Announcement
In recent years, research on economy and finance has been accelerating with usage of real data. Networks form the basic space where economic and financial phenomena, business cycles and economic crisis among others, occur. Japan is blessed with abundant real big network data, such as the production network, on which several advanced research has been done.
This workshop aims to cover these research results as well as other related issues. Some key researchers from abroad who share similar ideals are invited for high-level exchange of ideas and results.
Information
- Date: October 8 (Tue) - 9 (Wed), 2019
- Venue: RIETI's seminar room #1119 & 1121 (METI Annex 11th floor)
- Co-host(s): MEXT "Exploratory Challenges on Post-K computer", "Studies of Multi-level Spatiotemporal Simulation of Socioeconomic Phenomena: Macroeconomic Simulations"
Program and Handouts (October 8)
10:05-10:15 Opening
Hideaki Aoyama (RIETI / Kyoto University)
Makoto Yano (President and CRO, RIETI)
10:15-12:30
Chair
Hideaki Aoyama (RIETI / Kyoto University)
10:15-11:15 "Risks in economic networks: Increasing complexity, cascading failures, global dependencies"
Keynote Talk: Frank Schweitzer (ETH Zurich)
11:30-12:00 "Disaster and Countermeasure: Simulation on Nation-Wide Supply Chain Data"
Hiroyasu Inoue (University of Hyogo)
12:00-12:30 "Economic complexity of prefectures in Japan"
Abhijit Chakraborty (University of Hyogo)
14:00-17:30
Chair
Yoshi Fujiwara (University of Hyogo)
14:00-15:00 "The Dynamics of the Interbank Market: Stylized Facts and Agent-Based Models"
Keynote Talk: Thomas Lux (Kiel University)
15:00-15:30 "Loan Portfolio and Stock Price Correlations in the Banking System of Japan"
Duc Thi Luu (Kiel University)
15:30-16:00 "Interconnectedness in the Corporate Loan Market"
Lutz Honvehlmann (Kiel University)
16:15-17:00 "Stock Prices and the Real Economy: The Different Meaning of Efficiency"
Invited Talk: Hiroshi Yoshikawa (Rissho University)
17:00-17:30 "Secondary employment, inflation, and aggregate demand in an agent-based model of the Japanese macroeconomy"
Corrado Di Guilmi (University of Technology Sydney)
Program and Handouts (October 9)
10:00-12:15
Chair
Hiroyasu Inoue (University of Hyogo)
10:00-10:30 "The structure and evolution of Japanese production network"
Hiromitsu Goto (Nihon University)
10:30-11:00 "Application of Deep Learning to Forecast of Stock Price Change"
Wataru Souma (Nihon University)
11:15-11:45 "Statistical properties of transaction networks among bank accounts"
Yoshiaki Nakagawa (Shiga University)
11:45-12:15 "Cognitive ability and observed behavior in laboratory experiments: implications for macroeconomic theory"
Nobuyuki Hanaki (Osaka University)
12:15-12:20 Closing
Yoshi Fujiwara (University of Hyogo)
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