Updated on 2024/04/17

写真a

 
NAKAJIMA Yoshihiro
 
Organization
Graduate School of Economics Department of Economics Professor
School of Economics Department of Economics
Title
Professor
Affiliation
Institute of Economics

Position

  • Graduate School of Economics Department of Economics 

    Professor  2022.04 - Now

  • School of Economics Department of Economics 

    Professor  2022.04 - Now

Degree

  • Doctor (Science) （ Kobe University ）

Research Areas

  • Humanities & Social Sciences / Economic theory

  • Humanities & Social Sciences / Economic theory

Research subject summary

  • 観測の不定さに起因する予想外な系の挙動について理解を深めたい。特に、経済主体の意思決定プロセスを知る事を目的にする。具体的には(1)株式等の価格変動の実証分析、(2)株式売買のエージェント作成(U-Martを中心とした人工市場研究)、(3)ヒューマン・エージェントの行動分析(U-Martや実験経済学、ゲーミングシミュレーション等の手法による実験)、(4)相互参入形式によるエージェントの行動規範のモデル化の4つの方向から研究を行っている

Research Career

  • evolutionary economics

    emergence, internal measurement, unexpectedness  Individual

    1900.04 

Professional Memberships

  • Japan Association for Evolutionary Economics

      Domestic

  • The Japanese Economic Association

      Domestic

  • 日本ゲーミング&シミュレーション学会

  • The Japanese Society for Artificial Intelligence

Job Career (off-campus)

  • Osaka City University

    2011.04

  • Osaka City University   Graduate School of Economics Contemporary Economy Course

    2001.04 - Now

  • 大和證券(株)   -

    1990 - 1992

Education

  • Kobe University   Doctor's Course   Graduated/Completed

    - 1998

  • Kobe University     Graduated/Completed

    - 1990

Papers

  • A Report of U-Mart Experiments by Human Agents

    Gaming, Simulations, and Society: Research Scope and Perspective, R. Shiratori, K. Arai, F. Kato (Edit)   49 - 57   2004

  • Simulation of foraging behavior using a decision-making agent with Bayesian and inverse Bayesian inference: Temporal correlations and power laws in displacement patterns Reviewed

    Nakajima Yoshihiro

    Chaos, Solitons & Fractals   157   111976 - 111976   2022（ ISSN:0960-0779 ）

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    Publishing type：Research paper (scientific journal)  

    It has been stated that in human migratory behavior, the step length series may have temporal correlation and that there is some relationship between this time dependency and the fact that the frequency distribution of step length follows a power-law distribution. Furthermore, the frequency of occurrence of the step length in some large marine organisms has been found to switch between power-law and exponential distributions, depending on the difficulty of prey acquisition. However, to date it has not been clarified how the aforementioned three phenomena arise: the positive correlation created in the step length series, the relation between the positive correlation of the step length series and the form of an individual's step length distribution, and the switching between power-law and exponential distributions depending on the abundance of prey. This study simulated foraging behavior using the Bayesian decision-making agent simultaneously performing both knowledge learning and knowledge-based inference to analyze how the aforementioned three phenomena arise. In the agent with learning and inference, past experiences were stored as hypotheses (knowledge) and they were used in current foraging behavior; at the same time, the hypothesis continued to be updated based on new experiences. The simulation results show that the agent with both learning and inference has a mechanism that simultaneously causes all the phenomena.(c) 2022 Elsevier Ltd. All rights reserved.

    DOI： 10.1016/j.chaos.2022.111976

  • A generalized distribution interpolated between the exponential and power law distributions and applied to the walking data of the pill bug (Armadillidium vulgare) Reviewed

    Shuji Shinohara, Hiroshi Okamoto, Toru Moriyama, Yoshihiro Nakajima, Takaharu Shokaku, Akika Utsumi, Ung-il Chung

    2021.12

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    Publishing type：Research paper (scientific journal)  

    <title>Abstract</title>To determine whether the walking pattern of an organism is a Lévy walk or a Brownian walk, it has been compared whether the frequency distribution of linear step lengths follows a power law distribution or an exponential distribution. However, there are many cases where actual data cannot be classified into either of these categories. In this paper, we propose a general distribution that includes the power law and exponential distributions as special cases. This distribution has two parameters: One represents the exponent, similar to the power law and exponential distributions, and the other is a shape parameter representing the shape of the distribution. By introducing this distribution, an intermediate distribution model can be interpolated between the power law and exponential distributions. In this study, the proposed distribution was fitted to the frequency distribution of the step length calculated from the walking data of pill bugs. The autocorrelation coefficients were also calculated from the time-series data of the step length, and the relationship between the shape parameter and time dependency was investigated. The results showed that individuals whose step-length frequency distributions were closer to the power law distribution had stronger time dependence.

    DOI： 10.1101/2021.11.29.470497

  • Power Laws Derived from a Bayesian Decision-Making Model in Non-Stationary Environments. Reviewed

    Shuji Shinohara, Nobuhito Manome, Yoshihiro Nakajima, Yukio-Pegio Gunji, Toru Moriyama, Hiroshi Okamoto, Shunji Mitsuyoshi, Ung-il Chung

    Symmetry   13 ( 4 )   718 - 718   2021

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    Publishing type：Research paper (scientific journal)  

    DOI： 10.3390/sym13040718

  • A new method of Bayesian causal inference in non-stationary environments Reviewed

    Shuji Shinohara, Nobuhito Manome, Kouta Suzuki, Ung-il Chung, Tatsuji Takahashi, Hiroshi Okamoto, Yukio Pegio Gunji, Yoshihiro Nakajima, Shunji Mitsuyoshi

