Details of a Researcher - Takahashi, Hiroshi

Papers - Takahashi, Hiroshi

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Policy Simulation on Retirement PlanningConsidering Individual Attributes

KIKUCHI Takamasa, TAKAHASHI Hiroshi

Journal of the Japan Society for Management Information (The Japan Society for Managemant Information) 30 ( 2 ) 105 - 119 2021

ISSN 0918-7324

The problem of asset formation and withdrawal after retirement in Japan is increasingly gaining interest with societal aging and longevity. However, asset depletion-related issues, including measures to prevent them, are underexplored. In this paper, we approach Japan's current asset formation and withdrawal after retirement through simulation analysis using actual data. We analyze the impact of various asset depletion measures in exogenous scenarios based on individual attributes and risk asset investment. The main results are as follows. 1) Asset depletion rate varies between asset classes, risk amounts, and expected lives. 2) Asset depletion rate does not decrease monotonically as the asset class rises. 3) Taking risks according to individual attributes is necessary to reduce asset depletion rate. 4) If asset depletion rate increases due to reduced public pension benefit level, the increase can be suppressed to a certain extent by raising the retirement age or curbing spending.

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Knowledge Extraction from Social Simulation Logs Using Experience Mapping Methods

KIKUCHI Takamasa, TAKAHASHI Hiroshi

JSAI Technical Report, Type 2 SIG (The Japanese Society for Artificial Intelligence) 2021 ( 19 ) 2021

社会シミュレーションの出力結果・ログからのナレッジ抽出については，様々な方法論が提案されている．当該分析手法は，モデルの開発者や分析者のみならず，その他ステークホルダーの間での認識共有・統一のために重要である．本発表では，社会シミュレーションの結果の分析及び形式的記述のために，デザイン思考の分野で用いられているエクスペリエンスマッピング手法を援用することを試みる．

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Social Simulation and Management Strategy: Research on the institutional design considering the mobility of human resources

MORIMATSU Kazuya, TAKAHASHI Hiroshi

JSAI Technical Report, Type 2 SIG (The Japanese Society for Artificial Intelligence) 2021 ( 19 ) 2021

無形資産のみで売上を構成するものとした場合、企業は人材の獲得ならびに能力開発により能力を蓄え、各市場への配分の仕方において、その成果の違いが表れるだろう。その際、意思決定者は、ビジョンを元に行動の指針となる制度を設計する必要があるが、制度は通例に基づいて設計されることが多く、また、この制度設計の手法やその効果について定量的な観点からみた研究は少ないため、研究が望まれている。そこで、本研究は、産業と企業行動をエージェントベースモデルを通じてモデル化し、人材の流動性を鑑みた制度設計を通じて、優秀な業績を上げるために重要な意思決定の解明を目指す。

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A Study on Stock Market Reaction to Information Security Incidents: An Analysis of Japanese and Chinese Stock Markets

ZHAO Jiansen, TAKAHASHI Hiroshi

JSAI Technical Report, Type 2 SIG (The Japanese Society for Artificial Intelligence) 2021 ( 19 ) 2021

本研究では，情報セキュリティ事故に関連するニュースが，企業の株式価格へ与える影響について分析を行った．分析対象は，上場企業とし，ロイターニュースにより市場参加者へのアナウンスが行われたニュースを対象とした．ニュースの分析においては，金融分野のテキスト分析に焦点をあてたFinBERTを用いた．本研究において、イベントスタディによる手法を用い、複数の期間において、株式価格への影響について比較、分析を行った。

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The Verify of Maritime market prediction by Baltic Dry Index

YOSHIDA Mitsuhiro, TAKAHASHI Hiroshi

JSAI Technical Report, Type 2 SIG (The Japanese Society for Artificial Intelligence) 2021 ( 19 ) 2021

バルチック海運指数(Baltic Dry Index)は，鉄鋼、石炭、穀物などの原料を運ぶ国際的な海上運賃の指標で、将来の世界的な経済活動や海運関連株価を予測する上で注目されるといわれている指標である。本研究では、1985年1月4日以降の時系列の日次数値データを活用し、同指数の中期予測可能性の検証のための基礎分析を実施した。市況産業である開運会社にとって、市況を読み間違えることは多大な損失に直結し、中長期予測の有効性が確認されれば、海運会社の採用できるヘッジ手法の選択肢の拡大、ヘッジ精度の向上など、その意義は大きいと考える。

