

    Proceedings of the IEICE General Conference  2012.3  一般社団法人電子情報通信学会

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  • AT-3-2 STATISTICAL PROPERTIES OF NUMBER FLUCTUATIONS OBSERVED IN BLOGOSPHERE

    Sano Yukie, Yamada Kenta, Takayasu Hideki, Takayasu Misako

    Proceedings of the IEICE General Conference  2012.3  The Institute of Electronics, Information and Communication Engineers

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  • 25aAE-8 The cluster analysis of the business firm network considering two links structure

    Miura Wataru, Goto Hayato, Kitajima Satoshi, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2012.3  The Physical Society of Japan (JPS)

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  • 25aAE-2 Replication of non-trivial directional motion in multi-scales observed by the runs test

    Yura Yoshihiro, Ohnishi Takaaki, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2012.3  The Physical Society of Japan (JPS)

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  • 26pBG-1 Allometric Scaling among sales, employees and degrees of Japanese firms

    Watanabe H., Takayasu H., Takayasu M.

    Meeting abstracts of the Physical Society of Japan  2012.3  The Physical Society of Japan (JPS)

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  • 26pBG-3 Estimation of number of potential words by using Zipf's law and Heaps' law

    Sano Yukie, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2012.3  The Physical Society of Japan (JPS)

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  • 27pBD-8 Analysis of the aggregation process on gravity interaction model

    Tamura Kotaro, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2012.3  The Physical Society of Japan (JPS)

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  • 22pGU-11 Application of PUCK model to financial risk control

    Kominami Shotaro, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2011.8  The Physical Society of Japan (JPS)

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  • 22pGA-11 The aggregation phenomenon of nodes on the probabilistic growth model of complex network

    Miura Wataru, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2011.8  The Physical Society of Japan (JPS)

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  • 23pEC-3 Transport phenomenon on weighted complex network and Zipf's law

    Watanabe H., Takayasu H., Takayasu M.

    Meeting abstracts of the Physical Society of Japan  2011.8  The Physical Society of Japan (JPS)

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  • 23pEC-4 Growth-rate distribution by Gravity Interaction Model and time evolution of the InteiTirm network

    Tamura Kotaro, Takayasu Misako, Takayasu Hideki

    Meeting abstracts of the Physical Society of Japan  2011.8  The Physical Society of Japan (JPS)

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  • 23pEC-2 PageRank for characterizing growth possibility in Japanese inter-firm network

    Ohnishi Takaaki, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2011.8  The Physical Society of Japan (JPS)

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  • 22aGU-10 Evolution of word network in twitter

    Sano Yukie, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2011.8  The Physical Society of Japan (JPS)

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  • 22aGU-8 Statistical analysis and modeling of huge blog data

    Yamada K., Sano Y., Takayasu H., Takayasu M.

    Meeting abstracts of the Physical Society of Japan  2011.8  The Physical Society of Japan (JPS)

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  • 22aGU-13 Optimal estimation of buy-in number of goods in convienience stores applying temperature dependence of consumer demand

    Yamazaki Wataru, Goto Yukio, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2011.8  The Physical Society of Japan (JPS)

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  • 22aGU-15 Runs test for price fluctuations in foreign exchange market

    Ohnishi Takaaki, Takayasu Hideki, Ito Takatoshi, Hashimoto Yuko, Watanabe Tsutomu, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2011.8  The Physical Society of Japan (JPS)

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  • 22pGU-2 How to estimate the currency basket to minimize the risk of fluctuation

    Deguchi Tsuyoshi, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2011.8  The Physical Society of Japan (JPS)

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  • 22aGU-5 Estimation of PUCK parameters using Particle Filter Method

    Yura Yoshihiro, Takayasu Hideki, Nakamura Kazuyuki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2011.8  The Physical Society of Japan (JPS)

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  • Critical fluctuations observed in collective human behaviors

    Misako Takayasu

    2011 21st International Conference on Noise and Fluctuations  2011.6  IEEE

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    By analyzing order-book data of the foreign exchange market, Empirical facts of real market fluctuations are summarized. Then, we introduce numerical experiments using an artificial market model consisted of algorithmic dealers. Finally, we show that a generalized Langevin equation nearly the critical point is a promising theoretical model which can describe not only microscopic market properties but also macroscopic human behaviors typically observed in the period of hyper-inflation. The origins of both long-tailed distribution of price fluctuations and the dynamical motions of bubbles and crashes will be discussed from the viewpoint of physics.

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  • 27pTD-1 Analyses of human purchase behaviors in retail

    UENO Hiromichi, WATANABE Tsutomu, TAKAYASU Misako

    Meeting abstracts of the Physical Society of Japan  2011.3  The Physical Society of Japan (JPS)

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  • 26pTD-4 Derivation of ARCH model from stochastic dealer model focused on dealer's spread

    Yamada K., Redner Sidney, Takayasu H., Takayasu M.

    Meeting abstracts of the Physical Society of Japan  2011.3  The Physical Society of Japan (JPS)

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  • 26pTD-5 Quantitative Analysis of Divergence Phenomena in Blogosphere

    Sano Yukie, Yamada Kenta, Watanabe Hayafumi, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2011.3  The Physical Society of Japan (JPS)

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  • 26pTD-3 The probabilistic model of chain bankruptcy and percolation phase transition of the business relationship network II

    Miura Wataru, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2011.3  The Physical Society of Japan (JPS)

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  • 27pTD-3 Estimation of power law exponent by the characteristic function

    Takayasu Misako, Oya Yoshito, Takayasu Hideki

    Meeting abstracts of the Physical Society of Japan  2011.3  The Physical Society of Japan (JPS)

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  • 27pTD-2 Optimal sales strategy considering temperature dependence using high frequency POS data

    Goto Yukio, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2011.3  The Physical Society of Japan (JPS)

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  • 22pGU-1 Dynamical Model of Multi-Currency Market

    Minami Ryoji, Aihara Kazuyuki, Takayasu Hideki, Takayasu Misako

    Meeting Abstracts of the Physical Society of Japan  2011  The Physical Society of Japan (JPS)

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  • PageRank of Japanese inter-firm network

    2010.12 

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    Other Link: http://id.nii.ac.jp/1001/00071529/

  • 24pTD-5 A universal law between temperature and purchase behavior of consumer observed by high frequency point of sale data

    Goto Yukio, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2010.8  The Physical Society of Japan (JPS)

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  • 25pTH-4 The probabilistic model of chain bankruptcy and percolation phase transition of the business relationship network

    Miura Wataru, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2010.8  The Physical Society of Japan (JPS)

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  • 24pTD-12 Introducing effect of losecut and losslimit in the dealer model

    Matsunaga Kenta, Yamada Kenta, Takayasu Misako, Takayasu Hideki

    Meeting abstracts of the Physical Society of Japan  2010.8  The Physical Society of Japan (JPS)

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  • 24pTD-6 Statistical analyses of time series of volume of sales in retail and modeling

    UENO Hiromichi, WATANABE Tsutomu, TAKAYASU Misako

    Meeting abstracts of the Physical Society of Japan  2010.8  The Physical Society of Japan (JPS)

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  • 24pTD-13 Analysis of Multiple Markets Tie Based on Dealer Model

    Minami Ryoji, Yamada Kenta, Aihara Kazuyuki, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2010.8  The Physical Society of Japan (JPS)

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  • 24pTD-11 Estimation of option price by PUCK model III

    Kominami Shotaro, Takayasu Misako, Takayasu Hideki

    Meeting abstracts of the Physical Society of Japan  2010.8  The Physical Society of Japan (JPS)

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  • 24pTD-3 Statistical properties of financial information and the interaction between firms

    Watanabe H., Takayasu H., Takayasu M.

    Meeting abstracts of the Physical Society of Japan  2010.8  The Physical Society of Japan (JPS)

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  • 21aEL-5 The relationship between price change and demand and supply in order book data of foreign exchange market

    Yamada K., Takayasu H., Takayasu M.

    Meeting abstracts of the Physical Society of Japan  2010.3  The Physical Society of Japan (JPS)

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  • 21pEL-2 Percolation and criticality in inter-firm networks II

    Ohnishi Takaaki, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2010.3  The Physical Society of Japan (JPS)

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  • 21aEL-7 Market stability control by PUCK-model

    Takayasu Misako, Yamada Kenta, Takayasu Hideki

    Meeting abstracts of the Physical Society of Japan  2010.3  The Physical Society of Japan (JPS)

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  • 21pEL-5 Statistical properties of financial information of aggregated firms

    Watanabe H., Takayasu H., Takayasu M.

    Meeting abstracts of the Physical Society of Japan  2010.3  The Physical Society of Japan (JPS)

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  • 21pEL-1 Analysis of link structure about the transaction network of one million Japanese companies

    Miura Wataru, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2010.3  The Physical Society of Japan (JPS)

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  • 21pEL-13 Number Fluctuation of Blog Entries Focus on Hot Words

    Sano Yukie, Yamada Kenta, Takayasu Hideki, Kaski Kimmo, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2010.3  The Physical Society of Japan (JPS)

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  • 21aEL-6 Measuring the impact of external shocks in the foreign exchange market by using PUCK analysis

    Watanabe K., Takayasu H., Takayasu M.

