{"links":{},"metadata":{"_oai":{"id":"oai:ipsj.ixsq.nii.ac.jp:00050338","sets":["1164:4402:4422:4425"]},"path":["4425"],"owner":"1","recid":"50338","title":["エージェントネットワークから見た情報化市場における価格形成"],"pubdate":{"attribute_name":"公開日","attribute_value":"2004-08-05"},"_buckets":{"deposit":"aa156646-649b-479d-afbd-327dacf1eefc"},"_deposit":{"id":"50338","pid":{"type":"depid","value":"50338","revision_id":0},"owners":[1],"status":"published","created_by":1},"item_title":"エージェントネットワークから見た情報化市場における価格形成","author_link":["0","0"],"item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"エージェントネットワークから見た情報化市場における価格形成"},{"subitem_title":"Price formation in informatized markets: From the point of view of the agents network","subitem_title_language":"en"}]},"item_type_id":"4","publish_date":"2004-08-05","item_4_text_3":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"東京大学大学院工学系研究科システム量子工学専攻"},{"subitem_text_value":"東京大学大学院工学系研究科システム量子工学専攻"},{"subitem_text_value":"東京大学大学院工学系研究科システム量子工学専攻"},{"subitem_text_value":"東京大学大学院工学系研究科システム量子工学専攻"}]},"item_4_text_4":{"attribute_name":"著者所属(英)","attribute_value_mlt":[{"subitem_text_value":"Department of Quantum Engineering & Systems Science, School of Engineering, The University of Tokyo","subitem_text_language":"en"},{"subitem_text_value":"Department of Quantum Engineering & Systems Science, School of Engineering, The University of Tokyo","subitem_text_language":"en"},{"subitem_text_value":"Department of Quantum Engineering & Systems Science, School of Engineering, The University of Tokyo","subitem_text_language":"en"},{"subitem_text_value":"Department of Quantum Engineering & Systems Science, School of Engineering, The University of Tokyo","subitem_text_language":"en"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"jpn"}]},"item_publisher":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"情報処理学会","subitem_publisher_language":"ja"}]},"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/50338/files/IPSJ-ICS04136023.pdf"},"date":[{"dateType":"Available","dateValue":"2006-08-05"}],"format":"application/pdf","billing":["billing_file"],"filename":"IPSJ-ICS04136023.pdf","filesize":[{"value":"2.0 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":"25"},{"tax":["include_tax"],"price":"0","billingrole":"44"}],"accessrole":"open_date","version_id":"e121808f-fb7e-45c8-a90f-8145b93a148f","displaytype":"detail","licensetype":"license_note","license_note":"Copyright (c) 2004 by the Information Processing Society of Japan"}]},"item_4_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_4_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_4_source_id_9":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AA11135936","subitem_source_identifier_type":"NCID"}]},"item_4_textarea_12":{"attribute_name":"Notice","attribute_value_mlt":[{"subitem_textarea_value":"SIG Technical Reports are nonrefereed and hence may later appear in any journals, conferences, symposia, etc."}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourceuri":"http://purl.org/coar/resource_type/c_18gh","resourcetype":"technical report"}]},"item_4_description_7":{"attribute_name":"論文抄録","attribute_value_mlt":[{"subitem_description":"市場の情報化によって価格変動の振る舞いはどのように変化するのか？市場の構成員をエージェント、市場をエージェントネットワークと定義し、ネットワークのトポロジーと価格変動の統計的性質の関係を調査した。ネットワークトポロジーを格子状からランダムグラフへと変化させることで、系はスモールワールド、つまり情報が速く伝わる系へと移行する。その結果、価格変動率の標準偏差は大きくなり、より大きな価格変動の生じる確率が高くなること、さらにボラティリティの時間相関が速く減衰することを確認した。","subitem_description_type":"Other"}]},"item_4_description_8":{"attribute_name":"論文抄録(英)","attribute_value_mlt":[{"subitem_description":"How the behavior of price formation in informatized markets is? We defined individuals who constitute the market as `agent's and the network of agents as `marketplace', and investigated the relation between network topology and statistical properties of price fluctuations. We found that when the network transformed into `small-world', where information spread quickly, the deviation of price fluctuations increased and the auto-correlation function of volatility decayed rapidly.","subitem_description_type":"Other"}]},"item_4_biblio_info_10":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicPageEnd":"174","bibliographic_titles":[{"bibliographic_title":"情報処理学会研究報告知能と複雑系（ICS）"}],"bibliographicPageStart":"169","bibliographicIssueDates":{"bibliographicIssueDate":"2004-08-05","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"85(2004-ICS-136)","bibliographicVolumeNumber":"2004"}]},"relation_version_is_last":true,"weko_creator_id":"1"},"created":"2025-01-18T23:15:08.352325+00:00","updated":"2025-01-22T07:40:49.203416+00:00","id":50338}