NAKAJIMA Yoshihiro

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Name
NAKAJIMA Yoshihiro

Research Areas

 
 

Education

 
 
 - 
1998
Graduate School, Division of National Science and Technology, Kobe University
 
 
 - 
1990
Faculty of Economics, Kobe University
 

Published Papers

 
Yuji Aruka, Yoshihiro,N. Mori
EIER(2018), Springer      2018   [Refereed]
Ivan Romic, NAKAJIMA Yoshihiro
Theor Ecol (2017), Springer      2017
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   Nov 2011
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-...
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   Sep 2008
中島 義裕
物性研究   81(4) 542-545   Jan 2004
エージェントベースドシミュレーションを中心とした仮想株式先物市場U-Martシステムによる研究が進められている。システムの基本的な特性を探るために、このシステムを単純なInput-Outputシステムとしてみる必要がある。この論文では、国際公開実験UMIE2002 (U-Mart International Experiment 2002)の実験データを用いて、(入力)株価の系列の違いや(内部状態)対戦相手の違いが(出力)各エージェントの順位に与える影響について調べた。時系列の違いが与える...
Nonlinear Properties Found in Actual Markets
NAKAJIMA Yoshihiro
Journal of the Korean Physical Society   40(6) 1096-1099   Jun 2002
The Dynamically Changing Model of Exchange as Interaction
Y. NAKAJIMA, Y. P. Gunji
Applied mathematics and computation   126(2-3) 299-318   Jan 2002
NAKAJIMA YOSHIHIRO
情報処理学会論文誌数理モデル化と応用(TOM)   40(9) 102-110   Dec 1999
The economical time series have been recognized from three distinct viewpoints, namely, as deterministic chaos, stochastic process, or evolutionary process. In this study, we scrutinize the property of economical time series by analyzing the TOPIX...
An Equivocal Property of Deterministic, and Stochastic Processes
NAKAJIMA Yoshihiro
The Information Processing Society of Japan (IPSJ), Transactions on Mathematical Modeling and its Applications (TOM)   40(SIG9) 102-110   Dec 1999
Money and Exchange as Infinite Othersk
Nakajima Yoshihiro
   1998

Misc

 
NAGAO Masaru, MORI Naoki, NAKAJIMA Yoshihiro, MATSUMOTO Keinosuke
Transactions of the Institute of Systems, Control and Information Engineers   21(12) 400-407   Dec 2008
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 infor...
NAKAJIMA Yoshihiro, MATSUI Hiroyuki
Journal of The Society of Instrument and Control Engineers   43(12) 956-961   Dec 2004
NAKAJIMA Yoshihiro
IPSJ SIG Notes. ICS   2002(1) 71-77   Jan 2002
I research how distance time series obtained from real market differ from stochastic process and deterministic chaos. These are data of stock markets, foreign exchange markets, commodity exchange markets and their futures. The data are the closing...
NAKAJIMA Yoshihiro
IEICE technical report. Artificial intelligence and knowledge-based processing   100(530) 37-42   Jan 2001
When we explain unexpected phenomena, we have been proposed models using two kinds of mathematical tool.They are stochastics and deterministic chaos.On the other hand, the cause of unexpectedness can be mensioned(1)the object itself involves unexp...
An Equivocal Property of Determiistic, and Stochastic Processes Observed in the Economic Phenomena
IPSJ TOM2   40(SIG9) 102-110   1999
Money and Exchange as Infinite Others
Dr's Thesis of Kobe Univ.   0(0)    1998
NAKAJIMA Y., ITO K.
Biophysics   37    Oct 1997

Books etc

 
How to Estimate Market Maker Models in an Artificial Market
NAKAJIMA Yoshihiro
Chapter 6 Realistic Simulation of Financial Markets   2016   
Realistic Simulation of Financial Markets
H. Kita, K. Taniguchi, Y. Nakajima (Edits) (Part:Joint Work)
Springer   2016   
How to Use the U-Mart Market Simulator, Artificial Market Experiments with the U-Mart System
NAKAJIMA Yoshihiro
Springer   Mar 2008   
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 (Part:Joint Work)
Springer-Verlag Tokyo   Aug 2005   
A Report of U-Mart Experiments by Human Agents,Gaming, Simulations, and Society: Research Scope and Perspective, R. Shiratori, K. Arai, F. Kato (Edit)
K. Taniguchi, Y. Nakajima, F. Hashimoto (Part:Joint Work)
chapter 6 Springer   Sep 2004   
Fluctuations of Economic Phenomena and Fractal
NAKAJIMA Yoshihiro
Jul 2000   ISBN:ISBN:4-431-70860-X