    Meeting abstracts of the Physical Society of Japan  2010.3  The Physical Society of Japan (JPS)

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  • 21aEL-8 Estimation of option prices by PUCK model II

    Takayasu Hideki, Nakai Takanobu, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2010.3  The Physical Society of Japan (JPS)

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  • 企業間取引に基づいたネットワーク成長モデルの構築(経済物理学とその周辺,統計数理研究所研究会共同研究集会,経済物理学2009-ミクロとマクロの架け橋-,京都大学基礎物理学研究所2009年度前期研究会,研究会報告)

    三浦 航, 渡邊 隼史, 水野 貴之, 高安 秀樹, 高安 美佐子

    物性研究  2010.2  物性研究刊行会

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    Event date: 2010.2

    Language:Japanese  

    この論文は国立情報学研究所の電子図書館事業により電子化されました。
    ポスターセッション

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  • 企業間取引に基づいたネットワーク成長モデルの構築

    三浦航, 渡邊隼史, 水野貴之, 高安秀樹, 高安美佐子

    素粒子論研究  2009.12 

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  • 企業間取引に基づいたネットワーク成長モデルの構築(経済物理学とその周辺,統計数理研究所研究会共同研究集会,経済物理学2009-ミクロとマクロの架け橋-,京都大学基礎物理学研究所2009年度前期研究会,研究会報告)

    三浦 航, 渡邊 隼史, 水野 貴之, 高安 秀樹, 高安 美佐子

    素粒子論研究  2009.12  素粒子論グループ 素粒子論研究編集部

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  • 27aQK-8 Modeling of the board information in the exchange market

    Bito Naoki, Yamada Kenta, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2009.8  The Physical Society of Japan (JPS)

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  • 27aQK-4 Statistical studies on interrelationships of financial indicators of Japanese firms

    Watanabe H., Takayasu H., Takayasu M.

    Meeting abstracts of the Physical Society of Japan  2009.8  The Physical Society of Japan (JPS)

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  • 27aQK-9 Clarifying the relationship between the loss limit effect and financial market collapse

    Yamada K., Takayasu H., Takayasu M.

    Meeting abstracts of the Physical Society of Japan  2009.8  The Physical Society of Japan (JPS)

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  • 27aQK-3 Statistical properties of company network growth models with the effect of finite mean life time

    Miura Wataru, Mizuno Takayuki, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2009.8  The Physical Society of Japan (JPS)

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  • 25aQD-1 Number Fluctuation of Blog Entries Focus on Hot Words

    Sano Yukie, Yamada Kenta, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2009.8  The Physical Society of Japan (JPS)

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  • 25aQK-7 Percolation and criticality in inter-firm networks

    Ohnishi Takaaki, Sameshima Shinjiro, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2009.8  The Physical Society of Japan (JPS)

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  • A-2-40 RANDOM WALKS ON INTER-FIRM NETWORK

    Ohnishi Takaaki, Takayasu Hideki, Takayasu Misako

    Proceedings of the IEICE General Conference  2009.3  The Institute of Electronics, Information and Communication Engineers

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    Event date: 2009.3

    Language:Japanese  

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  • 30aTB-8 Statistical properties of inter-firm networks

    Ohnishi Takaaki, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2009.3  The Physical Society of Japan (JPS)

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    Language:Japanese  

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  • 27aRC-2 Modeling Statistical Properties of Human Blogging

    Sano Yukie, Yamada Kenta, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2009.3  The Physical Society of Japan (JPS)

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  • 29pRC-6 Statistical analyses of time series of volume of sales in retail

    UENO Hiromichi, WATANABE Tsutomu, TAKAYASU Misako

    Meeting abstracts of the Physical Society of Japan  2009.3  The Physical Society of Japan (JPS)

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  • 29pRC-12 Analogies between transaction process in financial market and catalytic reaction

    Yamada K., Takayasu H., Takayasu M.

    Meeting abstracts of the Physical Society of Japan  2009.3  The Physical Society of Japan (JPS)

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  • 30aTB-9 Percolation phase transition observed in Japanese company network

    TAKAYASU Misako, Sameshima Shinjiro, Ohnishi Takaaki, Takayasu Hideki

    Meeting abstracts of the Physical Society of Japan  2009.3  The Physical Society of Japan (JPS)

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  • 30pRC-4 The system consisists of N independ random multiplicative processes and application to firm statitstics

    Watanabe H., Takayasu H., Takayasu M.

    Meeting abstracts of the Physical Society of Japan  2009.3  The Physical Society of Japan (JPS)

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  • 23aVA-1 ポテンシャルモデルを用いた為替時系列の統計性の再現(23aVA 経済物理学(シミュレーション・金融市場),領域11(統計力学,物性基礎論,応用数学,力学,流体物理))

    渡辺 広太, 高安 秀樹, 高安 美佐子, 水野 貴之

    日本物理学会講演概要集  2008.8  社団法人日本物理学会

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  • 23pVB-9 Statistical property of number fluctuations observed in internet blog keywords

    Sano Yukie, Yamada Kenta, Watanabe Kota, Mizuno Takayuki, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2008.8  The Physical Society of Japan (JPS)

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  • 23pVA-4 Estimation of the best sales strategy based on real market data of numbers of sold and disposed items

    TAKAYASU Misako, Araki Ko

    Meeting abstracts of the Physical Society of Japan  2008.8  The Physical Society of Japan (JPS)

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  • 23aVA-3 Random transport model in scale free network

    Ohya Yoshito, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2008.8  The Physical Society of Japan (JPS)

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  • 23aVA-10 Renormalization Group Theory for Dealer Model

    Yamada K., Takayasu H., Takayasu M.

    Meeting abstracts of the Physical Society of Japan  2008.8  The Physical Society of Japan (JPS)

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  • 23pVA-11 Characterization of nodes and flows in very large inter-firm networks

    Ohnishi Takaaki, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2008.8  The Physical Society of Japan (JPS)

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  • 26aWG-6 Financial markets viewed as Langevin systems with time dependent viscosity

    Takayasu Misako, Watanabe Kota, Takayasu Hideki

    Meeting abstracts of the Physical Society of Japan  2008.2  The Physical Society of Japan (JPS)

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    Event date: 2008.2

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  • 26aWG-8 Statistical property of relation between volume of sales and price in retail

    UENO Hiromichi, WATANABE Tsutomu, TAKAYASU Misako

    Meeting abstracts of the Physical Society of Japan  2008.2  The Physical Society of Japan (JPS)

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  • 26pWG-2 Statistical property of words in high frequency data set on web

    Sano Yukie, Yamada Kenta, Watanabe Kota, Mizuno Takayuki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2008.2  The Physical Society of Japan (JPS)

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  • 26pWG-4 Network motifs in inter-firm networks

    Ohnishi Takaaki, Ikeda Yuichi, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2008.2  The Physical Society of Japan (JPS)

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  • 22aTL-4 Analysis of network structure of Japanese companies

    Sameshima Shinjiro, Ohnishi Takaaki, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2007.8  The Physical Society of Japan (JPS)

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  • 22pTL-7 Analysis of receipts in a convenience store chain

    Mizuno T, Toriyama M, Terano T, Takayasu M

    Meeting abstracts of the Physical Society of Japan  2007.8  The Physical Society of Japan (JPS)

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  • コンビニのレートデータを用いた解析

    水野貴之, 鳥山正博, 寺野隆雄, 高安美佐子

    日本物理学会講演概要集  2007.8 

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  • 22pTL-8 Statistical property of retail sales in POS data set

    UENO Hiromichi, WATANABE Tsutomu, TAKAYASU Misako

    Meeting abstracts of the Physical Society of Japan  2007.8  The Physical Society of Japan (JPS)

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  • 22aTL-1 Statistical property of parallelized random multiplicative process

    Watanabe H., Takayasu H., Takayasu M.

