JSAI Technical Report, Type 2 SIG
Online ISSN : 2436-5556
Volume 2014, Issue BI-001
The 1st SIG-BI
Displaying 1-10 of 10 articles from this issue
  • [in Japanese], [in Japanese], [in Japanese]
    Article type: SIG paper
    2014 Volume 2014 Issue BI-001 Pages 01-
    Published: November 20, 2014
    Released on J-STAGE: August 28, 2021
    RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

    Many stuides have been attempting to uncover the relationship between asset price fluctuations and textual information. However, in many cases, subjective evaluations of researchers have significant impacts on results. In this paper, we propose an objective evaluation method of news article using stock prices. Firstly, we give class labels (negative-positive) to every news articles by using event study analysis. Secondly, we compute vector representations of news aritcles by morphological analysis and tf-idf. Finally, we make Support Vector Machine classifier and give class labels (negative-positive) to other news articles. This method enable objective analyses of textual data in financial contexts.

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  • Kazumoto TAKAYANAGI, Setsuya KURAHASHI
    Article type: SIG paper
    2014 Volume 2014 Issue BI-001 Pages 02-
    Published: November 20, 2014
    Released on J-STAGE: August 28, 2021
    RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

    This paper aims to clarify the social dynamics of obesity by simulating agents' adaptive behavior under different network structures. While some previous studies have empirically demonstrated the social contagion process in which social norms are regarded as relevant to the spread of obesity, the issue of whether the underlying contagion mechanisms are affected by different topologies of agents' network still remains to be addressed. Taking into account the agents' decision making process where the interactions between their adaptive behavior and social norms play a significant role, this study focuses on the analysis of network structures which may strengthen or attenuate the spread of obesity within a society. Deriving useful insights from the simulations, we will present effective measures to prevent the obesity epidemic.

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  • [in Japanese], [in Japanese], [in Japanese]
    Article type: SIG paper
    2014 Volume 2014 Issue BI-001 Pages 03-
    Published: November 20, 2014
    Released on J-STAGE: August 28, 2021
    RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

    At a retail store or wholesales, orderers must order their items adequately.For example, there are some situations such that they must order their items so as to reduce their order cost or to equalize the order quantity. In order to handle such problems unitedly, the Model Predictive Control (MPC) framework is effective, because the MPC is an optimal operation method of dynamical systems and the process of stocks can be seen as a dynamical system.In this paper, we propose a MPC framework for the inventory management and show its effectiveness by numerical examples.

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  • [in Japanese]
    Article type: SIG paper
    2014 Volume 2014 Issue BI-001 Pages 04-
    Published: November 20, 2014
    Released on J-STAGE: August 28, 2021
    RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

    Overview about current status of personal data and the various methods of privacy- preserving data mining which is a technique for the privacy protection.Then,discuss methods and collateral criteria that must be in terms of the use of personal data, as a study design. Specifi- cally, applying the existing methods such as k-anonymity to the actual personal data and extracts problems. If necessary, propose a new method for solving problems.

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  • [in Japanese]
    Article type: SIG paper
    2014 Volume 2014 Issue BI-001 Pages 05-
    Published: November 20, 2014
    Released on J-STAGE: August 28, 2021
    RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS
    Download PDF (2297K)
  • [in Japanese], [in Japanese], [in Japanese], [in Japanese]
    Article type: SIG paper
    2014 Volume 2014 Issue BI-001 Pages 06-
    Published: November 20, 2014
    Released on J-STAGE: August 28, 2021
    RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

    In this study, difference viewpoints between experts and novices in a business setting are discovered using MANGA textbook. A MANGA textbook is a genre of educational material and presents typical business situations in a comic book formant. In this study, experts and novices are asked to read MANGA textbook and to evaluate the leadership skills of one of the characters. From those evaluations, two differences were observed: 1)The experts have broad scope. They pay attention to wide chronological spans and many individuals and organizational factors, etc. 2)The experts paid attention not only to what the leader did and said, but also to background information such as what staff members did and said and the description of the office. In contrast, the novices tended to pay attention only to what the leader did and said.

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  • [in Japanese], [in Japanese]
    Article type: SIG paper
    2014 Volume 2014 Issue BI-001 Pages 07-
    Published: November 20, 2014
    Released on J-STAGE: August 28, 2021
    RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

    "Web sites called an information publication site provide information to people looking for a job, a home and so forth. Companies that want to display their products or services on the sites pay adver-tisement rates for administration companies of the sites, such as a job offer site and a real estate site. In this study, we consider how to decide the display order of products for publication on list pages of contents in information publication sites. The order should be desirable not only for advertisers, but likewise for users. First, we show a result of a regression analysis between display order and page views. Second, we de-fine User Popularity Degree using the analysis. Finally, we employ agent-based modelling to simulate the websites in which web contents are defined as agents bidding advertisement rates for getting the op-timised or effective display orders autonomously.

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  • [in Japanese], [in Japanese]
    Article type: SIG paper
    2014 Volume 2014 Issue BI-001 Pages 08-
    Published: November 20, 2014
    Released on J-STAGE: August 28, 2021
    RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

    "Systemic risk that propagates through financial systems causes insolvency or failure of particular fi-nancial institutions such as Bankruptcy of Lehman Brothers or European debt crisis. Although many researchers have challenged to find the propagation mechanism of the crisis in the inter-bank network, it is not clear completely yet. Namatame (2013)1) shows four fundamental models, Eisenberg-Noe model, GK model, NYYA model, and May model. We focus on May model which uses mean-field approximation methods of a network structure, and try to extend the model to Agent-based modelling with a realistic network structure. Considering liquidity risk and the inter-bank transaction structure of Japan, this paper also examines a possibility of an effect of a capital infusion. The purpose of this study is to find a suggestion to help systemic risk reduce by reviewing and simulating several cases of defaults in financial institutions."

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  • [in Japanese], [in Japanese]
    Article type: SIG paper
    2014 Volume 2014 Issue BI-001 Pages 09-
    Published: November 20, 2014
    Released on J-STAGE: August 28, 2021
    RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

    In recent years, a method of machine learning technology has been advancing. Getting the distributed representation of words by the Neural Probabilistic Language Model (NPLM) has attracted interest. In this study, we attempt to create a new dictionary on the basis of ones widely used in finance. In this analysis, we use News Feed Direct of Thomson Reuters Corporation provides (NFD) that focus on the market trends of the Japanese stock market in order to make the dictionary. As a result of analysis, we could succeed in creating a new financial dictionary. However, we also found problems to be solved to get better performance.

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  • [in Japanese], [in Japanese]
    Article type: SIG paper
    2014 Volume 2014 Issue BI-001 Pages 10-
    Published: November 20, 2014
    Released on J-STAGE: August 28, 2021
    RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

    The separation policy of electrical power production from power distribution and transmission has risks of electricity market instability with retail sales liberalisation and a monopoly of the electricity market, while it promotes new entries of various companies into the the electricity market. This study proposes the incentive mechanism of a competitive electricity market to realise an effective market on the basis of an electricity market liberalisation. The study aims the goal that innovation of renewable source of power spreads in a society with stable power supply and an adjustment of supply to demand in which market players including consumers and power generation facilities play under autonomous decision-making.

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