JSAI Technical Report, Type 2 SIG
Online ISSN : 2436-5556
Volume 2018, Issue BI-010
The 10th SIG-BI
Displaying 1-10 of 10 articles from this issue
  • Isao KARUBE, Setsuya KURAHASHI
    Article type: SIG paper
    2018Volume 2018Issue BI-010 Pages 01-
    Published: September 15, 2018
    Released on J-STAGE: February 03, 2022
    RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

    Japanese agricultural sector is facing several risks such as "the aging farming population", "theshortage of successors", "the increasing abandoned farmland" and "low profitability ". Japanesegovernment and farmers have been deploying various efforts to eliminate these risks such as changingThe Agricultural Land Act and investing Infrastructure investment. There are cases of improving sales byconstructing new irrigation facilities and developing means of transportation and sales channels. In thispaper, authors made simple plant selection models of farmers and governments and try to check theimpact to planting of farmers by MAS (multi agent simulation).

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  • Takehiro SUZUKI, Tomoya SUZUKI
    Article type: SIG paper
    2018Volume 2018Issue BI-010 Pages 02-
    Published: September 15, 2018
    Released on J-STAGE: February 03, 2022
    RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

    In foreign-exchange (FX) dealing, FX brokers basically cancel out the orders fromtheir customers to prevent the price fluctuation risk by cover transactions with global megabankscalled Counter Party (CP). Each CP has huge amount of money to play a role of market reader,and might have proprietary know-how to foresee future price movements. From this viewpoint,we try to extract their knowledge by a machine learning approach, and therefore we apply thestacking method that aggregates some predictors to extract the ensemble knowledge. If CP's pricequotations are decided by foreseeing future price possibilities, their quotations can be consideredas predictors. From this concept, we apply the stacking method to their quotations and obtain theensemble knowledge from them. Through some simulations using real price data, we could con-firm that the given ensemble knowledge improves the prediction accuracy of FX price movementscompared to the machine learning using a single CP's price quotation.

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  • Yusuke MATSUMOTO, Aiko SUGE, Hiroshi TAKAHASHI
    Article type: SIG paper
    2018Volume 2018Issue BI-010 Pages 03-
    Published: September 15, 2018
    Released on J-STAGE: February 03, 2022
    RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

    As business environment changes rapidly, companies must respond to the change. As one ofcountermeasures against big change, divestment by M&A is becoming one of the options. In this paper, weclassify the industries by using FCM in order to reflect the trend in industrial classification that businessstructure changes drastically, we analyze what kind of companies divest business. As a result of analyzingduring 15 years from 2002 to 2016, we found that companies with higher debt ratio would divest thebusiness. Analyzing the effectiveness of industrial classification by fuzzy c means is one of our future works.

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  • Hiroyasu SEITA
    Article type: SIG paper
    2018Volume 2018Issue BI-010 Pages 04-
    Published: September 15, 2018
    Released on J-STAGE: February 03, 2022
    RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS
  • Kiyotaka SHIN, Aiko SUGE, Yasuo YAMASHITA, Hiroshi TAKAHASHI
    Article type: SIG paper
    2018Volume 2018Issue BI-010 Pages 05-
    Published: September 15, 2018
    Released on J-STAGE: February 03, 2022
    RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

    This research aims to improve the services of the food-service industry so it can lead to bettermanagement.The labor productivity of the food-service industry in Japan is very low, has long suffered fromlack of personnel and continues to struggle maintaining talent. Therefore, as a measure to solve this problem, weanalyzed the POS data of a luxury barbeque shop with a high customer unit price, making a hypothesis that theimprovement per customer price per customer is effective.And clarifying the purchasing behavior of eachproduct target using Machine Learming.

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  • Hiromichi SAKURAI, Yuma HAYAMI, Risa YAMASHITA, Eriko HASEGAWA, Rikizo ...
    Article type: SIG paper
    2018Volume 2018Issue BI-010 Pages 06-
    Published: September 15, 2018
    Released on J-STAGE: February 03, 2022
    RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

    Buyers of used cars have to predict their dealing prices at auto auction held afterabout one month, but it is very difficult to predict them because each condition of used cars iscompletely different such as mileage, model year, body color, etc. For this reason, we proposetwo prediction methods: as the first one, we consider the median of dealing prices in each carmodel as a base price and predict its future price by time-series models: ARIMA and SARIMA.After that, the predicted bace price is converted into the individual price of each used car by themachine learning method that learned the relationship between the condition of used cars includingindividual prices and the bace price. As the second method, we adopt the deep learning approachto directly predict individual future prices of used cars without using the base price, but using allthe information attached to each used car as explanatory variables. To verify the usefulness of ourproposed methods for a used car assessment system, we performed some prediction tests using thereal auto-auction price data.

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  • Masaaki KUNIGAMI, Takamasa KIKUCHI, Takao TERANO
    Article type: SIG paper
    2018Volume 2018Issue BI-010 Pages 07-
    Published: September 15, 2018
    Released on J-STAGE: February 03, 2022
    RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

    We propose a formal model for describing managerial decision processes in cases of businessinnovation. This formal model named Managerial Decision-making Description Model (MDDM) consistsof three kinds of components, an environment, a business structure and an agent's decision. The businessinnovation is represented as a business structure transition, in which the agents redefine theobjective-resources pairs in the business structure. We show that the MDDM describes actual businesscases and compares their similarities and differences. We also consider the MDDM application to casebased analysis on organizational simulation and business gaming.

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  • Takamasa KIKUCHI, Masaaki KUNIGAMI, Hiroshi TAKAHASHI, Masahiro TORIYA ...
    Article type: SIG paper
    2018Volume 2018Issue BI-010 Pages 08-
    Published: September 15, 2018
    Released on J-STAGE: February 03, 2022
    RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS
  • Xueyin QU, Aiko SUGE, Hiroshi TAKAHASHI
    Article type: SIG paper
    2018Volume 2018Issue BI-010 Pages 09-
    Published: September 15, 2018
    Released on J-STAGE: February 03, 2022
    RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

    The paper proposes a method of building a sentiment dictionary using news and stock prices inChina markets by textual analysis in finance. In order to obtain the amount of word polarities, weassociated the frequencies of the news' one-hot wordlist to the abnormal change rate of stock prices onthe publish date which is calculated by the method of the event study. We conducted the support vectorregression (SVR) and build a sentiment dictionary with polarity data from learners. Furthermore, weattempt to predict the news polarities by using the sentiment dictionary.

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  • Atsutaka SAISHO, Aiko SUGE, Hiroshi TAKAHASHI
    Article type: SIG paper
    2018Volume 2018Issue BI-010 Pages 10-
    Published: September 15, 2018
    Released on J-STAGE: February 03, 2022
    RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

    Company executives play an important role in corporate activities. In this research, we focus onthe characteristics of the top executive of each company, who make the important decisions. We attemptto measure the facial emotional score of these executives from the photographs published on their firm'sannual report. In addition, we create a narcissism index from the number of times these executives appearon their reports. Finally, we analyze how these emotional scores or narcissism indexes relate with theircompany's performance and behavior.

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