    Meeting abstracts of the Physical Society of Japan  2007.8  The Physical Society of Japan (JPS)

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  • 22pTL-3 The property of the nonlinear potential model

    Watanabe Kota, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2007.8  The Physical Society of Japan (JPS)

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  • 22pTL-5 Theoretical Analysis for Stochastic Dealer Models

    Yamada Kenta, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2007.8  The Physical Society of Japan (JPS)

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  • 株価変動と需給バランスの相関

    内藤悟史, 水野貴之, 高安秀樹, 高安美佐子, 中野徹

    2007年日本物理学会春期大会第2分冊  2007.3 

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  • 20pWA-7 Exact Solution of the St. Petersberg Paradox

    Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2007.2  The Physical Society of Japan (JPS)

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  • 20pWA-6 Application of the potential model to the bubbles or the inflations

    Watanabe Kota, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2007.2  The Physical Society of Japan (JPS)

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  • 20pWA-1 Correlation of stock prices and supply-demand balance

    Naito S, Mizuno T, Takayasu H, Takayasu M, Nakano T

    Meeting abstracts of the Physical Society of Japan  2007.2  The Physical Society of Japan (JPS)

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  • 20pWA-8 Nonstationarity in the Foreign Exchange Market

    Ohnishi Takaaki, Takayasu Hideki, Ito Takatoshi, Hashimoto Yuko, Watanabe Tsutomu, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2007.2  The Physical Society of Japan (JPS)

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  • 20pWA-9 Statistical property of price in high frequency POS data set

    UENO Hiromichi, WATANABE Tsutomu, TAKAYASU Misako

    Meeting abstracts of the Physical Society of Japan  2007.2  The Physical Society of Japan (JPS)

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  • 20pWA-5 Application of non-colliding Brownian particles with threshold dynamics to the market properties

    Yamada Kenta, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2007.2  The Physical Society of Japan (JPS)

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  • 23pXE-3 Clarify the causality between dealers' dynamics and potential of time series

    Yamada Kenta, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2006.8  The Physical Society of Japan (JPS)

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  • 23pXE-6 Time's arrow of rate fluctuations in a foreign exchange market

    Mizuno Takayuki, Takayasu Hideki, Mizuno Misako

    Meeting abstracts of the Physical Society of Japan  2006.8  The Physical Society of Japan (JPS)

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  • 23pXE-5 Relationship between a market potential and a market order book

    Mizuno Takayuki, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2006.8  The Physical Society of Japan (JPS)

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  • 24aXE-12 Potentials of unbalanced complex kinetics (PUCK) analysis of heart rate

    Mizuno Takayuki, Takayasu Hideki, Maehara Junichi, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2006.8  The Physical Society of Japan (JPS)

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  • 23pXE-1 Analysis of Japanese Bank's merger network

    Ueno Hiromichi, Mizuno Takayuki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2006.8  The Physical Society of Japan (JPS)

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  • 23pXE-4 Estimation using Potential Model on Market Price

    Okamoto Naoaki, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2006.8  The Physical Society of Japan (JPS)

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  • 23pXE-7 Demand-and-supply imbalance and price changes in yen dollar exchange market

    Ohnishi Takaaki, Takayasu Hideki, Ito Takatoshi, Hashimoto Yuko, Watanabe Tsutomu, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2006.8  The Physical Society of Japan (JPS)

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  • 23pXE-2 Extracting the exponential behaviors in the market data

    Watanabe Kota, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2006.8  The Physical Society of Japan (JPS)

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  • 外国為替レートに潜む時間の矢

    Mizuno, Takayuki, Takayasu, Hideki, Takayasu, Misako

    2006.7 

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  • 外国為替レートに潜む時間の矢(経済物理学II-社会・経済への物理学的アプローチ-,京都大学基礎物理学研究所2005年度後期研究会)

    水野 貴之, 高安 秀樹, 高安 美佐子

    素粒子論研究  2006.5  素粒子論グループ 素粒子研究編集部

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    Event date: 2006.5

    Language:Japanese  

    金融市場での価格の動きは、時間反転させても統計性は変わらないと仮定されることがあるが、実際には異なっている。我々は、時間方向の正しい外国為替レートと時間を反転させたレートを用いて、金融市場に潜む時間の矢の存在を示す。正しい時間方向のレートでは、急激な変動後に揺らぎが増加するが、時間反転したレートでは揺らぎが減少するという、統計性の違いを見出すことができる。

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  • 30aUA-2 Turbulent potential force in financial markets II

    Mizuno T, Takayasu H, Takayasu M

    Meeting abstracts of the Physical Society of Japan  2006.3  The Physical Society of Japan (JPS)

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    Event date: 2006.3

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  • 指数発散を伴う変動に対する非定常成分の分離(経済物理学II-社会・経済への物理学的アプローチ-,京都大学基礎物理学研究所2005年度後期研究会)

    渡辺 広太, 高安 秀樹, 高安 美佐子

    物性研究  2006  物性研究刊行会

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    Event date: 2006

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    株価時系列データからその奥に潜む動力学を明らかにする際、時系列が含む雑音を除く事は、非常に重要なテーマである。そのため今回はARモデルを応用し、雑音の除去を試み、その結果から株価時系列の定常性を議論する。

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    Other Link: http://hdl.handle.net/2433/110549

  • Potential forces observed in open markets

    Takayasu Misako

    SCIS & ISIS  2006  Japan Society for Fuzzy Theory and Intelligent Informatics

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    Language:English  

    We have developed a new analysis method of time sequential data based on moving averages. Firstly, we apply the optimal moving average that makes the residual term being independent. Then, we introduce so-called the super moving averages of this optimal moving average, and we estimate underlying potential forces by comparing the differences of these quantities for various time scales [1]. This method has been successfully applied for analysis of market prices. For the check of validity of this method we have applied this method to pure random walks. It is confirmed that the estimated potential forces are very week in such cases. For real market data the distribution is quite different from this theoretical case, sometimes the observed potential forces are clearly much stronger than random cases. In most cases the observed potential functions are nearly symmetric and in such cases we can only predict the speed of diffusion. However, there are cases that the potential function becomes asymmetric when we can predict the averaged direction of price changes.

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  • 閾値型ディーラーモデルによる為替市場のシミュレーション(経済物理学II-社会・経済への物理学的アプローチ-,京都大学基礎物理学研究所2005年度後期研究会)

    山田 健太, 高安 秀樹, 高安 美佐子

    物性研究  2006  物性研究刊行会

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    Event date: 2006

    Language:Japanese  

    近年,高頻度時系列データを用いた解析が進み,様々な市場の統計性が明らかになった.そこで,この統計性を再現する市場モデルの構築が期待されるが,そのようなモデルはまだない.本研究では,高安らによって提案された,閾値型のディーラーモデルを改良することにより,為替市場の統計性を幅広く再現するモデルを構築した.

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    Other Link: http://hdl.handle.net/2433/110550

  • Time's Arrow in Financial Markets

    MIZUNO TAKAYUKI, TAKAYASU HIDEKI, TAKAYASU MISAKO

    情報処理学会シンポジウム論文集  2005.10 

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    Event date: 2005.10

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  • 20aXL-4 Turbulent potential force in financial markets

    Mizuno T, Takayasu M, Takayasu H

    Meeting abstracts of the Physical Society of Japan  2005.8  The Physical Society of Japan (JPS)

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    Event date: 2005.8

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  • 20aXL-3 Power-law behavior of generalized multiplicative random process with additive noise

    Tsuboi Masayuki, Takayasu Hideki, Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2005.8  The Physical Society of Japan (JPS)

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  • Dynamics Complexity in Internet Traffic

    高安 美佐子

    Complex Dynamics in Communication Networks  2005 

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  • 12pTC-2 Statistical laws of a best moving average for yen/dollar rates

    Mizuno T, Ohnishi T, Nakano T, Takayasu M, Takayasu H

    Meeting abstracts of the Physical Society of Japan  2004.8  The Physical Society of Japan (JPS)

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    Event date: 2004.8

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  • 27pWD-6 Asymmetrical diffusion of foreign exchange rates

    Mizuno Takayuki, Nakano Tohru, Takayasu Misako, Takayasu Hideki

    Meeting abstracts of the Physical Society of Japan  2004.3  The Physical Society of Japan (JPS)

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    Event date: 2004.3

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  • 為替の移動平均価格の統計的特性(京都大学基礎物理学研究所2003年度前期研究会 経済物理学-社会・経済への物理学的アプローチ-,研究会報告)

    大西, 立顕, 合原, 一幸, 高安, 美佐子, 高安, 秀樹

    物性研究  2004.1  物性研究刊行会

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    Event date: 2004.1

    Language:Japanese  

    この論文は国立情報学研究所の電子図書館事業により電子化されました。

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    Other Link: http://hdl.handle.net/2433/97732

  • 企業所得分布におけるPower-Law発生メカニズム(経済物理学-社会・経済への物理学的アプローチ,研究会報告)

    水野 貴之, 高安 美佐子, 高安 秀樹

    素粒子論研究  2004.1  素粒子論グループ 素粒子研究編集部

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    Event date: 2004.1

    Language:Japanese  

    平均場近似のアイデアを用いて企業所得分布におけるPower-Law発生メカニズムを明らかにする。膨大な企業財務データから企業所得は物理学で用いられる乗算ノイズを持つ離散Langevin方程式によって記述されることを示す。Zipf則を30年間維持している日本企業では前年度の所得が統計的に今年度の所得に依存していないという経験則から所得分布のべき指数を理論的に示し、アメリカやイギリスの所得分布については数値計算により示す。

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  • 企業所得分布におけるPower-Law発生メカニズム

    Mizuno, Takayuki, Takayasu, Misako, Takayasu, Hideki

    2004.1 

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  • 自己変調モデルによる長時間相関の導出と経済現象への応用

    Takayasu, Misako

    2004.1 

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    Event date: 2004.1

    Language:Japanese  

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    Other Link: https://ndlsearch.ndl.go.jp/books/R000000004-I6833628

  • 自己変調モデルによる長時間相関の導出と経済現象への応用

    Soryushiron Kenkyu Electronics  2004  Soryushiron Kenkyu Editorial Office

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    Event date: 2004

    Language:Japanese  

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    Other Link: https://ndlsearch.ndl.go.jp/books/R000000004-I6833731

  • Statistical properties of the moving average price in dollar-yen exchange rates

    Ohnishi Takaaki, Aihara Kazuyuki, Takayasu Misako, Takayasu Hideki

    Meeting abstracts of the Physical Society of Japan  2003.8  The Physical Society of Japan (JPS)

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    Event date: 2003.8

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  • 30pZG-4 裁定機会が発生しないバスケット通貨の開発

    水野 貴之, 栗原 祥子, 高安 美佐子, 高安 秀樹

    日本物理学会講演概要集  2003.3  社団法人日本物理学会

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    Event date: 2003.3

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  • Statistical laws and dynamics of an open market. Price changes in very short time scales.

