{"updated":"2025-01-22T07:25:46.550904+00:00","metadata":{"_oai":{"id":"oai:ipsj.ixsq.nii.ac.jp:00050859","sets":["1164:4402:4467:4468"]},"path":["4468"],"owner":"1","recid":"50859","title":["人工市場アプローチによる為替レートの分析"],"pubdate":{"attribute_name":"公開日","attribute_value":"1995-11-07"},"_buckets":{"deposit":"d22773bd-0a43-484a-97d2-eeb3ea1adbaf"},"_deposit":{"id":"50859","pid":{"type":"depid","value":"50859","revision_id":0},"owners":[1],"status":"published","created_by":1},"item_title":"人工市場アプローチによる為替レートの分析","author_link":["0","0"],"item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"人工市場アプローチによる為替レートの分析"},{"subitem_title":"An Analysis of Exchange Rate Dynamics on the Artificial Market Approach","subitem_title_language":"en"}]},"item_type_id":"4","publish_date":"1995-11-07","item_4_text_3":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"東京大学大学院総合文化研究科広域科学専攻"},{"subitem_text_value":"東京大学大学院総合文化研究科広域科学専攻"}]},"item_4_text_4":{"attribute_name":"著者所属(英)","attribute_value_mlt":[{"subitem_text_value":"c/o Prof. Okatsu, Dept. of General Systems Studies Graduate School of Arts and Sciences, the University of Tokyo","subitem_text_language":"en"},{"subitem_text_value":"c/o Prof. Okatsu, Dept. of General Systems Studies Graduate School of Arts and Sciences, 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/50859/files/IPSJ-ICS95102002.pdf"},"date":[{"dateType":"Available","dateValue":"1997-11-07"}],"format":"application/pdf","billing":["billing_file"],"filename":"IPSJ-ICS95102002.pdf","filesize":[{"value":"431.2 kB"}],"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":"a3bf4c78-a883-4697-a1ae-f30a202bd4a1","displaytype":"detail","licensetype":"license_note","license_note":"Copyright (c) 1995 by the Information Processing Society of Japan"}]},"item_4_creator_5":{"attribute_name":"著者名","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"和泉, 潔"},{"creatorName":"大勝, 孝司"}],"nameIdentifiers":[{}]}]},"item_4_creator_6":{"attribute_name":"著者名(英)","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Kiyoshi, Izumi","creatorNameLang":"en"},{"creatorName":"Takashi, Okatsu","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":"本研究は，実際の経済現象の分析における人工市場アプローチの有効性を調べるために，外国為替市場を一つのケーススタディとして，人工市場アプローチによる新しいモデルを構築し，予測力と説明力の評価を行なった．その結果，予測力においては，既存の為替モデルに比べて10%以上，予測誤差を小さくすることが可能となった．また，説明力に関しては，市場参加者の予想の同調と完全な一致により，1988年から1991年の為替バブルの成長と崩壊がもたらされたことを示すことができた．これらの結果により，本研究は人工市場アプローチが現実の経済現象を定量的にも分析することの有効性を示すことができた．","subitem_description_type":"Other"}]},"item_4_description_8":{"attribute_name":"論文抄録(英)","attribute_value_mlt":[{"subitem_description":"In this study, in order to examine the Artificial Market approach's effectiveness on analysis of real economic phenomena, we construct a new model of a foreign exchange market as a casestudy of this approach and evaluate our model in forecasting and explaining of an actual rate dynamics. As a result, our model can improve other existing models' forecasts over 10%. Moreover, our model suggests that the growth and collapse of the rate bubble between 1988 and 1991 were caused by bandwagon effect and coincidence of all agents' expectations. Therefore, this study shows that the Artificial Market approach can be effective in quantitative analyses of real economic systems.","subitem_description_type":"Other"}]},"item_4_biblio_info_10":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicPageEnd":"12","bibliographic_titles":[{"bibliographic_title":"情報処理学会研究報告知能と複雑系（ICS）"}],"bibliographicPageStart":"7","bibliographicIssueDates":{"bibliographicIssueDate":"1995-11-07","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"105(1995-ICS-102)","bibliographicVolumeNumber":"1995"}]},"relation_version_is_last":true,"weko_creator_id":"1"},"created":"2025-01-18T23:15:32.320707+00:00","id":50859,"links":{}}