    PLOS ONE   15 ( 5 )   e0233559 - e0233559   2020.05

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    Publishing type：Research paper (scientific journal)   International / domestic magazine：International journal  

    Bayesian inference is the process of narrowing down the hypotheses (causes) to the one that best explains the observational data (effects). To accurately estimate a cause, a considerable amount of data is required to be observed for as long as possible. However, the object of inference is not always constant. In this case, a method such as exponential moving average (EMA) with a discounting rate is used to improve the ability to respond to a sudden change; it is also necessary to increase the discounting rate. That is, a trade-off is established in which the followability is improved by increasing the discounting rate, but the accuracy is reduced. Here, we propose an extended Bayesian inference (EBI), wherein human-like causal inference is incorporated. We show that both the learning and forgetting effects are introduced into Bayesian inference by incorporating the causal inference. We evaluate the estimation performance of the EBI through the learning task of a dynamically changing Gaussian mixture model. In the evaluation, the EBI performance is compared with those of the EMA and a sequential discounting expectation-maximization algorithm. The EBI was shown to modify the trade-off observed in the EMA.

    DOI： 10.1371/journal.pone.0233559

    PubMed

  • Extended Bayesian inference incorporating symmetry bias Reviewed

    Shuji Shinohara, Nobuhito Manome, Kouta Suzuki, Ung-il Chung, Tatsuji Takahashi, Pegio-Yukio Gunji, Yoshihiro Nakajima, Shunji Mitsuyoshi

    Biosystems   190   104104 - 104104   2020.04（ ISSN:0303-2647 ）

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  • The Minimum Heterogeneous Agent Configuration to Realize the Future Price Time Series Similar to Any Given Spot Price Time Series in the AI Market Experiment Reviewed

    Yuji Aruka, Yoshihiro Nakajima, Naoki Mori

    Advances in Intelligent Systems and Computing   1009 AISC   85 - 92   2020（ ISSN:2194-5357 ） （ ISBN:9783030382261 ）

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    Publishing type：Part of collection (book)  

    DOI： 10.1007/978-3-030-38227-8_11

  • An examination of market mechanism with redundancies motivated by Turing's rule selection Reviewed

    Aruka Yuji, Nakajima Yoshihiro, Mori Naoki

    EVOLUTIONARY AND INSTITUTIONAL ECONOMICS REVIEW   16 ( 1 )   19 - 42   2019.06（ ISSN:1349-4961 ）

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    Publishing type：Research paper (scientific journal)  

    DOI： 10.1007/s40844-018-0115-8

  • Ecosystem engineering as an energy transfer process: a simple agent-based model Reviewed

    Romic Ivan, Nakajima Yoshihiro

    THEORETICAL ECOLOGY   11 ( 2 )   175 - 187   2018.06（ ISSN:1874-1738 ）

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    Publishing type：Research paper (scientific journal)  

    DOI： 10.1007/s12080-017-0357-9

  • Ecosystem engineering as an energy transfer process: a simple agent-based model (vol 11, pg 175, 2018) Reviewed

    Romic Ivan, Nakajima Yoshihiro

    THEORETICAL ECOLOGY   11 ( 2 )   189 - 189   2018.06（ ISSN:1874-1738 ）

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    Publishing type：Research paper (scientific journal)  

    DOI： 10.1007/s12080-017-0360-1

  • Ecosystem engineering as an energy transfer process: a simple agent-based model Reviewed

    Ivan Romić, Yoshihiro Nakajima

    Theoretical Ecology   1 - 13   2017.12（ ISSN:1874-1746 ）

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    Publishing type：Research paper (scientific journal)  

    Ecosystem engineers are defined as organisms who modulate the availability of resources for themselves and other organisms by physically changing the environment. Ecosystem engineering is a well-recognised ecological interaction, but there is a limited number of general models due to the recent development of the field. Agent-based models are often used to study how organisms respond to changing environments and are suitable for modelling ecosystem engineering. To our knowledge, agent-based methodology has not yet been used to model ecosystem engineering. In this paper, we develop a simple agent-based population dynamics model of ecosystem engineering as an energy transfer process. We apply energy budget approach to conceptually explain how ecosystem engineers transfer energy to the environment and define various types of energy transfers relative to their effects on the engineers and other organisms. We simulate environments with various levels of resource abundance and compare the results of the model without ecosystem engineering agents to the model with ecosystem engineering agents. We find that in environments with higher levels of resources, the presence of ecosystem engineers increases the average carrying capacity and the strength of population fluctuations, while in environments with lower levels of resources, ecosystem engineering mitigates fluctuations, increases average carrying capacity and makes environments more resilient. Finally, we discuss about the further application of agent-based modelling for the theoretical and experimental development of the ecosystem engineering concept.

    DOI： 10.1007/s12080-017-0357-9

  • Development of U-Mart System with Plural Brands and Plural Markets Reviewed

    AKIMOTO Yoshihito, MORI Naoki, ONO Isao, NAKAJIMA Yoshihiro, KITA Hajime, MATSUMOTO Keinosuke

    The Society of Instrument and Control Engineers, Transactions of the Society of Instrument and Control Engineers   47 ( 11 )   541 - 548   2011.11（ ISSN:04534654 ）

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    Publishing type：Research paper (scientific journal)  

    In this paper, we first discuss the notion that artificial market systems should meet the requirements of fidelity, transparency, reproducibility, and traceability. Next, we introduce history of development of the artificial market system named U-Mart system that meet the requirements well, which have been developed by the U-Mart project. We have already developed the U-Mart system called &ldquo;U-Mart system version 3.0&rdquo; to solve problems of old U-Mart systems. In version 3.0 system, trading process is modularized and universal market system can be easily introduced.<br/>However, U-Mart system version 3.0 only simulates the single brand futures market. The simulation of the plural brands and plural markets has been required by lot of users. In this paper, we proposed a novel U-Mart system called &ldquo;U-Mart system version 4.0&rdquo; to solve this problem of U-Mart system version 3.0. We improve the server system, machine agents and GUI in order to simulate plural brands and plural markets in U-Mart system version 4.0. The effectiveness of the proposed system is confirmed by statistical analysis of results of spot market simulation with random agents.