    MIZUNO TAKAYUKI, KURIHARA SHOKO, TAKAYASU MISAKO, TAKAYASU HIDEKI

    電子情報通信学会技術研究報告  2003.1 

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    Event date: 2003.1

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  • Statistical laws and dynamics of an open market : Price changes in very short time scales

    MIZUNO Takayuki, KURIHARA Shoko, TAKAYASU Misako, TAKAYASU Hideki

    IPSJ SIG Notes. ICS  2003.1  Information Processing Society of Japan (IPSJ)

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    Event date: 2003.1

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    We show price change distribution and price change correlation and price diffusion in very short time scales in an open market. We think about the dynamics of these statistical laws and make a model based on basic dealer&#039;s actions. The keys of this model are two elements of dealer&#039;s reactions to price trend and price fluctuation. Therefore, it is noticed that fat-tail of price change distribution and high order correlations and anomalous diffusion are generated by modest price trend and violent fluctuation.

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  • Phase transition behaviors in the Internet information flow and its application

    TAKAYASU Misako

    IEICE technical report. Nonlinear problems  2003.1  The Institute of Electronics, Information and Communication Engineers

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    Event date: 2003.1

    Language:Japanese  

    We apply the concept of phase transition in statistical physics to information traffics in the Internet. By analyzing observed traffic data it is shown that there are two phases, the congestion and the sparse phases. At the critical point the traffic fluctuation is largest and we can observe fractal properties such as the 1/f power spectrum and power law distribution of congestion duration times. From the viewpoint of phase transition it is obvious that the TCP/IP at the present version is very weak for the congestion phase and various types of revision are possible.

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    Other Link: https://ndlsearch.ndl.go.jp/books/R000000004-I6497571

  • Correlation between foreign exchange rates

    Mizuno T, Kurihara S, Takayasu M, Takayasu H

    Meeting abstracts of the Physical Society of Japan  2002.8  The Physical Society of Japan (JPS)

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    Event date: 2002.8

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  • The first passage process in foreign exchange rate

    Meeting abstracts of the Physical Society of Japan  2002.8  The Physical Society of Japan (JPS)

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  • 24aXK-4 Statistical laws of company's income and the control system

    Mizuno T., Takayasu H., Takayasu M.

    Meeting abstracts of the Physical Society of Japan  2002.3  The Physical Society of Japan (JPS)

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    Event date: 2002.3

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  • 26pWL-2 Phase transition behaviors in the Internet

    Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2002.3  The Physical Society of Japan (JPS)

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    Event date: 2002.3

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  • Statistical laws of exchange rate fluctuations

    MIZUNO Takayuki, TAKAYASU Hideki, TAKAYASU Misako, KURIHARA Shoko

    IPSJ SIG Notes. ICS  2002.1  Information Processing Society of Japan (IPSJ)

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    Event date: 2002.1

    Language:Japanese  

    We report the statistical laws of exchange rate fluctuations and introduce a set of stochastic equations describing dealers&#039; mental actions. Then, we show that the macroscopic price increase during inflation is nicely explained by this set of equations.

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  • Statistical laws of exchange rate fluctuations

    MIZUNO Takayuki, TAKAYASU Hideki, TAKAYASU Misako, KURIHARA Shoko

    IEICE technical report. Artificial intelligence and knowledge-based processing  2002.1  The Institute of Electronics, Information and Communication Engineers

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    Event date: 2002.1

    Language:Japanese  

    We report the statistical laws of exchange rate fluctuations and introduce a set of stochastic equations describing dealers&#039; mental actions. Then, we show that the macroscopic price increase during inflation is nicely explained by this set of equations.

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  • Statistical Properties of Foreign Exchange Rate

    Kurihara S, Mizuno T, Takayasu H, Takayasu M

    Meeting abstracts of the Physical Society of Japan  2001.9  The Physical Society of Japan (JPS)

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    Event date: 2001.9

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  • The mechanism of double exponential growth in Hyper-inflation of economic price

    Mizuno T, Takayasu M, Takayasu H

    Meeting abstracts of the Physical Society of Japan  2001.9  The Physical Society of Japan (JPS)

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    Language:Japanese  

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  • Phase Transition Phenomena Originating in Network Protocols

    FUKUDA Kensuke, TAKAYASU Misako, TAKAYASU Hideki

    IEICE technical report  2001.4  The Institute of Electronics, Information and Communication Engineers

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    Event date: 2001.4

    Language:Japanese  

    We perform a simple network simulation to clarify a mechanism producing self-similar traffic from the viewpoint of phase transition phenomena in statisitical physics. Focusing on the network protocol effect, we show that exponential back-off mechanism in Ethernet and simple feedback mechanism in TCP play important roles in generating the self-similarity observed in actual traffic.

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  • Origin of the 1/f noise in the Internet traffic

    Takayasu M., Takayasu H., Fukuda K.

    Meeting abstracts of the Physical Society of Japan  2001.3  The Physical Society of Japan (JPS)

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    Event date: 2001.3

    Language:Japanese  

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  • Stochastic Laws in the Income of Japanese Companies and Randomly Amplified Langevin Equation II

    Mizuno T, Katori M, Takayasu H, Takayasu M

    Meeting abstracts of the Physical Society of Japan  2001.3  The Physical Society of Japan (JPS)

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    Language:Japanese  

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  • Basic statistical properties of high resolution foreign exchange data

    Takayasu Misako

    Meeting abstracts of the Physical Society of Japan  2000.9  The Physical Society of Japan (JPS)

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    Event date: 2000.9

    Language:Japanese  

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  • Analysis of End -to- End Packet Delay in the Internet

    FUKUDA KENSUKE, TAKAYASU HIDEKI, TAKAYASU MISAKO

    IPSJ SIG Notes. MBL  1998.5  Information Processing Society of Japan (IPSJ)

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    Event date: 1998.5

    Language:Japanese  

    We analyze the wide-area network dynamics from the stand point of statistical physics.In order to investigate the self-similar behaviors of network traffic, we focus on macroscopic dynamics of packet behaviors.We measure the sequences of round trip time of ICMP probe packets which are sent at regular time intervals to all routers along a path simulaneously.Our analysis shows the existence of a phase transition phenomena in Internet packet delay dynamics.The macroscopic packet delay behavior transits between three particular statistical states, namely exponential distribution, power law distribution, and longer-tail decay distribution.Also we show the theoretical modeling, which is based on the phase transition theory, for these states fits well with the results of real observations.

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  • 8a-YD-8 Dynamic numerical model of stock market price : from microscopic determinism to macroscopic randomness

    Sato A-H., Takayasu H., Takayasu M.

    Meeting abstracts of the Physical Society of Japan  1997.9  The Physical Society of Japan (JPS)

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    Event date: 1997.9

    Language:Japanese  

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  • Nonlinear mathematical analysis of the heart rate variability during virtual reality immersion with head mounted display

    Yambe Tomoyuki, Yoshizawa Makoto, Nanka Shun-suke, Kobayashi Shin-ichi, Takayasu Hideki, Takayasu Misako, Tanaka Akira, Abe Ken-ichi, Sugiyama Yoshiki, Iwase Satoshi, Mano Tadaaki, Nitta Shin-ichi

    Transactions of the Virtual Reality Society of Japan  1996  THE VIRTUAL REALITY SOCIETY OF JAPAN

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    Event date: 1996

    Language:Japanese  

    In order to evaluate the autonomic nervous system during virtual reality (VR) immersion, heart rate variability (HRV) was evaluated in the three healthy volunteers. HRV and arterial blood pressure with Finapress were recorded during VR with head mounted display and during watching conventional television. LF/HF ratio in the power spectrum of HRV were significantly increased during -VR with jet coaster video software, compared with conventional television. Fractal dimension of the HRV was significantly decreased during VR with jet coaster video software. These results suggest that autonomic nervous system may be significantly influenced by the VR with some kind of softwares.