Conference Activities & Talks

 
Systemic Risk in Order Driven Market
Yoshihiro Nakajima, Isao Ono, Naoki Mori
International Workshop on Artificial Market 2018   30 Oct 2018   
U-Mart Toolkit: A General-Purpose Artificial Market Development Toolkit Library
Isao Ono, Naoki Mori, Yoshihiro Nakajima
International Workshop on Artificial Market 2018   30 Oct 2018   
Ecosystem Engineering in Natural and Social Systems
Ivan Romic, Yoshihiro Nakajima
JAFEE 20th Annual Meeting at UTokyo, International Conference on Socio-economic systems with ICT and Networks   26 Mar 2016   
Development of an Artificial Market System for Analysis of Institutional Issues in Financial Markets(SCIS&ISIS2010, TH-E1-2, pp. 121-126, 2010)
Yoshihito Akimoto, Naoki Mori, Isao Ono, Yoshihiro Nakajima, Hiroshi Sato, Hiroyuki Matsui, Hajime Kita, Keinosuke Matsumoto
SCIS&ISIS2010   2010   
A Novel Market Simulator for Analyzing and Designing Markets called U-Mart System version 3.0(Proc. of Complex '09, pp. 41-48, 2009)
Yoshihito Akimoto, Naoki Mori, Isao Ono, Hiroshi Sato,Yoshihiro Nakajima, Hiroyuki Matsui, Yusuke Koyama, Hajime Kita
Complex '09   4 Nov 2009   
Design of Experimental Environment for Artificial Financial Market(Proc. of Complex '09, pp. 49-55, 2009)
Yoshihiro Nakajima, Naoki Mori
Complex '09   4 Nov 2009   
Artificial Market Experiments With the U-Mart System - What Is the U-Mart? -
Kazuhisa Taniguchi, Yoshihiro Nakajima
EAEPE国際会議(European Association for Evolutionary Political Economy)   6 Nov 2008   
Effect of Simple Market maker in Artificial Market (Proceedings of WCSS06, Vol.1, pp.159-166)
Yoshihiro NAKAJIMA, Isao Ono, Naoki Mori
The First World Congress of Social Simulation (WCSS06')   21 Aug 2006   
Yoshihiro Nakajima, Yoshinori Shiozawa
ICEES (International Conference Experiments in Economic Sciences)   14 Dec 2004   
Yoshihiro Nakajima, Isao Ono, Hiroshi Sato, Naoki Mori, Hajime Kita, Hiroyuki Matsui,Kazuhisa Taniguchi, Hiroshi Deguchi, Takao Terano, Yoshinori Shiozawa
ICEES (International Conference Experiments in Economic Sciences)   14 Dec 2004   
Jungo Ueki, Yoshihiro Nakajima
ICEES (International Conference Experiments in Economic Sciences)   14 Dec 2004   
Introduction of Artificial Futures Market "U-Mart"
20 Aug 2004   
Analysis of time series behavior in high-frequency area using artificial market
20 Aug 2004   
Analysis of Time Series Behaviors in High-Frequency Area Using Artificial Market
Jungo Ueki, Yoshihiro Nakajima
NAACSOS   29 Jun 2004   
Report of U-Mart International Experiment (UMIE2003 and UMIE 2004) -- Strategy and Rank Order of Submitted Machine Agents
Hiroshi Deguchi, Takao Terano, Hajime Kita, Yoshinori Shiozawa, Robert Axtell, Katheleen Carley, Maksim Tsvetovat, Hiroshi Sato, Hiroyuki Matsui, Isao Ono, Naoki Mori, Yoshihiro Nakajima
NAACSOS   27 Jun 2004   
A Report of U-Mart Experiments as an Educational Courseware (proceedings of AESCS, pp. 193-198, 2004)
Kazuhisa TANIGUCHI, Yoshihiro NAKAJIMA, Fumihiko HASHIMOTO
AESCS   29 May 2004   
U-Mart System Version 2: A Multi-Purpose Artificial Market Simulator (proceedings of AESCS, pp. 217-224, 2004)