    DOI： 10.9746/sicetr.47.541

    CiNii Article

  • Development of U-Mart System with Plural Brands and Plural Markets

    AKIMOTO Yoshihito, MORI Naoki, ONO Isao, NAKAJIMA Yoshihiro, KITA Hajime, MATSUMOTO Keinosuke

    Transactions of the Society of Instrument and Control Engineers   47 ( 11 )   541 - 548   2011（ ISSN:04534654 ）

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    Publishing type：Research paper (scientific journal)  

    In this paper, we first discuss the notion that artificial market systems should meet the requirements of fidelity, transparency, reproducibility, and traceability. Next, we introduce history of development of the artificial market system named U-Mart system that meet the requirements well, which have been developed by the U-Mart project. We have already developed the U-Mart system called “U-Mart system version 3.0” to solve problems of old U-Mart systems. In version 3.0 system, trading process is modularized and universal market system can be easily introduced.<br/>However, U-Mart system version 3.0 only simulates the single brand futures market. The simulation of the plural brands and plural markets has been required by lot of users. In this paper, we proposed a novel U-Mart system called “U-Mart system version 4.0” to solve this problem of U-Mart system version 3.0. We improve the server system, machine agents and GUI in order to simulate plural brands and plural markets in U-Mart system version 4.0. The effectiveness of the proposed system is confirmed by statistical analysis of results of spot market simulation with random agents.

    DOI： 10.9746/sicetr.47.541

    CiNii Article

  • Development of an Artificial Market System for Analysis of Institutional Issues in Financial Markets Reviewed

    Akimoto Yoshihito, Mori Naoki, Ono Isao, Nakajima Yoshihiro, Sato Hiroshi, Matsui Hiroyuki, Kita Hajime, Matsumoto Keinosuke

    日本知能情報ファジィ学会　SCIS & ISIS   2010 ( 0 )   121 - 126   2010

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    Publishing type：Research paper (scientific journal)  

    In this paper, we first discuss the notion that artificial market systems should meet the requirements of fidelity, transparency, reproducibility, and traceability. Next, we introduce history of development of the artificial market system named U-Mart system that meet the requirements well, which have been developed by the U-Mart project. Next, we propose a novel U-Mart system called "U-Mart system version 3.0" to solve problems of conventional U-Mart systems. The computational experiments are carried out taking a market simulation where the futures price affects the spot price to show the effectiveness of U-Mart system version 3.0.

    DOI： 10.14864/softscis.2010.0.121.0

    CiNii Article

  • Development of an Artificial Market System for Analysis of Institutional Issues in Financial Markets Reviewed

    Akimoto Yoshihito, Mori Naoki, Ono Isao, Nakajima Yoshihiro, Sato Hiroshi, Matsui Hiroyuki, Kita Hajime, Matsumoto Keinosuke

    SCIS & ISIS   2010 ( 0 )   121 - 126   2010

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    Publishing type：Research paper (scientific journal)  

    In this paper, we first discuss the notion that artificial market systems should meet the requirements of fidelity, transparency, reproducibility, and traceability. Next, we introduce history of development of the artificial market system named U-Mart system that meet the requirements well, which have been developed by the U-Mart project. Next, we propose a novel U-Mart system called "U-Mart system version 3.0" to solve problems of conventional U-Mart systems. The computational experiments are carried out taking a market simulation where the futures price affects the spot price to show the effectiveness of U-Mart system version 3.0.

    DOI： 10.14864/softscis.2010.0.121.0

    CiNii Article

  • The Day Trading Strategy Evolution by means of Genetic Programming with Day Trade Agent Framework Reviewed

    NAGAO Masaru, MORI Naoki, NAKAJIMA Yoshihiro, MATSUMOTO Keinosuke

    THE INSTITUTE OF SYSTEMS, CONTROL AND INFORMATION ENGINEERS (ISCIE), Transactions of the Institute of Systems, Control and Information Engineers   21 ( 12 )   400 - 407   2008.12（ ISSN:13425668 ）

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    Publishing type：Research paper (scientific journal)  

    Recently, the number of trader by internet securities companies has increased rapidly. There have been reported lots of studies on forecast of stock prices based on the closing price. However, there are few researches which utilize real time information such as bid and ask price. In this paper, the authors proposed a novel method of evolving day-trade strategies by means of the genetic programming which utilized only order book information. The performance of the proposed method is shown by means of Day Trade Agent Framework (DTAF).

    DOI： 10.5687/iscie.21.400

    CiNii Article

  • U-Mart System: A Market Simulator for Analyzing and Designing Institutions

    NAKAJIMA Yoshihiro, Isao Ono, Hiroshi Sato, Naoki Mori, Hiroyuki Matsui, Yusuke Koyama, Hajime Kita

    Evolutionary and Institutional Economics Review (EIER)   5 ( 1 )   63 - 79   2008.09（ ISSN:1349-4961 ）

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    Publishing type：Research paper (scientific journal)  

    In this paper, we first discuss the notion that artificial market systems whose purposes are to design institutions for realistic markets should meet the requirements of <i>fidelity</i>, <i>transparency</i>, <i>reproducibility</i>, <i>traceability</i>, and <i>usability</i>. Next, we introduce two artificial market systems named the <i>Itayose</i> U-Mart system and the <i>Zaraba</i> U-Mart system that meet the requirements well, which have been developed by the U-Mart project. Finally, we point out that the U-Mart system is faced with the difficulties of <i>complexities of the system</i> and <i>frequent changes to specification</i> from the viewpoint of software engineering. In order to deal with the difficulties, we employed an object-oriented modeling method to design the U-Mart system and succeeded in constructing the system efficiently.

