{"created":"2025-01-18T22:45:17.822827+00:00","updated":"2025-01-23T02:53:22.786744+00:00","metadata":{"_oai":{"id":"oai:ipsj.ixsq.nii.ac.jp:00010367","sets":["581:612:622"]},"path":["622"],"owner":"1","recid":"10367","title":["ネットワーク化したSznajd モデルにおける価格形成シミュレーション"],"pubdate":{"attribute_name":"公開日","attribute_value":"2006-03-15"},"_buckets":{"deposit":"450843ba-a9fc-4905-8d02-c488d6fe53fa"},"_deposit":{"id":"10367","pid":{"type":"depid","value":"10367","revision_id":0},"owners":[1],"status":"published","created_by":1},"item_title":"ネットワーク化したSznajd モデルにおける価格形成シミュレーション","author_link":["0","0"],"item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"ネットワーク化したSznajd モデルにおける価格形成シミュレーション"},{"subitem_title":"Price Formation on the Networked Sznajd Model","subitem_title_language":"en"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"特集：ネットワーク生態学～生命現象から社会文化現象の新しいパースペクティブ～","subitem_subject_scheme":"Other"}]},"item_type_id":"2","publish_date":"2006-03-15","item_2_text_3":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"東京大学"},{"subitem_text_value":"東京大学"},{"subitem_text_value":"東京大学"},{"subitem_text_value":"東京大学"}]},"item_2_text_4":{"attribute_name":"著者所属(英)","attribute_value_mlt":[{"subitem_text_value":"The University of Tokyo","subitem_text_language":"en"},{"subitem_text_value":"The University of Tokyo","subitem_text_language":"en"},{"subitem_text_value":"The University of Tokyo","subitem_text_language":"en"},{"subitem_text_value":"The University of Tokyo","subitem_text_language":"en"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"jpn"}]},"publish_status":"0","weko_shared_id":-1,"item_file_price":{"attribute_name":"Billing file","attribute_type":"file","attribute_value_mlt":[{"url":{"url":"https://ipsj.ixsq.nii.ac.jp/record/10367/files/IPSJ-JNL4703019.pdf"},"date":[{"dateType":"Available","dateValue":"2008-03-15"}],"format":"application/pdf","billing":["billing_file"],"filename":"IPSJ-JNL4703019.pdf","filesize":[{"value":"4.1 MB"}],"mimetype":"application/pdf","priceinfo":[{"tax":["include_tax"],"price":"660","billingrole":"5"},{"tax":["include_tax"],"price":"330","billingrole":"6"},{"tax":["include_tax"],"price":"0","billingrole":"8"},{"tax":["include_tax"],"price":"0","billingrole":"44"}],"accessrole":"open_date","version_id":"64c93110-ac06-4d4f-8a68-026fc7691aba","displaytype":"detail","licensetype":"license_note","license_note":"Copyright (c) 2006 by the Information Processing Society of Japan"}]},"item_2_creator_5":{"attribute_name":"著者名","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"橋本, 康弘"},{"creatorName":"小倉, 政則"},{"creatorName":"陳昱"},{"creatorName":"大橋弘忠"}],"nameIdentifiers":[{}]}]},"item_2_creator_6":{"attribute_name":"著者名(英)","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Yasuhiro, Hashimoto","creatorNameLang":"en"},{"creatorName":"Masanori, Ogura","creatorNameLang":"en"},{"creatorName":"Yu, Chen","creatorNameLang":"en"},{"creatorName":"Hirotada, Ohashi","creatorNameLang":"en"}],"nameIdentifiers":[{}]}]},"item_2_source_id_9":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AN00116647","subitem_source_identifier_type":"NCID"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourceuri":"http://purl.org/coar/resource_type/c_6501","resourcetype":"journal article"}]},"item_2_source_id_11":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"1882-7764","subitem_source_identifier_type":"ISSN"}]},"item_2_description_7":{"attribute_name":"論文抄録","attribute_value_mlt":[{"subitem_description":"イジングスピン系は，系を構成する要素の状態変数がわずか2 つの値で記述されるきわめて単純な系であり，生体や社会，経済といった複雑なシステムが持つ普遍的性質を抽出するために頻繁に利用される数理モデルである．その中に，実際の市場の統計的振舞いをよく再現するSznajd モデルがある．本研究では，Sznajd モデルの価格形成ダイナミクスをより詳細に検討するために，従来の“outward” 型かつ“非同期” 型の時間発展の枠組みを“inward” 型かつ“同期型” に変更したうえで，構造的に非一様性の高いネットワーク上での相互作用へと拡張した．その結果，ランダムグラフやスモールワールドネットワークでは価格変動の持つ一般的性質が失われない一方で，ハブを持つネットワークでは振舞いは大きく異なること，スピンの空間分布が価格形成に支配的な役割を担うことを確認した．","subitem_description_type":"Other"}]},"item_2_description_8":{"attribute_name":"論文抄録(英)","attribute_value_mlt":[{"subitem_description":"The Ising spin system is a very simple mathematical model described by binary variables, and has been frequently used for discovering the universality behind various complex systems, such as biological, social and economic systems. The Sznajd model, which reproduces well the statistical behavior observed in the actual market, is one of the typical Ising spin systems. In this research, we investigate the dynamics of price formation on the modified Sznajd model, changing the original update rule, so-called the outward and asynchronous rule, into the inward and synchronous one. Then we apply that scheme for the evolution on networks with typical structures, and study the effect of network topologies on the statistical properties of price formation. We find that the stylized facts of price fluctuations are also observed on random and small-world networks, however, not on networks with hubs, and the spatial distribution of spins has a dominant role in price formation.","subitem_description_type":"Other"}]},"item_2_biblio_info_10":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicPageEnd":"828","bibliographic_titles":[{"bibliographic_title":"情報処理学会論文誌"}],"bibliographicPageStart":"821","bibliographicIssueDates":{"bibliographicIssueDate":"2006-03-15","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"3","bibliographicVolumeNumber":"47"}]},"relation_version_is_last":true,"item_2_alternative_title_2":{"attribute_name":"その他タイトル","attribute_value_mlt":[{"subitem_alternative_title":"モデル特性"}]},"weko_creator_id":"1"},"id":10367,"links":{}}