Isao Ono, Naoki Mori, Hiroshi Sato, Hajime Kita, Hiroyuki Matsui, Yoshihiro Nakajima
AESCS   2004   
Performance of Machine Agents Submitted to U-Mart International Experiment 2004 (UMIE2004), (proceedings of AESCS, pp.239-244, 2004)
Hiroyuki Matsui, Yoshihiro Nakajima, Hiroshi Sato
AESCS   2004   
Kazuhisa TANIGUCHI, Yoshihiro NAKAJIMA, Fumihiko Hashimoto
International Simulation And Gaming Association The 34th Annual Conference   25 Aug 2003   
Elementary Property of U-Mart found by Submitted Agents to U-Mart International Experiment (Abstract of ISAGA, p.115 2003)
Yoshihiro NAKAJIMA, Isao ONO, Naoki MORI, Hiroyuki MATSUI, Hiroshi SATO
International Simulation And Gaming Association The 34th Annual Conference   Aug 2003   
U-Mart Project: New Research and Education Program for Market Mechanism (Abstract of ISAGA, p.87, 2003)
Hiroyuki Matsui, Kazuhisa Taniguchi, Yasuhiro Nakajima, Isao Ono, Hiroshi Sato, Naoki Mori, Hajime Kita, Takao Terano, Hiroshi Deguchi, Yoshinori Shiozawa
International Simulation And Gaming Association The 34th Annual Conference   Aug 2003   
Tomomi UEDA, Kazuhisa TANIGUCHI, Yoshihiro NAKAJIMA
IEEE International Symposium on Cmputational Intelligence in Robotics and Automation   16 Jul 2003   
Hiroshi Deguchi, Takao Terano, Hajime Kita, Yoshinori Shiozawa, Robert Axtell, Katheleen Carley, Maksim Tsvetovat, Hiroshi Sato, Hiroyuki Matsui, Isao Ono, Yoshihiro Nakajima, Naoki Mori
NAACSOS Conference   22 Jun 2003   
Report of UMIE 2002 -- Strategy and Rank Order of Submitted Machine Agents --
Hiroshi Deguchi, Takao Terano, Hajime Kita, Yoshinori Shiozawa, Robert Axtell, Katheleen Carley, Maksim Tsvetovat, Hiroshi Sato
NAACSOS Conference   Jun 2003   
Analysis of Submitted Agents to UMIE2002 -Influence of Spot Data and Opponents on Agents' rank orders -
Yoshihiro NAKAJIMA, Tomomi UEDA
NAACSOS Conference   Jun 2003   
Simulation and Gaming in Economics
NAKAJIMA Yoshihiro
ISAGA2003   2003   
Agent Based Modeling Meets Gaming Simulation 5 (Economics)
NAKAJIMA Yoshihiro
ISAGA2003   2003   
U-Mart: An Artificial Market Testbed for Economics and Multiagent Systems ( pp. 55-62 (2002))
T. Terano, Y.Shiozawa, H. Deguchi, Hajime Kita, H. Matsui, H. Sato, I. Ono, Y. Nakajima
2nd International Workshop on Agent-based Approaches in Economics and Social Complex Systems   16 Aug 2002   
Attempt to design constitutions of market by using U-Mart System -a practice of interdisciplinary research- (SICE 02PG0006, pp.133-138 (2002))
Yoshihiro NAKAJIMA, Yuhsuke KOYAMA
20 Mar 2002   
Nonlinear Property Seemed in Actual Markets
NAKAJIMA Yoshihiro
SID2001   10 Sep 2001   
A Tentative View of the Evolutionary Process: Fluctuation and Construction Appearing from the Internal Measurement Process
NAKAJIMA Yoshihiro
Economics Seminar University of Western Sydney Paramatta   9 Mar 2001   
Communication as interaction between Kegel-Relation and Equivalent-Relation
International Conference on Systems Research Informatics and Cybernetics,Markgraf-Ludwig-Gymnasium Baden-Baden Germany   14 Aug 1996   

Research Grants & Projects

 
evolutionary economics
Study of uncertainty originated in measurment