    DOI： 10.14441/eier.5.63

    CiNii Article

  • Order Flow and Price Fluctuation in Stock Market Reviewed

    Nakajima Yoshihiro, Mori Naoki

    The Institute of Systems, Control and Information Engineers, Proceedings of the Annual Conference of the Institute of Systems, Control and Information Engineers   8 ( 0 )   92 - 92   2008

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    Publishing type：Research paper (scientific journal)  

    DOI： 10.11509/sci.SCI08.0.92.0

    CiNii Article

  • New U-Mart Systems based on the Zaraba for Market Research Reviewed

    Akimoto Yoshihito, Mori Naoki, Ono Isao, Nakajima Yosihiro, Matsumoto Keinosuke

    The Japan Joint Automatic Control Conference, Proceedings of the Japan Joint Automatic Control Conference   51 ( 0 )   141 - 141   2008

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    Publishing type：Research paper (scientific journal)  

    DOI： 10.11511/jacc.51.0.141.0

    CiNii Article

  • The Day Trading Strategy Evolution by means of Genetic Programming with Day Trade Agent Framework

    NAGAO Masaru, MORI Naoki, NAKAJIMA Yoshihiro, MATSUMOTO Keinosuke

    Transactions of the Institute of Systems, Control and Information Engineers   21 ( 12 )   400 - 407   2008（ ISSN:13425668 ）

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    Publishing type：Research paper (scientific journal)  

    Recently, the number of trader by internet securities companies has increased rapidly. There have been reported lots of studies on forecast of stock prices based on the closing price. However, there are few researches which utilize real time information such as bid and ask price. In this paper, the authors proposed a novel method of evolving day-trade strategies by means of the genetic programming which utilized only order book information. The performance of the proposed method is shown by means of Day Trade Agent Framework (DTAF).

    DOI： 10.5687/iscie.21.400

    CiNii Article

  • Order Flow and Price Fluctuation in Stock Market Reviewed

    Nakajima Yoshihiro, Mori Naoki

    Proceedings of the Annual Conference of the Institute of Systems, Control and Information Engineers   SCI08 ( 0 )   92 - 92   2008

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    Publishing type：Research paper (scientific journal)  

    日本では東京証券市場を中心にザラバという方式で注文約定処理が行われている。ザラバでは板の上に残された過去の注文と、現在到来した新しい注文とが合致したところで価格が決定する。株価変動の頻度分布は尖度が高いという事が良く知られており、価格変動の確率モデルとしてARCHモデルやGARCHモデルなどが提案されている。しかし、これらのモデルは価格のみを扱い、過去や現在の注文との関係を無視している。本報告では、到来する注文分布が価格変動に与える影響について調べる。実証分析を行い注文の到来確率を求める。それらを人工市場(U-Martシステム）を使ってシミュレートし、尖度の高い分布を示す株価変動が、どのようにして発生しているかを明らかにする。

    DOI： 10.11509/sci.sci08.0.92.0

    CiNii Article

  • New U-Mart Systems based on the Zaraba for Market Research Reviewed

    Akimoto Yoshihito, Mori Naoki, Ono Isao, Nakajima Yosihiro, Matsumoto Keinosuke

    Proceedings of the Japan Joint Automatic Control Conference   51 ( 0 )   141 - 141   2008

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    Publishing type：Research paper (scientific journal)  

    近年，人工市場プロジェクト U-Mart が注目されている．U-Mart ではマルチエージェントによる仮想市場システムを提供しており，研究ツールとして高い評価を得ている．しかしながらこれまでの U-Mart システムでは板寄せを採用している点や株価指数先物を扱っているなど現実の市場研究としては適していない部分もあった．そこで本研究では，一般の株式市場で採用されているザラバを取り入れた新しい U-Mart システムを提案する．また，ザラバ版 U-Mart を用いた市場研究についても述べる．

    DOI： 10.11511/jacc.51.0.141.0

    CiNii Article

  • デイトレードエージエージェントフレームワークを用いた遺伝的プログラミングによる投資戦略の進化 Reviewed

    森 直樹, 中島 義裕

    システム制御情報学会論文誌 40533   400 - 407   2008

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    Publishing type：Research paper (scientific journal)  

  • 制度設計ツールとしての人工市場 : ザラバ/マーケットメーク版U-Martシステムの提案 Reviewed

    中島 義裕

    進化経済学論集 Vol. 11(CD-ROM)   2007

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    Publishing type：Research paper (scientific journal)  

  • The U-Mart Project: New Research and Education Program for Market Mechanism Reviewed

    H. Matsui, K. Taniguchi, Y. Nakajima, I. Ono, H. Sato, N. Mori, H. Kita, T. Terano, H. Deguchi, Y. Shiozawa

    K.Arai, H.Deguchi, H.Matsui(Eds.),Agent-Based Modeling Meets Gaming Simulation，Springer   2006.02

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    Publishing type：Research paper (scientific journal)  

  • 板の薄い市場の研究とオープン・プロブレム Reviewed

    中島 義裕

    進化経済学会論集 Vol. 10   166 - 168   2006

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    Publishing type：Research paper (scientific journal)  

