研究者紹介

水野 貴之

水野 貴之

Takayuki Mizuno

主任研究員

国立情報学研究所 准教授
総合研究大学院大学複合科学研究科 准教授
[研究テーマ]
大規模データを用いた経済分析
商品と不動産の価格変動に関する分析

研究分野

  • マクロ経済学
  • 経済物理学

イベント開催報告

2020年11月12日(木) 9:30 ~ 19:00

2020年度 CIGS経済・社会との分野横断的研究会

2019年11月8日(金) 13:00 ~ 18:00

経済・社会への分野横断的研究会

2018年12月4日(火) 10:00 ~ 18:10 & 5日(水)10:00~14:00

経済・社会への分野横断的研究会

2017年9月25日(月) 10:00 ~ 18:10 & 26日(火)10:00~14:45

経済・社会への分野横断的研究会

2010年1月28日(木) 15:00 ~ 16:30

CIGS Workshop 「オンライン価格」 水野客員研究員

プロフィール

学歴

2000年3月 中央大学(物理学科) 卒業
2002年3月 中央大学大学院博士前期課程(物理学専攻) 修了
2005年3月 中央大学大学院博士後期課程(物理学専攻) 修了
博士(理学)

職歴

2004年4月 - 2006年3月 H.16年度採用・日本学術振興会 特別研究員
2006年4月 - 2007年8月 H.18年度採用・日本学術振興会 特別研究員
2007年7月 - 2008年3月 ボストン大学 客員研究員
2007年9月 - 2010年8月 一橋大学経済研究所 専任講師
2009年4月 - 中央大学大学院商学研究科 兼任講師
2009年4月 - 2013年3月 (独)経済産業研究所「金融・産業ネットワーク」研究会委員
2009年5月 - 2010年12月 キヤノングローバル戦略研究所 客員研究員
2009年7月 - 2014年3月 理化学研究所 客員研究員
2010年9月 - 2011年1月 一橋大学経済研究所 研究員
2011年1月 - 2011年12月 キヤノングローバル戦略研究所 研究員
2011年1月 - 2011年9月 筑波大学大学院システム情報工学研究科 准教授
2011年10月 - 2013年3月 筑波大学システム情報系 准教授
2012年1月 - 2016年12月 東京大学大学院経済学研究科 特任研究員
2012年1月 - キヤノングローバル戦略研究所 主任研究員
2012年4月 - 2013年3月 鳥取大学工学研究科 非常勤講師
2013年4月 - 2014年3月 成城大学経済学部 非常勤講師
2013年4月 - 2016年12月 筑波大学システム情報工学研究科 非常勤講師
2013年10月 - 2017年12月 JST さきがけ研究者
2014年6月 - 2014年9月 新潟大学理学部 講師(非常勤)
2014年10月 - 2015年3月 津田塾大学 非常勤講師
2013年4月 - 国立情報学研究所 准教授
2013年4月 - 総合研究大学院大学複合科学研究科 准教授

著作物

  • 株価の経済物理学(増川純一, 村井浄信, 尹煕元共著), 培風館, 2011.

