RIETI政策研讨会

从大规模业务数据学习什么——经济学与物理学的综合研究 (会议资料)

会议概要

  • 日时:2009年3月5日(星期四)14:00—18:30
  • 会场:如水会馆 Star Hall(东京都千代田区一桥2—1—1)

会议资料

开幕辞

藤田 昌久的照片

藤田 昌久 (RIETI所长、CRO,甲南大学教授,京都大学经济研究所特聘教授)

简历

Professor Fujita served as Professor of the Institute of Economic Research at Kyoto University; President of the Institute of Developing Economies - JETRO (2003-2007); and Professor in the Department of Economics/Regional Science at the University of Pennsylvania. His research and teaching interests are urban economics, regional economics, international trade, and spatial economics. He holds a Ph.D. in Regional Science from the University of Pennsylvania.
Major works: The Spatial Economy: Cities, Regions, and International Trade (with P. Krugman and A.J. Venables), MIT Press, 1999; Economics of Agglomeration: Cities, Industrial Location, and Regional Growth (with J. Thisse), Cambridge University Press, 2002; Spatial Economics, vol. 1, 2 (editor), The International Library of Critical Writings in Economics, Edward Elgar Publishing, Inc., 2005; Regional Integration in East Asia: From the Viewpoint of Spatial Economics (editor), Macmillan, 2007
个人简介

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本研讨会的宗旨

渡边 努的照片

渡边 努 (RIETI教职研究员,一桥大学物价研究中心教授,一桥大学经济研究所教授)

简历

Dr. Watanabe is a Professor for the Institute of Economic Research at Hitotsubashi University. Prior to joining the faculty at Hitotsubashi University in 1999, he worked for the Bank of Japan (1982-1999). His areas of expertise include monetary policy, international finance, and corporate finance. Dr. Watanabe holds a Ph.D. in Economics from Harvard University (1992) and B.A. in Economics from the University of Tokyo (1982). A selection of his publications and papers includes: "A Statistical Analysis of Price Fluctuations in an Online Market," Economic Review , Vol. 59, No. 4, 2008, (in Japanese); "Optimal Monetary Policy at the Zero Interest Rate Bound: The Case of Endogenous Capital Formation," COE/RES Discussion Paper Series , 2005; "Characteristic Market Behaviors Caused by Intervention in Foreign Exchange Market," Nikkei Econophysics III Proceedings ; "Output-inflation tradeoff at near-zero inflation rates," Journal of Japanese and International Economies , 14, 2000
个人简介

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基调演讲

"网络科学最前沿:从因特网连线向商务网络等扩展"

Albert-László BARABÁSI的照片

Albert-László BARABÁSI (Professor, Department of Physics, Northeastern Univeristy)

简历

Dr. BARABÁSI is an expert in the field of Network Science, where his work has led to the discovery of scale-free networks and the proposed Barabasi-Albert model to explain the widespread emergence of networks in natural, technological, and social systems. He is a Professor of Physics at Notre Dame University and Director of the Northeastern University Center for Complex Network Research. Prior to joining the faculty at Notre Dame in 1995, he worked one year as a Research Physicist for IBM. He holds a Ph.D. in Physics from Boston University (1994) and M.S. in Theoretical Physics from Eotvos University in Budapest, Hungary (1989). His recently published books include: The Structure and Dynamics of Networks , Princeton University Press, 2006; Linked: How Everything Is Connected to Everything Else and What It Means for Business, Science, and Everyday Life , New York: Plume, 2003; Linked: The New Science of Networks , Cambridge: Perseus, 2002, (available in Japanese); "Morphological and Compositional Evolution of Heteroepitaxial Semiconductor Thin Films," Materials Research Society , Vol. 618, 2000

关闭

"解析利用因特网数据的社会网络:You Tube、开放源软件、网络风险、金融市场"

Didier SORNETTE的照片

Didier SORNETTE (Professor, Department of Management, Technology and Economics, ETH Zürich)