  • 仮想先物市場 U-Mart システムの拡張 Reviewed

    中島 義裕

    第38回計測自動制御学会システム工学部会研究会予稿集   71 - 76   2006

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    Publishing type：Research paper (scientific journal)  

  • An artificial market approach to institutional design for thin markets Reviewed

    Hajime Kitai, Yoshihiro Nakajima, Isao Ono

    2006 SICE-ICASE INTERNATIONAL JOINT CONFERENCE, VOLS 1-13   2239 - +   2006

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    Publishing type：Research paper (international conference proceedings)  

    Supply of liquidity, i.e., opportunity of trading, is one of the central issues in institutional design of financial markets. Because of the collective and emergent nature of the behavior of the market, bottom-up approach using agent-based simulation of the market is a promising way for discussion of the institutional design of the market. Such an approach is called 'Artificial Market'. Concerning the supply of liquidity, introduction of the quote-driven system instead of the order-driven system commonly used in Japanese stock markets can be one of the candidates. Based on the activity of developing artificial futures market called U-Mart, the present paper discusses research program of comparative study of order-driven and quote-driven markets from the viewpoint of supply of liquidity in financial market.

  • Abstract of U-Mart Project

    43 ( 12 )   956 - 961   2004

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    Publishing type：Research paper (scientific journal)  

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Books and Other Publications

  • 価値創造と分散型市場設計

    有賀, 裕二（ Role： Contributor ,  第３章 人工市場研究シミュレータのデフォルトセット）

    中央大学出版部  2020.07  （ ISBN:9784805732410 ）

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    Total pages：xiii, 499p   Book type：Scholarly book

    CiNii Books

  • How to Estimate Market Maker Models in an Artificial Market

    NAKAJIMA Yoshihiro（ Role： Contributor）

    Chapter 6 Realistic Simulation of Financial Markets  2016 

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    Book type：Scholarly book

  • Realistic simulation of financial markets : analyzing market behaviors by the third mode of science

    喜多 一, Taniguchi Kazuhisa, Nakajima Yoshihiro（ Role： Sole author）

    Springer  2016  （ ISBN:9784431550563 ）

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    Book type：Scholarly book

    CiNii Books

  • How to Use the U-Mart Market Simulator, Artificial Market Experiments with the U-Mart System

    NAKAJIMA Yoshihiro（ Role： Sole author）

    Springer  2008.03 

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    Responsible for pages：3-22   Book type：Scholarly book

  • Artificial market experiments with U-Mart System

    塩沢 由典, Nakajima Yoshihiro, 松井 啓之, 小山 友介, Taniguchi Kazuhisa, Hashimoto Fumihiko（ Role： Sole author）

    Springer  2008  （ ISBN:9784431768227 ）

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    Book type：Scholarly book

    CiNii Books

  • 人工市場で学ぶマーケットメカニズム―U‐Mart経済学編 (知的エージェントで見る社会)

    塩沢 由典, 松井 啓之, 谷口 和久, 中島 義裕, 小山 友介（ Role： Sole author）

    共立出版  2006.06  （ ISBN:4320121600 ）

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    Total pages：176   Book type：Scholarly book

    ASIN

    Other Link： https://images-fe.ssl-images-amazon.com/images/I/41Sf%2BBCVIuL._SL75_.jpg

  • 一人でできるU-Mart - マーケットシミュレータの使い方と先物市場の実践的学習, 人工市場で学ぶマーケットメカニズム - U-Mart経済学編- 第1章

    中島 義裕（ Role： Sole author）

    共立出版  2006.06 

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    Responsible for pages：3-27   Book type：Scholarly book

  • A Report of U-Mart Experiments as an Educational Courseware, Terano,T.,Kita, H.,Arai, K. Deguchi, H. edits., Agent-Based Simulation - from Modeling Methodologies to Real World Applications

    Kazuhisa Taniguchi, Yoshihiro Nakajima, Fumihiko Hashimoto（ Role： Joint author）

    Springer-Verlag Tokyo  2005.08 

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    Responsible for pages：82-88   Book type：Scholarly book

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MISC

  • Simulation of foraging behavior using a decision-making agent with Bayesian and inverse Bayesian inference: Lévy and Brownian walk-like search patterns derived from differences in prey distributions

    Shuji Shinohara, Hiroshi Okamoto, Nobuhito Manome, Pegio-Yukio Gunji, Yoshihiro Nakajima, Toru Moriyama, Ung-il Chung

    bioRxiv 2021.06.08.447450; doi: https://doi.org/10.1101/2021.06.08.447450   2021.06

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    Publishing type：Internal/External technical report, pre-print, etc.  

    <title>Abstract</title>Lévy walks, random walks where the frequency of occurrence of a linear step length follows a power-law distribution, are found in the migratory behavior of organisms at various levels, from bacteria and T cells to humans. However, it has been pointed out that in human migratory behavior, the step length series may have temporal correlation (i.e., it is not random walk) and that there is some relationship between this time dependency and the fact that the frequency distribution of step length follows the power-law distribution. Furthermore, some large marine organisms have been found to switch between Lévy and Brownian walks, wherein the frequency of occurrence of the step length is characterized by an exponential distribution (EP), depending on the difficulty of prey acquisition. However, as of now it has not been clarified how the aforementioned three phenomena arise: the positive correlation created in the step length series, the relation between the positive correlation of the step length series and the form of an individual’s step length distribution, and the switching between Lévy and Brownian behavior depending on the abundance of prey. The purpose of this study is to simulate foraging behavior by three Bayesian decision-making agents: an agent simultaneously performing both knowledge learning and knowledge-based inference, an agent performing only learning, an agent performing only inference, and to analyze how the aforementioned three phenomena arise. The simulation results show that only the agent with both learning and inference has a mechanism that simultaneously causes all the phenomena. This suggests that simultaneous learning on prey distribution and inference based on the knowledge gained in exploratory behavior under incomplete information may be the key to the emergence of Lévy walk-like patterns found in humans and marine organisms.