論文

  • Relationship between population density and population movement in inhabitable lands (with Shouji Fujimoto, Takaaki Ohnishi, Chihiro Shimizu, Tsutomu Watanabe), Evolutionary and Institutional Economics Review, 2016 (in press).
  • Firm Growth Function and Extended-Gibrat’s Property (with Atushi Ishikawa, Shouji Fujimoto, Tsutomu Watanabe), Advances in Mathematical Physics 2016, Article ID 9303480 (6 pages), 2016.
  • Long-term firm growth properties derived from short-term laws of sales and number of employees in Japan and France (Atushi Ishikawa, Shouji Fujimoto, Tsutomu Watanabe), Evolutionary and Institutional Economics Review 13(2), 409–422, 2016.
  • Power laws in market capitalization during the Dot-com and Shanghai bubble periods (with Takaaki Ohnishi, Tsutomu Watanabe), Evolutionary and Institutional Economics Review 13(2), 445–454, 2016.
  • Econophysics Point of View of Trade Liberalization: Community dynamics, synchronization, and controllability as example of collective motions (with Y. Ikeda, H. Aoyama, H. Iyetomi, T. Ohnishi, Y. Sakamoto, T. Watanabe), RIETI Discussion Paper Series 16-E-026, 1-35, 2016.
  • Trading strategy of a stock index based on the frequency of news releases for listed companies (with Yoshifumi Tahira), Evolutionary and Institutional Economics Review 13(2), 437–444, 2016.
  • Structure of global buyer-supplier networks and its implications for conflict minerals regulations (with Takaaki Ohnishi, Tsutomu Watanabe), EPJ Data Science 5, 2 (15 pages), 2016.
  • Firm Age Distributions and the Decay Rate of Firm Activities (with Atushi Ishikawa, Shouji Fujimoto, Tsutomu Watanabe), Proceedings of SMSEC 2014, 187-194, 2015.
  • Geographic Dependency of Population Distribution (with Shouji Fujimoto, Takaaki Ohnishi, Chihiro Shimizu, Tsutomu Watanabe), Proceedings of SMSEC 2014, 151-162, 2015.
  • The relation between firm age distributions and the decay rate of firm activities in the United States and Japan (with Atushi Ishikawa, Shouji Fujimoto, Tsutomu Watanabe), Proceedings of 2015 IEEE International Conference on Big Data, 2726-2731, 2015.
  • Relationship between job opportunities and economic environments measured from data in internet job searching sites (with Aki-Hiro Sato, Chihiro Shimizu, Takaaki Ohnishi, Tsutomu Watanabe), Procedia Computer Science 60, 1255-1262, 2015.
  • The Structure of Global Inter-firm Networks (with Takaaki Ohnishi, Tsutomu Watanabe), Social Informatics Lecture Notes in Computer Science 8852, 334-338, 2015.
  • Neural basis of economic bubble behavior (with Akitoshi Ogawa, Tamotsu Onozaki, Takeshi Asamizuya, Kenichi Ueno, Kang Cheng, Atsushi Iriki), Neuroscience 265, 37-47, 2014.
  • Analytical derivation of power laws in firm size variables from Gibrat's law and quasi-inversion symmetry: A geomorphological approach (with Atushi Ishikawa, Shouji Fujimoto, Tsutomu Watanabe), Journal of the Physical Society of Japan 83, 034802, 2014.
  • The Structure and Evolution of Buyer-Supplier Networks (with Wataru Souma, Tsutomu Watanabe), PLOS ONE 9(7), e100712, 2014.
  • Community Structure and Dynamics of the Industry Sector Specific International-Trade-Network (with Yuichi Ikeda, Hiroshi Iyetomi, Takaaki Ohnishi, Tsutomu Watanabe), Proceedings of SITIS 2014, 456-461, 2014.
  • High quality topic extraction from business news explains abnormal financial market volatility (with Ryohei Hisano, Didier Sornette, Takaaki Ohnishi, Tsutomu Watanabe), PLOS ONE 8(6), e64846, 2013.
  • A stochastic model for order book dynamics in online product markets (with Makoto Nirei,Tsutomu Watanabe), Evolutionary and Institutional Economic Review 10, 93-105, 2013.
  • Why are product prices in online markets not converging? (with Tsutomu Watanabe), PLOS ONE 8(8) e72211, 2013.
  • The emergence of different tail exponents in the distributions of firm size variables(with Atushi Ishikawa, Shouji Fujimoto, Tsutomu Watanabe), Physica A 392(9), 2104-2113, 2013.
  • Power Laws in Firm Productivity (with Atushi Ishikawa, Shouji Fujimoto, Tsutomu Watanabe), PTPS 194, 122-134, 2012.
  • Temporal and Cross Correlations in Business News (with Kazumasa Takei, Takaaki Ohnishi, Tsutomu Watanabe), PTPS 194, 181-192, 2012.
  • Power laws in real estate prices during bubble periods (with Takaaki Ohnishi, Chihiro Shimizu, Tsutomu Watanabe), International Journal of Modern Physics:Conference Series 16, 61-81, 2012.
  • Predicted and Verified Deviations from Zipf's law in Ecology of Competing Products (with Ryohei Hisano, Didier Sornette), Phys. Rev. E 84, 026117 (8 pages), 2011.
  • A New Method for Measuring Tail Exponents of Firm Size Distributions (with Shouji Fujimoto, Atushi Ishikawa, Tsutomu Watanabe), Economics 5, 2011-19 (21 pages), 2011.