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    Other Link: https://ndlsearch.ndl.go.jp/books/R000000004-I4138478

  • 2p-YB-6 Numerical model of non-Gaussian distributions in the fluid turbulence

    Taguchi Yoshihiro, Takayasu Hideki, Takayasu Misako

    Abstracts of the meeting of the Physical Society of Japan. Sectional meeting  1994.8  The Physical Society of Japan (JPS)

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    Event date: 1994.8

    Language:Japanese  

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  • 30p-F-10 Phase transition in a traffic model

    Takayasu M., Takayasu H.

    Abstracts of the meeting of the Physical Society of Japan. Annual meeting  1993.3  The Physical Society of Japan (JPS)

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    Event date: 1993.3

    Language:Japanese  

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  • 28a-ZA-5 Characterization of violent fluctuations by interval distribution of level-sets

    TAKAYASU MISAKO

    1992.9  The Physical Society of Japan (JPS)

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    Event date: 1992.9

    Language:Japanese  

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  • 28a-ZL-7 Spatial Correlations observed in an aggregation system with injection

    Takayasu Misako

    1992.3  The Physical Society of Japan (JPS)

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    Event date: 1992.3

    Language:Japanese  

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  • 28p-T-2 A new type of power-law tail observed in the aggregation of exponentially growing

    Takayasu Misako

    1991.9  The Physical Society of Japan (JPS)

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    Event date: 1991.9

    Language:Japanese  

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  • 25p-F-2 Sum of stochastic number of random variables

    Takayasu H., Takayasu M., Provata A.

    1991.3  The Physical Society of Japan (JPS)

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    Event date: 1991.3

    Language:Japanese  

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  • Statistical Properties of Generalized Aggregation System with Injection

    Takayasu Hideki, Takayasu Misako

    1990.3  The Physical Society of Japan (JPS)

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    Event date: 1990.3

    Language:Japanese  

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  • 7. DLAに関連した2つの話題 : 枝の大きさ分布とコヒーレント異常法(拡散に支配された凝集(DLA)およびその周辺の問題,研究会報告)

    高安, 秀樹, 高安, 美佐子, 中村, 隆志

    物性研究  1988.4  物性研究刊行会

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    Event date: 1988.4

    Language:Japanese  

    この論文は国立情報学研究所の電子図書館事業により電子化されました。

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    Other Link: http://hdl.handle.net/2433/93045

  • 26a-X-9 コヒーレント異常法によるパーコレーション

    高安 美佐子, 高安 秀樹

    秋の分科会講演予稿集  1987.9  一般社団法人日本物理学会

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    Event date: 1987.9

    Language:Japanese  

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  • 41. 地震のモデルと引き込み相転移(基研研究会「パターン形成,その運動と統計」,研究会報告)

    高安 秀樹, 高安 美佐子, 松崎 光弘

    物性研究  1987  物性研究刊行会

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    Event date: 1987

    Language:Japanese  

    この論文は国立情報学研究所の電子図書館事業により電子化されました。

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    Other Link: http://hdl.handle.net/2433/92825

  • 「ソーシャルメディアの利活用事例について」 Invited

    高安 美佐子

    【経産省大臣官房調査統計G】政府統計におけるビッグデータの活用等に係る勉強会(開催地:経済産業省)  2014.10 

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  • Dynamical Properties of Monetary Flow on Business Transaction Networks Invited International conference

    Misako TAKAYASU

    2nd Workshop on Statistical Physics for Financial and Economic Networks, Satellite Meetings of the NetSci2017 Conference 

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    Venue:JW Marriott Indianapolis, Indianapolis, USA  

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  • 企業 ネットワークの数理 とその応用 Invited

    高安 美佐子

    国際高等研究所 研究プロジェクト (開催地:国際高等研) 2014年度 第 2回研究会  2014.12 

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  • Practical application of mathematical models of business firm networks Invited International conference

    Misako Takayasu

    Econophysics Colloquium 2015, Prague, Czech Republic  2015.9 

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    Venue:Prague, Czech Republic  

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  • ビッグデータと数理モデル:経済物理学の先端で Invited

    高安 美佐子

    第19回自然科学研究機構シンポジウム 「宇宙から脳まで 自然科学研究の”ビッグバン”-コンピュータが切り開く自然科学の未来-」、名古屋大学  2015.9  大学共同利用機関法人 自然科学研究機構

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    Language:Japanese   Presentation type:Public lecture, seminar, tutorial, course, or other speech  

    Venue:名古屋大学 豊田講堂  

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  • Various power laws in business firms and evolution dynamics of their trading network Invited International conference

    Misako Takayasu

    The Latin-America School and International Workshop on Foundations of Complexity-Nonadditive entropies and nonextensive statistical mechanics, Rio de Janeiro, Brazil  2015.10 

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  • Analysis and modeling of complex business relation network Invited International conference

    Misako Takayasu

    Fens2015(8th Polish Symposium on Econo-and Sociophysics), Rzeszow, Poland  2015.11 

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    Venue:Rzeszow, Poland  

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  • ビッグデータから社会や経済の現象を理解する:統計物理学のアプローチ Invited

    高安 美佐子

    科学技術・イノベーション戦略調査会  2016.3  自由民主党政務調査会

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    Venue:自民党本部  

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  • Instability of Nationwide Business Transaction Network (Plenary talk) Invited International conference

    Misako Takayasu

    6th IFAC Workshop on Distributed Estimation and Control in Networked Systems (NecSys’16),Plaza Heisei, Tokyo International Exchange Center, Tokyo Academic Park  2016.9 

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    Venue:Plaza Heisei, Tokyo International Exchange Center, Tokyo Academic Park, Tokyo, Japan  

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  • Creating added value in society through cutting-edge integration of big data (Plenary talk) Invited International conference

    Misako Takayasu

    The 3rd Uppsala University – Tokyo Tech Joint Symposium  2016.9 

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    Language:English   Presentation type:Symposium, workshop panel (nominated)  

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  • Modeling & Application of Transaction Network of Real Business Firms(Keynote Speech) Invited International conference

    Misako TAKAYASU

    The Conference on Complex Systems 2016 (CCS2016)  2016.9 

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    Venue:Amsterdam, Holland  

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  • Complex Network of Business Firms from Basic Properties to Advanced Topics (Plenary talk) Invited International conference

    Misako TAKAYASU

    The 4th International Conference on Mathematical Sciences (ICMS4)  2016.11 

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    Venue:Palm Garden Hotel, IOI Resort, Putrajaya, Malaysia  

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  • Generalized Central Limit Theorem for Randomly Growing Aggregates Invited International conference

    Misako TAKAYASU

    APCTP 2016 Workshop on Frontiers of Physics: Push the Envelope of Statistical Physics: Econo, Social, Bio and Byond  2016.12 

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    Language:English   Presentation type:Oral presentation (invited, special)  

    Venue:Posco International Center, Pohang, Korea  

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  • Dynamical Money Transport on One Million Business Transaction Network Invited International conference

    Misako TAKAYASU

    International Workshop on Dynamic Risk Management of Transport Network --- Social Interaction, Monitoring and Simulation ---  2017.3 

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    Venue:Midorigaoka Hall, Tokyo Institute of technology, Tokyo  

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  • Modeling B-to-B transaction networks: Structure, flow and advanced applications Invited International conference

    Misako TAKAYASU

    International Conference on Econophysics 2017 (ICE2017)  2017.5 

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    Venue:East China University of Science and Technology, Shanghai, China  

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  • Rethinking Economics for the Real World, Facilitated by Fabrizio Pagani, Head, Office of the Minister of Economy and Finance of Italy (Transformation Hub Session) Invited International conference

    Misako TAKAYASU

    Annual Meeting of the New Champions 2017, World Economic Forum  2017.6 

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    Language:English   Presentation type:Symposium, workshop panel (nominated)  

    Venue:Dalian International Conference Center, China  

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  • Sensors, Simulations and Supercomputing with Tokyo Institute of Technology (IDEASLAB Session talk, Facilitated by Ed Gerstner, Regional Editorial Director, Greater China, Springer Nature, People's Republic of China) Invited International conference

    Matsuko Hatano, Satoshi Matsuoka, Misako Takayasu

    Annual Meeting of the New Champions 2017, World Economic Forum  2017.6 

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    Venue:Dalian International Conference Center, China  

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  • Business firms networks: From basic properties to advanced application Invited International conference

    Misako TAKAYASU

    13th Econophysics Colloquium & 9th Polish Symposium on Physics in Economy and Social Science (EC&FEN2017)  2017.7 

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    Venue:Warsaw, Poland  

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  • Growth dynamics of complex business firms network Invited International conference

    Misako TAKAYASU

    International Conference on Statistical Physics (Sigma Phi2017)  2017.7 

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    Venue:Corfu, Greece  

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  • Phase transition and 1/f noise in the Internet Packet Transport

    Traffic and Granular Flow '97  1998 

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  • Modeling a foreign exchange rate using moving average of Yen-Dollar market data

    The Third Nikkei Econophysics Symposium Practical Fruits of Econophysics  2005 

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  • Systematic tuning of optimal weighted-moving-average of Yen-Dollar market data

    The Third Nikkei Econophysics Symposium Practical Fruits of Econophysics  2005 

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  • Temporal Characteristics of Moving Average of Foreign Exchange Markets

    The Third Nikkei Econophysics Symposium Practical Fruits of Econophysics  2005 

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  • ソーシャルメディアの経済物理学:人間社会の現象を経済物理学が切り開く!