    DOI： 10.1101/2021.06.08.447450

  • Development of U-Mart System with Plural Brands and Plural Markets Reviewed

    AKIMOTO Yoshihito, MORI Naoki, ONO Isao, NAKAJIMA Yoshihiro, KITA Hajime, MATSUMOTO Keinosuke

    The Society of Instrument and Control Engineers, Transactions of the Society of Instrument and Control Engineers   47 ( 11 )   541 - 548   2011.11（ ISSN:04534654 ）

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    Publishing type：Article, review, commentary, editorial, etc. (scientific journal)  

    In this paper, we first discuss the notion that artificial market systems should meet the requirements of fidelity, transparency, reproducibility, and traceability. Next, we introduce history of development of the artificial market system named U-Mart system that meet the requirements well, which have been developed by the U-Mart project. We have already developed the U-Mart system called &ldquo;U-Mart system version 3.0&rdquo; to solve problems of old U-Mart systems. In version 3.0 system, trading process is modularized and universal market system can be easily introduced.<br/>However, U-Mart system version 3.0 only simulates the single brand futures market. The simulation of the plural brands and plural markets has been required by lot of users. In this paper, we proposed a novel U-Mart system called &ldquo;U-Mart system version 4.0&rdquo; to solve this problem of U-Mart system version 3.0. We improve the server system, machine agents and GUI in order to simulate plural brands and plural markets in U-Mart system version 4.0. The effectiveness of the proposed system is confirmed by statistical analysis of results of spot market simulation with random agents.

    CiNii Article

  • 金融市場における市場制度分析のための人工市場の開発

    秋元圭人, 森 直樹, 小野 功, 中島義裕, 喜多 一, 松本啓之亮

    計測自動制御学会第44回システム工学部会研究会「社会シミュレーション＆ サービスシステム・シンポジウム」   2010.04

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    Publishing type：Article, review, commentary, editorial, etc. (scientific journal)  

  • ワッツーストロガッツネットワークモデルにおける平均ノード間距離とクラスター化係数

    中島 義裕

    経済学雑誌別冊講義資料   110(後期)   15 - 17   2009.09

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    Publishing type：Article, review, commentary, editorial, etc. (scientific journal)  

  • The Day Trading Strategy Evolution by means of Genetic Programming with Day Trade Agent Framework Reviewed

    NAGAO Masaru, MORI Naoki, NAKAJIMA Yoshihiro, MATSUMOTO Keinosuke

    THE INSTITUTE OF SYSTEMS, CONTROL AND INFORMATION ENGINEERS (ISCIE), Transactions of the Institute of Systems, Control and Information Engineers   21 ( 12 )   400 - 407   2008.12（ ISSN:13425668 ）

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    Publishing type：Article, review, commentary, editorial, etc. (scientific journal)  

    Recently, the number of trader by internet securities companies has increased rapidly. There have been reported lots of studies on forecast of stock prices based on the closing price. However, there are few researches which utilize real time information such as bid and ask price. In this paper, the authors proposed a novel method of evolving day-trade strategies by means of the genetic programming which utilized only order book information. The performance of the proposed method is shown by means of Day Trade Agent Framework (DTAF).

    CiNii Article

  • Development of Artificial Market Systems for Institutional Analysis and Design of Financial Markets

    喜多一, 小野功, 森直樹, 中島義裕, 佐藤浩, 松井啓之, 谷口和久, 小山友介

    システム・情報部門学術講演会講演論文集   2007   345 - 350   2007

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    Publishing type：Article, review, commentary, editorial, etc. (scientific journal)  

    J-GLOBAL

  • 事例 「コンビニエンスストア」（2000字）

    中島 義裕

    進化経済学会ハンドブック、塩沢由典、清水、磯谷編、進化経済学会、共立出版   408 - 409   2006

  • 関連理論 「マルチエージェントシミュレーション」（4000字）

    中島 義裕

    進化経済学会ハンドブック、塩沢由典、清水、磯谷編、進化経済学会、共立出版   290 - 293   2006

  • 人工先物市場U-Martシステムを利用した国際2拠点講義の実施報告

    中島 義裕

    S&G   16 ( 1 )   73 - 73   2006

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    Publishing type：Meeting report  

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Presentations

  • Cultivating Intercultural Understanding: Four‐Tiered Language Exchange International coauthorship International conference

    Yoshihiro Nakajima (Osaka Metropolitan University), Kazuko Saito (Hunter College, City University of New York), & Chizuko K. Wallestad(Osaka Metropolitan University)

    The 9th International Conference on the　Development and Assessment of Intercultural Competence (ICC 2024)  2024.02  the Center for Educational Resources in Culture, Language and Literacy (CERCLL), a Title VI Language Resource Center at the University of Arizona

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    Presentation type：Oral presentation (general)  

    Venue：Arizona  

  • Intercultural Competence Gained through the Comparison of Social Systems International conference

    Yoshihiro Nakajima

    The 9th International Conference on the　Development and Assessment of Intercultural Competence  2024.02  the Center for Educational Resources in Culture, Language and Literacy (CERCLL), a Title VI Language Resource Center at the University of Arizona

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    Presentation type：Symposium, workshop panel (public)  

    Venue：Arizona  

  • 災害時避難行動の地域格差とその原因―トンガ沖海底火山噴火による津波警報発令時の避難行動記録から― Domestic conference

    柴田玲奈, 中島義裕

    地区防災計画学会 第9回大会  2023.03  地区防災計画学会

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    Presentation type：Oral presentation (general)  

