著者

菊地 剛正 國上 真章 山田 隆志 高橋 大志 寺野 隆雄

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.31, no.6, pp.AG-G_1-11, 2016-11-01 (Released:2016-11-02)

参考文献数

33

被引用文献数

2

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Since systemic risk in recent financial crisis has received attention, a wide variety of studies on how financial regulations should be reformed to control such risk have been progressed. Among these, mathematical and computational studies have analyzed the way how the borrowing and lending banks and the borrowers go bankrupt in the chain via interbanking network. This study deals with a chain of bankruptcies of financial institutions endogenously caused by deterioration of their financial situations from the changes in prices of risky assets by focusing on the macro-level collapse caused by the shock stemming from the general market risk factors addressed in theoretical studies after the crisis in 2008. For this purpose, the authors develop an agent-based simulation platform and then examine how current systemic management regulations affect corresponding bankruptcies. The main findings are as follows: First, pertinent management regulations are dependent on the market environment. Second, some combination of management regulations may increase the possibilities of bankruptcies due to more sensitivity toward the market change.

著者

山下 泰央 高橋 大志 寺野 隆雄

出版者

日本ソフトウェア科学会

雑誌

コンピュータ ソフトウェア (ISSN:02896540)

巻号頁・発行日

vol.25, no.4, pp.4_33-4_40, 2008-10-28 (Released:2008-12-31)

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近年,金融技術の高度化,金融市場の重要性の高まりなどを背景とし,金融教育の重要性が認識されつつある.本研究では,ビジネスゲーム手法により,金融資産への投資の学習に焦点をあてた分析を実施した.分析の結果,(1)実験を通じ参加者は過剰なリスクを取らなくなること,(2)当手法がリスク管理の重要性の理解を促進させることなど,興味深い現象を見出すことができた.これらの結果は,当手法の金融教育への応用の有効性を示すものである.

著者

片倉 賢治 高橋 大志

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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.

著者

五島 圭一 高橋 大志 寺野 隆雄

雑誌

経営課題にAIを! ビジネス・インフォマティクス研究会資料 = SIG-BI

巻号頁・発行日

vol.1, no.1, 2014-11-20

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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.

著者

高橋 大志 寺野 隆雄

出版者

一般社団法人電子情報通信学会

雑誌

電子情報通信学会論文誌. D-I, 情報・システム, I-情報処理 (ISSN:09151915)

巻号頁・発行日

vol.86, no.8, pp.618-628, 2003-08-01

被引用文献数

10

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本研究は,リスクマネジメントが市場全体にもたらす影響をエージェントベースアプローチにより分析したものである.はじめに金融工学の分野において報告されているリスクマネジメント手法の有効性を確認した後,過度のリスク管理が実施される場合や周りの投資家動向を考慮する投資家が多数存在する場合などの特殊な条件下においてはリスクマネジメントが市場価格を適切な水準から乖(かい)離させる可能性のあることを確認した.

著者

山下 泰央 上瀧 弘晃 高橋 大志

出版者

公益社団法人 計測自動制御学会

雑誌

計測自動制御学会論文集 (ISSN:04534654)

巻号頁・発行日

vol.48, no.11, pp.773-780, 2012 (Released:2012-11-29)

参考文献数

17

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This research analyzed the relationship between headline news and bond market in Japan through text mining technology. As a result of intensive analyses, we found the significant relationship between interest rate changes and the negative (or positive) news classified by keywords. At the same time, we also found that a measure of constructing keyword list has a significant impact on performance of classification.

著者

山下 泰央 高橋 大志 寺野 隆雄

出版者

人工知能学会

雑誌

人工知能学会全国大会論文集 (ISSN:13479881)

巻号頁・発行日

vol.23, 2009

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近年,ファイナンス理論の理解を深めるための手法が必要とされている.本研究では,ビジネスゲーム手法を利用した投資選択と資本構成決定に関するファイナンス理論の学習を目的とした分析を実施した.分析の結果,投資プロジェクト選択法を理解し株主資本価値を高める資本構成の決定法について理解が進むなど,興味深い現象がみられた.これらの結果はファイナンス理論の学習へのビジネスゲーム手法の有効性を示すものである.

著者

高橋 大志 中村 春樹 篠田 和文 福本 一朗

出版者

日本医療機器学会

雑誌

医科器械学 = The Japanese journal of medical instrumentation (ISSN:0385440X)

巻号頁・発行日

vol.77, no.1, pp.23-29, 2007-01-01

参考文献数

15

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Cryosurgery, an operative method that applies freezing to produce a specific response in tissue, is probable and may be used in treatment of tumor. Liquid nitrogen, argon gas are used as cryogen, but these cryogen are weak controlling agents in freezing rate and thawing rate. Destroying tumors by hyperthermia treatment is known, but there are few studies including hyperthermia condition after cryosurgery, therefore the aim was to produce freezing-thawing rate controllable cryosurgery system and to investigate the effect of cryosurgery-hyperthermia in mice livers. Cryosurgery system includes Peltier device and Stirling refrigerator, using 1 cycle method of rapid freezing and slow thawing. Hyperthermia was performed after cryosurgery and contact probe were in contact all the time during freezing, thawing and heating. 24 hours after operations mice livers were stained by Hematoxylin-Eosin and observed under optical microscope. The result showed measured temperatures of rapid freezing and slow thawing during operations. Stained tissue showed necrosis and injury was more serious in cryosurgery-hyperthermia group. This suggests the possibility of electrical temperature rate control during cryosurgery and the effect of hyperthermia treatment after cryosurgery would supply a more effective treatment system. This method may contribute to cryosurgery in the future.