简历

Dr. Sornette is Professor on the Chair of Entrepreneurial Risks in the Department of Management, Technology and Economics at ETH Zurich (Swiss Federal Institute of Technology, Zurich). He is also a Professor of Physics and of Earth Sciences at ETH Zurich. Prior to joining the faculty at ETH in 2006, he was a Professor in the Department of Earth and Space Sciences at UCLA (1995-2006), and Research Director in physical sciences (1990-2006) and Research Scientist (1981-1990) at the French National Center for Scientific Research (CNRS). His areas of research include the prediction of crises and extreme events in complex systems with applications to finance, economics, marketing, earthquakes, and landslides; physics of complex systems and pattern formation in spatio-temporal structures, dynamical system theory, pattern recognition, and time series analysis; and finance and economics pertaining to the detection of pockets of predictability in financial markets, theory of bubbles and crashes and tests, large risks and tail dependence, theory of derivatives, portfolio optimization, trading strategies, insurance, macro-economics, agent-based models, market microstructure He is a member of the Swiss Finance Institute and the Director of Research for Insight Research LLC, a California-based firm developing alternative quantitative methods for investments, risk measures and asset allocations. Dr. Sornette holds a Ph.D. from the University of Nice (1985) and an M.S. in Physical Sciences from Ecole Normale Superieure (1981).
His recently published books include: Extreme Financial Risks, From Dependence to Risk Management , Heidelberg: Springer, 2005; Why Stock Markets Crash? Critical Events in Complex Financial Systems , Princeton University Press, 2003, (available in Japanese); Critical Phenomena in Natural Sciences, Chaos, Fractals, Self-Organization and Disorder: Concepts and Tools , Heidelberg: Springer Series in Synergetics, 2nd edition, 2006

关闭

"市场营销中的人的行为"

高安 美佐子的照片

高安 美佐子 (东京工业大学研究生院综合理工学研究科智能系统科学专业副教授)

简历

Dr. Takayasu is an Associate Professor in the Department of Computational Intelligence and Systems Science at the Tokyo Institute of Technology, where she specializes in Statistical Physics, Information Physics and Econophysics. Prior to joining the faculty of the Tokyo Institute of Technology in 2004, Dr. Takayasu was an Associate Professor in the Department of Information Science at Future University-Hakodate (2000-2004), Assistant Professor in the Department of Science and Technology at Keio University (1997-2000), Visiting Researcher in the Physics Department at Boston University (1996-1997), and Postdoctoral Fellow at the Graduate School of Information Sciences at Tohoku University (1993-1996). She holds a Ph.D. in Science from Kobe University and a B.A. in Physics from Nagoya University.

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答疑

主持人:高安 秀树的照片

主持人:高安 秀树 (SONY股份有限公司计算机科学研究所高级研究员)

简历

Dr. Takayasu is a Senior Researcher at Sony Computer Science Laboratories, Inc. Prior to joining Sony in 1997, he was a Professor in the Graduate School of Information Sciences at Tohoku University (1993-1997); Associate Professor (1988-1993) and Assistant professor (1986-1988) in the Department of Earth Sciences at Kobe University; and a Postdoctoral Fellow in the Department of Physics at Kyoto University (1985). His research specialties are statistical physics, fractal theories, and econophysics. He earned his Ph.D. and B.S. in Physics at Nagoya University

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主持人:渡边 努的照片

主持人:渡边 努 (RIETI教职研究员,一桥大学物价研究中心教授,一桥大学经济研究所教授)

嘉宾讨论"大规模业务数据的活用方法"

主持人:渡边 努的照片

主持人:渡边 努 (RIETI教职研究员,一桥大学物价研究中心教授,一桥大学经济研究所教授)

嘉宾(以姓氏英文字母为顺)

出口 弘的照片

出口 弘 (东京工业大学研究生院综合理工学研究科智能系统科学专业教授)

简历

Professor Deguchi has been with the Department of Computational Intelligence and Systems Science at Tokyo Institute of Technology since 2001. Previously he was an Associate Professor in the Graduate School of Economics at Kyoto University (1997-2001) and in the Department of Commercial Science at Chuo University (1995-1997); and Research Assistant in the Economics Department at both the International University of Japan (1989-1995) and Fukushima University (1987-1989). Professor Deguchi's research interests cover a wide area of interdisciplinary and transdisciplinary fields including mathematics, organizational and management sciences, economics, evolutionary economics, sociology, anthropology, gaming simulation, agentbased modeling, and philosophy of sciences. He created a new paradigm of social economic system theory, "Establishment of Agent-Based Social System Science" (ABSSS), and is now developing a new simulation language for agent-based modeling for social and organizational architecture design, called SOARS (Spot-Oriented Agent Role Simulator / Social and Organizational Architecture Simulator). He is also an editor of the Springer Series on Agent-Based Social Systems (Springer-Verlag). Professor Deguchi holds a Ph.D. in Economics from Kyoto University (2001) and a Ph.D. in Science from the Tokyo Institute of Technology (1986). He also earned his Bachelor Degree at the Tokyo Institute of Technology. A selection of his papers and publications include: Economics as an Agent-Based Complex System Springer-Verlag, 2004; Design of a Hybrid-Learning Environment Based on SOARS  IEEE Computer Society Press, 2005; A Test Bed for Interdisciplinary Research into Agent-Based Artificial Markets Evolutionary Controversies in Economics, A New Trans-disciplinary Approach Springer-Verlag Tokyo, 2001

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岩政 一政的照片

岩政 一政 (内阁府经济社会综合研究所(ESRI)所长)

简历

Mr. Iwata was named President of the Economic and Social Research Institute for the Cabinet Office of the Government of Japan in June 2008. Previously, he was a Deputy Governor with the Bank of Japan (2003-2008), Director-General in charge of economic assessment and policy analysis for the Cabinet Office (2001-2003) and Professor in the Department of Advanced Social and International Studies at the University of Tokyo (1986-2001). During his academic career, he served as Visiting Professor at the University of Alberta and Yale University.