    Venue：オンライン  

  • The minimum heterogeneous agent configuration to realize the future price time series in the AI market experiment and its visible graphs Domestic conference

    Yuji Aruka, Yoshihiro Nakajima, Naoki Mori, Shuji Shinohara

    2022.03 

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    Presentation type：Oral presentation (general)  

  • Applying the argument on Frame Problem to Caltivate Creativity - International Education as Universal Higher Education- International conference

    Yoshihiro Nakajima

    mpact of Artificial Intelligence (AI) on Business and its future in the NEW NORMAL  2022.02  Tilak Maharashtra Vidyapeeth, Department of Management Studies

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    Presentation type：Oral presentation (general)  

    Venue：online  

  • The minimum heterogeneous agent configuration to realize the future price time series in the AI market experiment International conference

    Yuji Aruka, Yoshihiro Nakajima, Naoki Mori, Shuji Shinohara

    Workshop on Economics with Heterogeneous Interacting Agents (WEHIA2021)  2021.11  Università Cattolica del Sacro Cuore

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    Presentation type：Oral presentation (general)  

    Venue：online  

  • The minimum heterogeneous agent configuration to realize the future price time series in the AI market experiment: an updated version International conference

    Yuji Aruka, Yoshihiro Nakajima, Naoki Mori, Shuji Shinohara

    The Second Conference on Zero/Minimal Intelligence Agents  2021.10  Yale School of Management

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    Presentation type：Oral presentation (general)  

    Venue：online  

  • 短期集中プログラム SIGLOC-online における COIL型学習 (Collaborative Online International Learning) の実践報告: パイロットケースからの示唆 Domestic conference

    布施邦子、ウォレスタット千鶴子、小村みち、中井一芳、中島義裕

    外国語教育メディア学会（LET) 第60回全国研究大会  2021.08  外国語教育メディア学会（LET)

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    Presentation type：Oral presentation (general)  

    Venue：オンライン  

  • 異質的エージェントの最小構成による価格時系列の再現とインタラクティブセルラーオートマン Domestic conference

    有賀裕二、中島義裕、森直樹

    第25回進化経済学会　静岡大会  2021.03  進化経済学会

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    Presentation type：Oral presentation (general)  

    Venue：静岡  

  • Systemic Risk in Order Driven Market International conference

    Yoshihiro Nakajima, Isao Ono, Naoki Mori

    International Workshop on Artificial Market 2018  2018.10 

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    Presentation type：Oral presentation (general)  

  • U-Mart Toolkit: A General-Purpose Artificial Market Development Toolkit Library International conference

    Isao Ono, Naoki Mori, Yoshihiro Nakajima

    International Workshop on Artificial Market 2018  2018.10 

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    Presentation type：Oral presentation (general)  

  • U-Mart Toolkit: 人工先物市場から汎用市場シミュレータへ Domestic conference

    中島 義裕

    第14回 計測自動制御学会社会システム工学部会研究会  2018.03 

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    Presentation type：Oral presentation (general)  

    Venue：沖縄県那覇市  

  • 注文駆動型市場上のシステミック・リスク・シミュレーション Domestic conference

    中島 義裕

    第14回 計測自動制御学会社会システム工学部会研究会  2018.03 

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    Presentation type：Oral presentation (general)  

    Venue：沖縄県那覇市  

  • Ecosystem Engineering in Natural and Social Systems Domestic conference

    Ivan Romic, Yoshihiro Nakajima

    JAFEE 20th Annual Meeting at UTokyo, International Conference on Socio-economic systems with ICT and Networks  2016.03 

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    Presentation type：Oral presentation (general)  

  • 証券市場におけるアルゴリズム取引の影響 Domestic conference

    中島義裕, 森直樹, 住田知也

    第20回 進化経済学会 東京大会  2016.03 

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    Presentation type：Oral presentation (general)  

    Venue：東京大学 駒場キャンパス  

  • 人工市場とオーダーフローの分析 Domestic conference

    中島 義裕

    第23回 計測自動制御学会 SI部門共創システム部会研究会、第6回 内部観測研究会 (6th WIM)  2012.03 

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    Presentation type：Oral presentation (general)  

  • Development of an Artificial Market System for Analysis of Institutional Issues in Financial Markets（SCIS&ISIS2010, TH-E1-2, pp. 121-126, 2010） International conference

    Yoshihito Akimoto, Naoki Mori, Isao Ono, Yoshihiro Nakajima, Hiroshi Sato, Hiroyuki Matsui, Hajime Kita, Keinosuke Matsumoto

    SCIS&ISIS2010  2010 

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    Presentation type：Oral presentation (general)  

  • A Novel Market Simulator for Analyzing and Designing Markets called U-Mart System version 3.0（Proc. of Complex '09, pp. 41-48, 2009） International conference

    Yoshihito Akimoto, Naoki Mori, Isao Ono, Hiroshi Sato, Yoshihiro Nakajima, Hiroyuki Matsui, Yusuke Koyama, Hajime Kita

    Complex '09  2009.11 

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    Presentation type：Oral presentation (general)  

  • Design of Experimental Environment for Artificial Financial Market（Proc. of Complex '09, pp. 49-55, 2009） International conference

    Yoshihiro Nakajima, Naoki Mori

    Complex '09  2009.11 

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    Presentation type：Oral presentation (general)  

  • Artificial Market Experiments With the U-Mart System - What Is the U-Mart? - International conference

    Kazuhisa Taniguchi, Yoshihiro Nakajima

    EAEPE国際会議（European Association for Evolutionary Political Economy）  2008.11 

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    Presentation type：Oral presentation (general)  