  • Shape of growth-rate distribution determines the type of Non-Gibrat's Property (with Atushi Ishikawa, Shouji Fujimoto), Physica A 390, 4273-4285, 2011.
  • メガ企業の生産関数の形状:分析手法と応用例 (渡辺努, 石川温, 藤本洋二共著), 経済研究 62, 193-208, 2011.
  • A statistical analysis of product prices in online market (with Tsutomu Watanabe), The European Physical Journal B 76, 501-505, 2010.
  • Closely Competing Firms and Price Adjustment: Evidence from an Online Marketplace (with Makoto Nirei, Tsutomu Watanabe) The Scandinavian Journal of Economics 112, 673-696, 2010.
  • Sales Distribution of Consumer Electronics (with Ryohei Hisano), Physica A 390, 309-318, 2010.
  • 価格の実質硬直性:計測手法と応用例 (渡辺努, 齊藤有希子共著), 経済研究 61, 68-81, 2010.
  • Theoretical Base of the PUCK-Model with application to Foreign Exchange Markets (with Misako Takayasu, Kota Watanabe, Hideki Takayas), Econophysics Approaches to Large-Scale Business Data and Financial Crisis, (Springer, 2010), 79-100.
  • The Statistical Relationship between Product Life Cycle and Repeat Purchase Behavior in Convenience Stores (with Misako Takayasu), PTPS 179, 71-79, 2009.
  • Pareto law of the expenditure of a person in convenience stores (with Masahiro Toriyama, Takao Terano, Misako Takayasu), Physica A 387, 3931-3935, 2008.
  • Power Law of Customers’ Expenditures in Convenience Stores, JPSJ 77, 035001, 2008.
  • オンライン市場における価格変動の統計的分析(渡辺努共著), 経済研究 59, pp.317-329, 2008.
  • 北欧電力卸売市場の経済物理学的解析(大西立顕, 大藤健太, 南部鶴彦共著), 社会経済研究 56, 15-24, 2007.
  • Analysis of Japanese banks’ historical tree diagram (with Hiromichi Ueno, Misako Takayasu), Physica A 383, pp.164-168, 2007.
  • Theoretical analysis of potential forces in markets (with Misako Takayasu, Hideki Takayasu), Physica A 383, pp.115-119, 2007.
  • Analysis of price diffusion in financial markets using PUCK model (with Hideki Takayasu and Misako Takayasu), Physica A 382, 187-192, 2007.
  • Potentials force observed in market dynamics (with Misako Takayasu and Hideki Takayasu), Physica A370, 91-97, 2006.
  • Correlation Networks Among Currencies (with Hideki Takayasu, and Misako Takayasu), Physica A 364, 336-342, 2006.
  • Temporal Characteristics of Moving Average of Foreign Exchange Markets (with Misako Takayasu, Takaaki Ohnishi, Hideki Takayasu), in Practical Fruits of Econophysics (Springer Verlag, Tokyo. 2006) 29-32.
  • Modeling a foreign exchange rate using moving average of Yen-Dollar market data (with Misako Takayasu, and Hideki Takayasu), in Practical Fruits of Econophysics (Springer Verlag, Tokyo. 2006) 57-61.
  • Systematic tuning of optimal weighted-moving-average of yen-dollar market data (with Takaaki Ohnishi, Kazuyuki Aihara, Misako Takayasu, Hideki Takayasu), in Practical Fruits of Econophysics (Springer Verlag, Tokyo. 2006) 62-66.
  • Characteristic market behaviors caused by intervention in a foreign exchange market (with Yukiko Umeno Saito, Tsutomu Watanabe, Hideki Takayasu), in Practical Fruits of Econophysics (Springer Verlag, Tokyo. 2006) 33-37.
  • Traders’ strategy with price feedbacks in financial market (with Tohru Nakano, Misako Takayasu, Hideki Takayasu), Physica A 344, pp.330-334, 2004.
  • Statistical properties of the moving average price in dollar-yen exchange rates (with Takaaki Ohnishi, Kazuyuki Aihara, Misako Takayasu, Hideki Takayasu), Physica A 344, pp.207-210, 2004.
  • The mean-field approximation model of company’s income growth (with Misako Takayasu and Hideki Takayasu), Physica A 332, pp.403-411, 2004.
  • First-Passage Process in Foreign Exchange Rate (with Shoko Kurihara, Hideki Takayasu and Misako Takayasu), in The Application of Econophysics - Proceedings of the Second Nikkei Econophysics Symposium, (Springer Verlag, Tokyo. 2003) 169-173.
  • Investment strategy based on a company growth model (with Shoko Kurihara, Misako Takayasu and Hideki Takayasu), in The Application of Econophysics - Proceedings of the Second Nikkei Econophysics Symposium, (Springer Verlag, Tokyo. 2003) 256-261.
  • Time-scale dependence of correlations among foreign currencies (with Shoko Kurihara, Misako Takayasu and Hideki Takayasu), in The Application of Econophysics - Proceedings of the Second Nikkei Econophysics Symposium, (Springer Verlag, Tokyo, 2003) 24-29.
  • Analysis of high-resolution foreign exchange data of USD-JPY for 13 years (with S. Kurihara, M. Takayasu, and H. Takayasu), Physica A 324, pp.296-302, 2003.
  • The mechanism of double-exponential growth in hyper-inflation (with Misako Takayasu, and Hideki Takayasu) , Physica A 308, pp.411-419, 2002.
  • Statistical and Stochastic Laws in the Income of Japanese Companies, in Empirical Science of Financial Fluctuations? The Advent of Econophysics (with Makoto Katori, Hideki Takayasu and Misako Takayasu), (Springer Verlag, Tokyo, 2002) 321-330.