    高安 美佐子

    研究・技術計画学会 国際問題分科会、東工大蔵前工業会館  2013.2 

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  • システムロバストネス:統計物理学の視点から Invited

    高安 美佐子

    脳科学新分野探索フォーラム「システムロバストネス」黒田真也教授(東大・理)主催、オフィス東京  2013.3 

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  • Review of study on business firm networks in Japan:Transport on complex networks Invited

    Misako Takayasu

    Seminar talk at Prof. Tomaso Aste's group, University College London  2013.4 

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  • Quick detection of financial market instability Invited

    Misako Takayasu

    Workshop on Complexity and Systemic Stability,Imperial College London  2013.4 

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  • 社会・経済活動のマルチ階層シミュレーションにむけて Invited

    高安 美佐子

    スーパーコンピュータによる社会シミュレーションとその将来,理化学研究所計算科学研究機構,神戸  2013.5 

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  • Analysis and modeling of one million Japanese firms’ transactions: Evaluation of systemic risks, and stress tests Invited International conference

    Misako Takayasu

    CORDIS FP7-ICT FET Proactive: “Dynamics and Coevolution in Multi-Level Strategic INteraction GAmes",CONGAS Delft Joint WP Meeting, Delft University of Technology, Delft, Netherland  2013.6 

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  • Estimation of flows in Buisiness to Business transaction network Invited International conference

    Misako Takayasu

    Econophysics Colloquium 2013 & Asia Pacific Econophysics Conference 2013, POSTECH, Pohang, Korea  2013.7 

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  • 日本企業間取引ネットワークを用いた日本経済のストレステストの提案

    高安 美佐子

    統数研共同研究集会「経済物理学とその周辺」H25年度第1回研究会,キャノングローバル戦略研究所,東京  2013.9 

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    Language:Japanese   Presentation type:Oral presentation (general)  

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  • Modeling of Japanese business transactions; Evaluation of systemic risks, and stress tests Invited International conference

    Misako Takayasu

    AESCS2013 The 8th International Workshop on Agent-based Approach in Economic and Social Complex Systems, Shibaura Institute of Technology, Tokyo  2013.9 

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  • Network Properties of Business Firms in Japan: From Structure to Transport Invited International conference

    Misako Takayasu

    ESHIA Winter Workshop in Singapore  2013.11 

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  • The dynamics of the Japanese financial markets and the Bank of Japan's interventions: Real data case studies Invited International conference

    Misako Takayasu

    The 20th Annual Riskminds Conference, Hotel Okura, Amsterdam  2013.12 

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  • Estimation of viscosity and Knudsen number of markets from order-book data Invited International conference

    Misako Takayasu

    International Conference on Econophysics (2014) &Asia-Pacific Econophysics Conference (2014), Shanghai  2014.6 

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  • Similarity between colloidal random walks and financial random walks Invited International conference

    Misako Takayasu

    ΣΦ International Conference on Statistical Physics 2014, Rhodos  2014.7 

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  • Statistical Physics of Financail Markets Invited International conference

    Misako Takayasu

    4th Ph.D. Summer School -Conference on "Mathematical Modeling on Complex Systems", Athens  2014.7 

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  • 経済・社会に観測される非平衡現象 Invited

    高安 美佐子

    2014年度日本物理学会科学セミナー「非平衡の世界ー凝集系、地震、経済、生命まで」(開催地:東大駒場キャンパス)  2014.8 

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  • 社会・経済の現象の数理 Invited

    高安 美佐子

    第35回数理の翼夏期セミナー(開催地:筑波大学)  2014.8 

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Industrial property rights

  • Method and program for detecting change-point of time series data, and method and program for predicting probability density distribution of future time-series data values

    Misako Takayasu, Yoshihiro Yura, Kazuyuki Nakamura

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    Application no:特願PCT/JP2012/005697  Date applied:2012.9

    Announcement no:WO2013/035344  Date announced:2013.3

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  • 時系列データの変化点検出及び検出プログラム、未来の時系列データ値の確率密度分布の予測方法及び予測プログラム

    高安 美佐子, 由良 嘉啓, 中村 和幸

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    Application no:特願PCT/JP2012/005697  Date applied:2012.9

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  • 時系列データの変化点検出及び検出プログラム、未来の時系列データ値の確率密度分布の予測方法及び予測プログラム

    高安 美佐子, 由良 嘉啓, 中村 和幸

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    Application no:特願2012-050819  Date applied:2012.3

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  • 時系列データの変化点検出及び検出プログラム、未来の時系列データ値の確率密度分布の予測方法及び予測プログラム

    高安 美佐子, 由良 嘉啓, 中村 和幸

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    Application no:特願2011-196512  Date applied:2011.9

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  • 情報処理装置、情報処理方法、およびプログラム

    田村 陽介, 高安 美佐子, 高安 秀樹

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    Applicant:ソニー株式会社, 国立大学法人東京工業大学

    Application no:特願2005-165025  Date applied:2005.6

    Announcement no:特開2006-340252  Date announced:2006.12

    J-GLOBAL

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  • 情報処理装置、情報処理システム、情報処理方法及びそのプログラム

    田村 陽介, 高安 美佐子, 高安 秀樹

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    Applicant:ソニー株式会社

    Application no:特願2004-267102  Date applied:2004.9

    Announcement no:特開2006-086611  Date announced:2006.3

    J-GLOBAL

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  • 情報処理装置および方法、記録媒体、並びにプログラム

    田村 陽介, 高安 秀樹, 高安 美佐子

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    Applicant:ソニー株式会社

    Application no:特願2003-060043  Date applied:2003.3

    Announcement no:特開2004-274237  Date announced:2004.9

    J-GLOBAL

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  • データ中継装置、および中継データ制御方法、並びにコンピュータ・プログラム

    西田 佳史, 高安 秀樹, 高安 美佐子

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    Applicant:ソニー株式会社

    Application no:特願2002-262883  Date applied:2002.9

    Announcement no:特開2004-104417  Date announced:2004.4

    J-GLOBAL

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  • 動体検出イメージセンサ

    高安 美佐子, 高安 秀樹, 小泉 周, 秋田 純一

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    Applicant:ソニー株式会社

    Application no:特願2002-175312  Date applied:2002.6

    Announcement no:特開2004-020360  Date announced:2004.1

    Patent/Registration no:特許第3709857号  Date issued:2005.8

    J-GLOBAL

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  • インフレーション分析処理装置、インフレーション分析処理方法、並びにコンピュータ・プログラム

    高安 秀樹, 高安 美佐子, 水野 貴之

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    Applicant:ソニー株式会社

    Application no:特願2002-011492  Date applied:2002.1

    Announcement no:特開2003-216883  Date announced:2003.7

    J-GLOBAL

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  • ネットワーク流量コントロール法

    高安 美佐子

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    Applicant:学校法人慶應義塾, 日本学術振興会

    Application no:特願平11-203297  Date applied:1999.7

    Announcement no:特開2001-036575  Date announced:2001.2

    J-GLOBAL

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  • 価格変動予測装置及び予測方法、価格変動警告装置及び方法、並びにプログラム提供媒体

    高安 秀樹, 高安 美佐子

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    Applicant:ソニー株式会社

    Application no:特願平11-194322  Date applied:1999.7

    Announcement no:特開2001-022849  Date announced:2001.1

    J-GLOBAL

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  • ネットワーク制御方法及びネットワーク制御装置並びに記録媒体

    高安 秀樹, 高安 美佐子

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    Applicant:ソニー株式会社

    Application no:特願平9-279015  Date applied:1997.10

    Announcement no:特開平11-122297  Date announced:1999.4

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Research Projects

  • Data-driven mathematical infrastructure for inclusive communities

    Grant number:23K28192  2023.4 - 2028.3

    Japan Society for the Promotion of Science  Grants-in-Aid for Scientific Research  Grant-in-Aid for Scientific Research (B)

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    Grant amount:\18460000 ( Direct Cost: \14200000 、 Indirect Cost:\4260000 )

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  • 企業データを用いた日本の経済活動の数理的解析及びモ デル構築に関する研究

    2023.4 - 2026.3

    株式会社帝国デー タバンク 

    高安美佐子

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    Authorship:Principal investigator 

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  • コンシューマーAV市場において、AI(+BI)技術を 用いて市場&実売予測する仕組み