  • 株式市場のオーダーフローと株価変動 （第52回 システム制御情報学会 研究発表講演会論文集, pp. 229-230, 2008） Domestic conference

    中島義裕, 森直樹

    第52回 システム制御情報学会 研究発表講演会(SCI08)  2008.05 

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    Presentation type：Oral presentation (general)  

    Venue：京都情報大学院大学 京都駅前校  

  • 制度分析・設計ツールとしての新U-Martシステムの提案 Domestic conference

    小野功, 中島義裕, 矢和田高大, 森直樹, 秋元圭人, 佐藤浩, 松井啓之, 喜多一

    JAWS2007 (Joint Agent Workshops and Symposium 2007)  2007.10 

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    Presentation type：Oral presentation (general)  

  • ザラバ/マーケットメーク版U-Martシステムの提案 （第13回 創発システムシンポジウム講演資料集，pp.127-130, 2007） Domestic conference

    小野功, 中島義裕, 矢和田高大, 森直樹, 秋元圭人, 佐藤浩, 松井啓之, 喜多一

    第13回 創発システムシンポジウム  2007.08 

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    Presentation type：Oral presentation (general)  

  • 制度設計ツールとしての人工市場 : ザラバ/マーケットメーク版U-Martシステムの提案 （進化経済学論集 第11集） Domestic conference

    小野功, 中島義裕, 矢和田高大, 森直樹, 秋元圭人, 佐藤浩, 松井啓之, 喜多一

    進化経済学会 第11回 京都大会  2007.03 

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    Presentation type：Oral presentation (general)  

    Venue：京都  

  • Effect of Simple Market maker in Artificial Market （Proceedings of WCSS06, Vol.1, pp.159-166） International conference

    Yoshihiro NAKAJIMA, Isao Ono, Naoki Mori

    The First World Congress of Social Simulation (WCSS06')  2006.08 

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    Presentation type：Oral presentation (general)  

  • ニートについて （ポスターセッション） Domestic conference

    中島 義裕

    進化経済学会 第10回 北海道大会  2006.03 

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    Presentation type：Oral presentation (general)  

    Venue：北海道  

  • 簡易マーケット・メーカー・プログラムが提供する流動性 （予稿集 pp. 409-416, 2006） Domestic conference

    中島義裕, 塩沢由典, 谷口和久, 小野功, 森直樹

    進化経済学会 第10回 北海道大会  2006.03 

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    Presentation type：Oral presentation (general)  

    Venue：北海道  

  • 板の薄い市場の研究とオープン・プロブレム （U-Martチュートリアル・セッション 予稿集 pp. 166-168, 2006） Domestic conference

    中島 義裕

    進化経済学会 第10回 北海道大会  2006.03 

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    Presentation type：Oral presentation (general)  

    Venue：北海道  

  • 仮想先物市場 U-Mart システムの拡張 （pp. 71-76, 2006） Domestic conference

    矢和田高大, 小野典彦, 小野功, 中島義裕, 佐藤浩, 森直樹, 松井啓之, 喜多一

    第38回 計測自動制御学会システム工学部会研究会  2006.03 

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    Presentation type：Oral presentation (general)  

  • マーケット・メーカーの役割 Domestic conference

    中島 義裕

    進化経済学会 サマースクール  2005.09 

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    Presentation type：Oral presentation (general)  

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Outline of collaborative research (seeds)

  • Study of uncertainty originated in measurment

    2001-

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    Request for collaborative research：The private sector, such as other institutions

    Type of research exchange：Joint research

    Application fields / methods etc：Simulation, Nonl-linear time series analysis.

    Core knowledge, technology, information etc：Internal Measurement

    Understanding non-deterministic dynamicses resulting from the uncertainty from the measurement. Constracting agent models of emargent. Emprical analysis and experiments of animal or human behaviors.

Outline of education staff

  • 複雑系研究によって得られた新しい概念を理解し、現在の経済現象についての考察を深めることを目的に大きく3つの段階を追う。最初にフラクタルとカオスの基礎的な概念について理解する。次に研究が進んでいる代表的なモデルについて説明し、系の振る舞いとしてどのような現象があるのか俯瞰する。最後に経済現象への応用例をいくつか紹介し、経済現象の様相について考察する。

Charge of on-campus class subject

  • 計算機経済学研究

    1900    

Faculty development activities

  • FD活動への貢献  2013

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    大学教育センター研究員、全学ＦＤ研究会への出席、学部ＦＤ研究会への出席

Number of instructed thesis, researches

  • 2013

    Number of instructed the graduation thesis：7  Number of graduation thesis reviews：23

    [Number of instructed the Master's Program] (previous term)：1  [Number of instructed the Master's Program] (letter term)：0

    [Number of master's thesis reviews] (chief)：0  [Number of master's thesis reviews] (vice-chief)：0

    [Number of doctoral thesis reviews] (chief)：0  [Number of doctoral thesis reviews] (vice-chief)：0

Social Activities

  • 出張講義

    Role(s)： Lecturer

    奈良北高校  2013.06

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    Audience： High school students

    Type：Visiting lecture

  • 出張講義

    Role(s)： Lecturer

    奈良北高校  2013.06

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    Audience： High school students

    Type：Visiting lecture

Job title

  • Job title within the department

    School of Economics Department of Economics 

    学科長  2024.04

  • Job title within the department

    School of Economics Department of Economics 

    学科長  2023.04

  • Job title within the department

    Graduate School of Economics 

    研究院長  2023.04

  • Job title within the department

    Graduate School of Economics Department of Economics 

    専攻長  2023.04

  • Job title within the department

    School of Economics 

    学部長  2023.04

Other

  • Job Career

    2011.04

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    Osaka City University