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松本 大的照片

松本 大 (Monex集团总经理CEO)

简历

Mr. Matsumoto earned his BA in Law from the University of Tokyo (1987). He began his career at Salomon Brothers Asia, Ltd. in 1987 and later joined Goldman Sachs (Japan) Ltd. in 1990. He was the head of their Fixed Income Business and became General Partner of the Goldman Sachs Group, L.P. in 1994 at the age of 30, the youngest at that time. Upon the deregulation of stock brokerage commissions in Japan in 1999, he jointly capitalized Monex, Inc., an online brokerage firm, with Sony Corporation. Monex integrated its business with Nikko Beans and established Monex Beans Holdings, Inc. (now Monex Group, Inc.) in 2004 where he is presently President & CEO. He has served as Financial Counsel to the Prime Minister and a standing committee member of TSE and JSDA. He has become an outside director of Tokyo Stock Exchange Group, Inc., Tokyo Stock Exchange, Inc. and Shinsei Bank, Ltd. since June 2008.
【Monex Group, Inc.】
Monex Group, Inc. was established in 2004 as a holding company of Monex, Inc. and Nikko Beans, Inc., both established in 1999. In 2005, Monex, Inc. and Nikko Beans, Inc. merged and became Monex, Inc., the main securities subsidiary of the Group. The Group also contains the companies of asset management business, investor education business, M&A business, FX business, etc. under its umbrella with overseas offices in New York and Beijing. Monex Group, Inc. is listed in the first section of TSE and is continuing to grow its businesses, aspiring to become a technology-based global online retail financial service provider.

关闭

Didier SORNETTE的照片

Didier SORNETTE (Professor, Department of Management, Technology and Economics, ETH Zürich)

H. Eugene STANLEY的照片

H. Eugene STANLEY (Professor, Department of Physics, Center for Polymer Studies, Boston University)

简历

Dr. Stanley has been a faculty member at Boston University since 1976 and is currently Director of the Center for Polymer Studies in addition to Professor of Biomedical Engineering, Chemistry, Physics, and Physiology. His previous experience includes professor in the Physics Department at M.I.T. (1969-1976), Research Fellow in the Physics Department at the University of California Berkeley (1968-1969) and staff member of the Solid State Physics Group at M.I.T. (1967-1968). His main current focus is on understanding the anomalous behavior of liquid water in bulk, nano-confined, and biological environments. He has also worked on a range of other topics in complex systems, such as quantifying correlations among the constituents of the Alzheimer brain, and quantifying fluctuations in non-coding and coding DNA sequences, inter-beat intervals of the healthy and diseased heart. Dr. Stanley has a Ph.D. in Physics from Harvard University (1967) and a B.A. in Physics from Wesleyan University (1962). Selected publications include: An Introduction to Econophysics: Correlations and Complexity in Finance ; Biological Systems Under Extreme Conditions: Structure and Function ; From Newton to Mandelbrot: A Primer in Theoretical Physics With Fractals for the Personal Computer ; Fractal Concepts in Surface Growth , Albert-Laszlo Barabasi, and H. Eugene Stanley

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答疑

闭幕辞

及川耕造的照片

及川耕造 (RIETI理事长)

简历

Prior to his current position, Mr. Oikawa served as Senior Executive Director, Development Bank of Japan (2003-2005); Advisor, Nomura Research Institute, Ltd. (2002-2003); Research Counselor, TEPIA (2002-2003); Commissioner, Japan Patent Office; Director-General, Bureau of Equipment, Japan Defense Agency; Director-General for Policy Coordination, Minister's Secretariat; Councilor, Cabinet Secretariat; Deputy Director-General for Security Export Control, International Trade Administration Bureau; Director, Coordination Division, Bureau of Equipment, Japan Defense Agency; Director, Small Enterprise Policy Division, Small and Medium Enterprise Agency; Counselor, Japanese Mission to European Community, Ministry of Foreign Affairs; Director, Paper, Pulp & Printing Division, Consumer Goods Industries Bureau. Mr. Oikawa graduated from the University of Tokyo with a B.A. in Economics.
个人简介

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交流会、国际会议"东京工业大学、一桥大学国际会议&APFA7"闭幕式