    2023.4 - 2025.3

    Sony株式会社 

    高安美佐子

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    Authorship:Principal investigator 

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  • 試料採取自動化と高解像度時系列解析による腸内微生 物-宿主のクロストーク解明

    2022.10 - 2028.3

    JST  Crest 

    高安美佐子

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    Authorship:Coinvestigator(s) 

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  • Foundation of macroscopic human flow modeling around big cities based on GPS data

    Grant number:22H01711  2022.4 - 2026.3

    Japan Society for the Promotion of Science  Grants-in-Aid for Scientific Research  Grant-in-Aid for Scientific Research (B)

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    Grant amount:\17290000 ( Direct Cost: \13300000 、 Indirect Cost:\3990000 )

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  • Foundation of macroscopic human flow modeling around big cities based on GPS data

    Grant number:23K22980  2022.4 - 2026.3

    Japan Society for the Promotion of Science  Grants-in-Aid for Scientific Research  Grant-in-Aid for Scientific Research (B)

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    Grant amount:\17290000 ( Direct Cost: \13300000 、 Indirect Cost:\3990000 )

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  • Co-evolution of epidemics, interventions, and behavior in network epidemiology

    Grant number:21H04595  2021.4 - 2025.3

    Japan Society for the Promotion of Science  Grants-in-Aid for Scientific Research  Grant-in-Aid for Scientific Research (A)

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    Grant amount:\41990000 ( Direct Cost: \32300000 、 Indirect Cost:\9690000 )

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  • Establishment of human mobility science based on GPS big data

    Grant number:18H01656  2018.4 - 2022.3

    JSPS  Grant-in-Aid for Scientific Research(B)  Grant-in-Aid for Scientific Research (B)

    Misako TAKAYASU

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    Authorship:Principal investigator  Grant type:Competitive

    We analyzed the GPS data of about 1 million people and clarified the basic characteristics of the flow of people in the metropolitan area. We have established a new data analysis method that captures the pattern of human flow in a metropolitan area from the perspective of drainage basins. We found universal characteristics in which the size distribution and shape of the basin do not depend on the city. It was found that the basic characteristics were maintained even under the infection of Covid-19.In addition, we constructed an electric circuit model that approximates the traffic flow in the metropolitan area by analogy that regards the human flow as an electric current, and built the foundation of a new simulation method of macroscopic human flow. In addition, we improved the basic mathematical model of infectious diseases to take into account the effects of population concentration based on GPS data, and developed a model that can predict the number of infected people.

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  • 次世代の人工知能、金融システム、自然言語処理に関する研究開発

    2018.4 - 2020.3

    株式会社 三菱東京UFJ銀行  東京工業大学 産学連携 共同研究講座 

    高安 美佐子

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    Authorship:Principal investigator  Grant type:Competitive

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  • 複数の社会経済現象の相互作用のモデル構築とその応用研究(多層マルチ時空間スケール社会・経済シミュレーション技術の研究・開発)「サブ課題B 企業ネットワークシミュレーション」

    2016.8 - 2019.3

    文部科学省  「ポスト「京」で重点的に取り組むべき社会的・科学的課題に関するアプリケーション開発・研究開発」萌芽的課題 

    高安 美佐子

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  • 「レジリエントな社会のためのICT」サイバー社会ネットワークにおける噂の伝播の検出と制御

    2015.12 - 2019.3

    科学技術振興機構  国際科学技術共同研究推進事業(戦略的国際共同研究プログラム) 

    高安 美佐子

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    Authorship:Principal investigator  Grant type:Competitive

    本研究は、サイバー社会における複数の階層におけるネットワーク上での噂の伝播現象を記述する数値シミュレーション基盤を構築し、誤情報による社会の混乱を早期に回復するプロセスを科学的に探索し、レジリエントな社会の実現を目指す。 具体的には、日本側は主にブログ、株価および企業取引ネットワークに関するデータ解析を行い、イスラエル側は主に多層複雑ネットワーク上での噂の拡散現象の数理モデル構築を担当し、できあがったモデルに基づく数値シミュレーションを双方でさまざまな状況を想定して推進する。 共同研究を通して、新しい学問として、多層ネットワーク上でのさまざまな情報の拡散現象に関する科学的な研究の基盤を構築する。研究成果は、ICTによって社会の安全性を保つための基本技術を生み、さまざまな産業展開の種となることが期待できる。

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  • 帝国データバンク先端データ解析共同研究講座

    2015.10 - 2019.3

    株式会社 帝国データバンク  東京工業大学 産学連携 共同研究講座 

    高安 美佐子

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    Authorship:Principal investigator  Grant type:Competitive

    経済物理学の視点から企業ビッグデータを解析し、企業活動のライフサイクルや経営状態を多層ネットワークとして記述する 基礎方程式・基礎モデルを構築し、天気予報のような予測を可能とするシミュレーションを実現することを目指した共同研究講座です。 この研究により、個々の企業、地域産業、日本の企業全体がもつ脆弱性をあぶり出し、危機を回避して発展するためのシナリオ抽出や数理科学に基づく企業経営計画や産業政策の立案が可能となります。 地域活性化のための施策の検討やBasel IIIに準拠するリスク管理の高度化などを視野に入れ、集中的に研究を進めます。

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  • 平成27年度 ビッグデータとその解析技術を活用した新指標の研究開発事業 (指標開発)

    2015.10 - 2016.3

    経済産業省  大臣官房調査統計グループ調査分析支援室委託調査 

    高安 美佐子

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  • Mathematical foundation of stress test simulation based on business transaction network

    Grant number:26310207  2014.4 - 2019.3

    Japan Society for the Promotion of Science  Grants-in-Aid for Scientific Research  Grant-in-Aid for Scientific Research (B)

    TAKAYASU MISAKO

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    We established the basis of a generalized gravity-type transport model that describes the flow of money on the business relationship network between approximately 1 million companies in Japan. We established a method to estimate model parameters optimally from data, and it becomes possible to perform mathematical simulation under various scenarios such as large scale natural disasters.
    Theoretical analysis and simulations have shown that increasing the power exponent of the nonlinear partition results in a new type of phase transition in which the flow of money is localized around large enterprises. In addition, we found that when the probability of merger between large companies is higher, the tendency of oligopolisticity by large companies becomes stronger, and the ecosystem will become unstable.

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  • Searching for a simple assessment of vessel sclerosis by using smartphone

    Grant number:26560396  2014.4 - 2016.3

    Japan Society for the Promotion of Science  Grants-in-Aid for Scientific Research  Grant-in-Aid for Challenging Exploratory Research

    HAYASHI Naoyuki, TAKAYASU Misako

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    Grant amount:\3510000 ( Direct Cost: \2700000 、 Indirect Cost:\810000 )

    The eyeground is the singe place where we directly observe vessels and arteries, in our body. In this study, we tested a feasibility of a method for easily recording ocular vessels and blood flow and for estimating vascular sclerosis. We found difficulty in the easiest way to record ocular vessels by using smartphones. Then we recorded ocular blood flow by laser speckle flowgraphy, and calculated the half‐value width in a single beat, i.e. BOT. We found a significant effect of ageing on BOT in ocular vessels, and a significant correlation between BOT and IMT, which is the golden-standard method for estimating arteriosclerosis. These results implied that an observation of ocular blood flow can provide us information on vessel sclerosis induced by ageing.

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  • Statistical physics approaches to nonlinear transport on complex networks

    Grant number:24540395  2012 - 2014

    Japan Society for the Promotion of Science  Grants-in-Aid for Scientific Research  Grant-in-Aid for Scientific Research (C)

    TAKAYASU MISAKO

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    Grant amount:\4940000 ( Direct Cost: \3800000 、 Indirect Cost:\1140000 )

    By analyzing big-data about 1 million business firms, we firstly confirmed that the transaction network has typical properties of complex networks such as power law distribution of link numbers. We then observe the amount of flow between pairs and established a nonlinear transport relation in the framework so-called gravity law. Generalizing this pairwise relation to the whole network system, we constructed a nonlinear transport model which enables estimation of flow intensity at any point. Additionally, we defined a new quantity that characterizes fragility of network connectivity by applying theory of percolation.

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  • Design and Analysis for Dynamical Genetic Circuits based on various Mathematical Models

    Grant number:23119008  2011.4 - 2016.3

    Japan Society for the Promotion of Science  Grants-in-Aid for Scientific Research  Grant-in-Aid for Scientific Research on Innovative Areas (Research in a proposed research area)

    YAMAMURA Masayuki, KONAGAYA Akihiko, SUZUKI Yasuhiro, KOBAYASHI Tetsuya, MOCHIZUKI Atsushi, TAKAYASU Misako, ONO Isao, ITO Hiroshi, SEKINE Ryoji

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    Grant amount:\41340000 ( Direct Cost: \31800000 、 Indirect Cost:\9540000 )

    The research plan is devided into following five subgoals. (1) We achieved to model fundamental processes such as gene regulation and inter cellular communication, collaborating with Kiga-project. (2) We achieved to design oscillating artificial genetic circuits by using genetic algorithms with frequency characteristics as the fitness evaluation. (3) We analized cascading two artificial genetic circuit from the viewpoint of impedance matching. (4) We proposed a multicellular developement model for multi layered bacterial sheet in hot fountain. (5) In order to build common modeling bench for Synthetic Biology, we collect necessary mathematical methodology such as non-linear differencial equation system, stochastic process system, cellular automata system, and so on.

