著者
水門 善之 田邊 洋人
出版者
一般社団法人 人工知能学会
雑誌
人工知能学会第二種研究会資料 (ISSN:24365556)
巻号頁・発行日
vol.2022, no.FIN-029, pp.09-13, 2022-10-08 (Released:2022-10-01)

日本における製造業の基調的な生産動向を捉える上で,自動車工業の生産量を把握することは有用である.本研究では,携帯電話端末の位置情報(GPS 情報)を用いて計測した,自動車メーカーの生産拠点における時間帯ごとの滞在人数を基に,自動車生産量のナウキャスティング(即時性の高い推計)を行った.更に本研究では,同情報が示す自動車メーカー各社の生産状況の趨勢に基づいて株式投資戦略を構築した場合,堅調なリターンが得られることを確認した.また,比較検証のため,各社の株価の趨勢(モメンタム情報)に基づいて同戦略を構築した場合には,安定的なリターンは得られなかった.これらの検証結果は,株式投資において,携帯電話の位置情報に基づく即時性の高い生産量推計の有効性を示す内容と言えよう.
著者
水門 善之 田邊 洋人
出版者
一般社団法人 人工知能学会
雑誌
人工知能学会論文誌 (ISSN:13460714)
巻号頁・発行日
vol.37, no.2, pp.37-2_D-LB2, 2022-03-01 (Released:2022-03-01)
参考文献数
12

In recent years, the importance of responding to climate change has increased, and various countries have set greenhouse gas emission reduction targets centered on CO₂ (Carbon Dioxide). In this study, we analyzed the relationship between macroeconomic activity and CO₂ emissions amid growing discussions on CO₂ emissions. Recently, while the positive correlation between GDP and CO₂ emissions on a level basis, which had been confirmed in the past, is collapsing mainly in Europe and the United States. However, it this research, we converted the GDP and CO₂ emissions data to a yearly change rate in order to mitigate the effects of structural environmental changes and we confirmed that a positive correlation was maintained between emissions and economic growth rate. Then, in this research, in order to immediately grasp the CO₂ emission status, we used the CO₂ concentration data which was measured using the observation information from artificial satellites (GOSAT, Greenhouse gases Observing SATellite). We proposed an effective method for grasping the macroeconomic situation in real time. In addition, in the proposed method, the estimation accuracy of the economic model was improved by using fine-grained satellite information as a feature quantity.