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  • Statistical physics analysis of collective human behaviors observed in the internet information

    Grant number:22656025  2010 - 2011

    Ministry of Education, Culture, Sports, Science and Technology  Grants-in-Aid for Scientific Research(挑戦的萌芽研究)  Grant-in-Aid for Challenging Exploratory Research

    Misako TAKAYASU

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    Authorship:Principal investigator  Grant type:Competitive

    Grant amount:\3360000 ( Direct Cost: \3000000 、 Indirect Cost:\360000 )

    From the viewpoint of statistical physics we analyzed the huge data of blogs and twitters. Firstly, we paid attention to "daily words" which are used in constant rates, and observed their statistical properties in the number fluctuation of appearance. Next, we focused on "booming words" and "news words" paying attention to the functional forms of growth and decay. We found that such growth and decay are described either by an exponential function or a power law.

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  • Econophysics Analysis of High Frequency Economic Data

    2007.4 - 2009.3

    ESC The Earth Simulator 

    Misako Takayasu

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    Authorship:Principal investigator  Grant type:Competitive

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  • 自己触媒過程の定式化による経済現象のモデル化

    Grant number:19654054  2007 - 2008

    文部科学省  科学研究費補助金(萌芽研究)  萌芽研究

    高安 美佐子

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    Authorship:Principal investigator  Grant type:Competitive

    Grant amount:\3400000 ( Direct Cost: \3400000 )

    本研究は、市場という経済現象を触媒反応という非平衡な化学の領域の数理モデルによって記述し、さらに、統計物理学の手法と数値計算で解くという従来の研究領域の枠を超えた研究である。市場における売り注文、買い注文をそれぞれ原子とみなし、価格を1次元の触媒の座標とする。注文の発生によって、それぞれの原子が吸着し、吸着した原子はランダムに移動するものとする。売りと買いの座標が一致したとき、反応が起こり、両原子が乖離するものと考えると、触媒反応と市場は非常に良く似た不可逆反応の特性を持つことがわかる。触媒に付着した原子が触媒上でランダムウォークするような場合を想定すると、触媒反応は価格をランダムに変化させるようなタイプのディーラーモデルとみなすことができるので、その数理モデルにおいて市場の基本的な特性を再現するようにモデルのパラメータの調整を行った。その結果、経験的に知られている現実の市場の統計性をほぼ

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  • Characteristics of Critical Fluctuations Caused by Self-Modulation and its Application

    Grant number:16540346  2004 - 2006

    Ministry of Education, Culture, Sports, Science and Technology  Grants-in-Aid for Scientific Research(基盤研究(C))  Grant-in-Aid for Scientific Research (C)

    Misako TAKAYASU

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    Grant amount:\3200000 ( Direct Cost: \3200000 )

    I analyzed so-called the self-modulation systems which are dynamical stochastic processes whose parameters are given by the moving averages of their own traces. In these 3 years I have studied the basic properties and also applications.The most typical example of the self-modulation systems is the transaction intervals in open markets such as the Yen-Dollar exchange market. I have shown that the time sequence of the intervals normalized by an optimal moving average is quite well approximated by a pure Poisson process. Here, the optimal moving average is given by a weighted moving average with exponential decay of characteristic time about 30 seconds.Then the basic idea of self-modulation is generalized to the market prices especially to the Yen-Dollar market which I have the high quality data for more than 10 years. I firstly introduced an optimal moving average for the market prices and then observed the dynamics of this noise-reduced market price. It is found that the dynamics is not purely random as assumed by the financial technology, I found clear evidence that there exists a potential force of market. This potential force is not a constant but its center is moving with a larg

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  • Establishment of statistical mechanical methods in information sciences

    Grant number:14084206  2002 - 2005

    Japan Society for the Promotion of Science  Grants-in-Aid for Scientific Research  Grant-in-Aid for Scientific Research on Priority Areas

    KABASHIMA Yoshiyuki, TAKAYASU Misako, AONISHI Toru, INOUE Masato

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    Grant amount:\21900000 ( Direct Cost: \21900000 )

    We have developed a framework to evaluate performance of various coding methods such as error correcting and compression codes, and CDMA multiuser communication systems utilizing notions and techniques of statistical mechanics. The developed framework is composed mainly of the following three schemes :
    1. Scheme for assessing typical performance of codes infinite length Regarding a given code as a kind of spin glass models, this scheme makes it possible to characterize the typical performance of the code as the length of the codes tends to infinity utilizing the concept of phase transition of disordered systems.
    2. Scheme for characterizing atypical behavior of codes of finite length Combining evaluation methods of large deviation analysis and the replica method that has been developed in statistical mechanics, this scheme enables us to assess atypical behavior of an objective code utilizing a certain exponent.
    3. Scheme for evaluating typical behavior of belief propagation Belief propagation is an inference algorithm that currently occupies a special status in research of codes as a standard decoding algmithm of modem error correcting codes. We have developed a scheme that makes it possible to characterize typical behavior of the algorithm utilizing macroscopic quantities, in particula4 for systems of dense connectivity. In addition, we have also obtained several results concerning nature of statistical mechanical methods :
    4. We have discovered a model system of finite system size for which analytical continuation of the replica number can be exactly performed, which provides complete information about the origin of the replica symmetry breaking of a certain type.
    5. We have gained a plausible conjecture that the condition of the de Almeida-Thouless instability known in static analysis of spin glass systems generally accords with the dynamical instability condition of the fixed point of the belief propagation algorithm in the case of mean field models..

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  • Congestion and Critical Fluctuation in the Internet Information Traffics and Control of Complex Systems

    Grant number:13831010  2001 - 2003

    Ministry of Education, Culture, Sports, Science and Technology  Grants-in-Aid for Scientific Research(基盤研究(C))  Grant-in-Aid for Scientific Research (C)

    Misako TAKAYASU

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    Grant amount:\3600000 ( Direct Cost: \3600000 )

    In this research I analyzed detail traffic data of information flow in the Internet. It is shown that there are two phases : One is the congestion phase in which information packets are likely to be lost and re-submitted. The other is the non-congestion phase in which packets run smoothly. The phase is determined by the amount of information input. At the critical amount of information flow critical behaviors such as the 1/f fluctuations and power law distributions are realized. I made a theoretical formulation describing these findings. It is shown that a traffic system has the maximum efficiency at the critical state that is the border of jamming and non-jamming.On the basis of these results, I suggested an improvement of the protocol to raise efficiency of the information system.

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  • All inclusive synchronization phenomena-based studies on transmissions of energies and information in coupled systems of electric circuits

    Grant number:12834006  2000 - 2001

    Japan Society for the Promotion of Science  Grants-in-Aid for Scientific Research  Grant-in-Aid for Scientific Research (C)

    UEDA Yoshisuke, OKUMURA Kohshi, VOLODYMYR Riabov, TAKAYASU Misako, KURAMITSU Masami, HIKIHARA Takashi

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    Grant amount:\2800000 ( Direct Cost: \2800000 )

    In this study we have clarified synchronizing phenomena in the wide sense, which include quasi-periodic and chaotic synchronizations in various nonlinear systems.
    First, we returned to the context of nonlinear oscillation theory in which we began, in 1961, our experience with chaotic behavior. This context involves the systems of forced self-oscillators arising in electronic circuits. We combined earlier examples into a simple mixed system, and obtained information on the bifurcation diagram of this system. In particular, the parameter regime of the broken-egg chaotic attractor is mapped.
    Next, on behalf of the analysis on quasi-periodic oscillation and chaotic behavior in coupled electric system, a coupled magneto-elastic beam system, which has elastically continuous and magnetically discrete characteristics, was proposed. It made us possible to examine the physical phenomenon experimentally and to obtain the appropriate mathematical model. The results obtained by one of members showed the followings :
    1) The long wave length phenomena cannot be found in the finite dimensional system. Therefore, the partial differential equation is not physically appropriate to describe the short wave length phenomena.
    2) The dynamical behavior in the finite element nonlinear coupled systems, which imply between partial differential equations and ordinary differential equations, can be described by difference-differential equations qualitatively based on the experimental results on the synchronous phenomenon and the wave propagation.
    3) The unstable standing wave has an important role to realize the onset of wave propagation. The high dimensional heteroclinic structure of manifolds is substantial for the onset. These results give us the great knowledge on the relation between the phenomena in physical models and in the mathematical models.

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  • Market Analysis based on Econophysics

    1997

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  • Analysis and Control of Congestion Phase Transition of the Internet

    1995

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