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Policy Simulation for Retirement Planning Based on Clusters Generated from Questionnaire Data

高橋大志

Smart Innovation, Systems and Technologies (Smart Innovation, Systems and Technologies) 241 285 - 298 2021

ISSN 9789811629938

In Japan, there is significant interest in life planning for generations before and after retirement, and various policy simulations are being conducted. However, there is room to improve the diversity and representativeness of individual attributes in conventional simulations. Thus, in this paper, we set up a possible person cluster by categorizing the asset status and investment status of the generation before and after retirement using individual questionnaire data. We also discuss computer simulations related to asset formation and withdrawal based on those clusters, and we examine measures to be taken to avoid asset depletion.

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The Relationship between Technological Distance of Firms and Innovation Activities in Mergers and Acquisitions

TAMAGAWA Nozomi, TAKAHASHI Hiroshi

JSAI Technical Report, Type 2 SIG (The Japanese Society for Artificial Intelligence) 2021 ( 19 ) 2021

本稿では，日本で行われたM&Aを対象に買収企業と被買収企業間の技術的距離と，取引前後のイノベーション活動との関係性について分析した．分析においては，特許文書データを自然言語処理技術によって解析し，各特許の価値を加味しながら技術的距離の測定を行った．分析の結果，M&A前に被買収企業が獲得した特許数が買収企業よりも多い合併案件では，案件公表後にイノベーションアウトプットが大きく低下することが分かった．また，このグループは相対的に技術的距離の値が小さいことが確認できた．本研究における新規性は，自然言語処理を用いて技術的距離を測定し，M&A発表後にイノベーションアウトプットが低下する条件や特徴を見出したことである．

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Constructing a Decision-Making System Using Patent Document Analysis

Yonemura T., Matsumoto Y., Suge A., Takahashi H.

Smart Innovation, Systems and Technologies (Smart Innovation, Systems and Technologies) 241 275 - 283 2021

ISSN 9789811629938

In this study, we propose a new system to support corporate decision-making using patent documents. For R&D-oriented pharmaceutical companies, the creation of new drugs is indispensable for survival, and patents, the source of R&D, are an important factor in the creation of new drugs. In this study, we attempted to clarify the quantification of technical information in pharmaceutical companies by vectorizing the patent database DWPI using Sparse Composite Document Vectors (SCDV) for pharmaceutical companies in Japan. As a result of the analysis, we found the possibility of considering the strategy of pharmaceutical companies by visualizing patent documents.

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An Exploratory Study on Policy Evaluation of Tourism by Using Agent-Based Model

Nakamura A., Takahashi H.

Smart Innovation, Systems and Technologies (Smart Innovation, Systems and Technologies) 241 231 - 241 2021

ISSN 9789811629938

This study examines the effectiveness of pricing strategies in business hotels. Through the analysis, we will attempt to identify the impact on the lease period and sales of business hotels, and how it changes with the introduction of policy simulation. In this study, pricing strategy is considered as a policy. Through Agent-Based Simulation, we will match borrower and lender agents and analyze the results of the balance between supply and demand, and we will consider pricing strategy in our analysis. We will measure the policy effects from individual strategies, using the framework created by previous studies that considered prices. A bottom-up policy evaluation will be conducted, and exploratory studies will be conducted to determine that it is an effective tool.

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A Study of the Impact of Crypto Assets on Portfolio Risk-Return Characteristics Before and After COVID-19 Outbreak (2014–2020)

Liu M., Jotaki H., Takahashi H.

Smart Innovation, Systems and Technologies (Smart Innovation, Systems and Technologies) 241 243 - 254 2021

ISSN 9789811629938

Following the COVID-19 outbreak, unlike the plunge in traditional mainstream assets, crypto assets have performed very well. Indices that reflect changes in the crypto assets market have also grown in recent years. However, in terms of cryptocurrency index-related studies, there are not many, and the period analyzed is mostly three years. This study analyzes historical data from July 2014 to April 2020 based on the cryptocurrency index CRIX and six other traditional mainstream assets to verify the impact of crypto assets on traditional portfolios. By using the DCC-GARCH model, this study finds out the low dynamic correlation between the crypto assets and traditional ones. Furtherly, by using the mean–variance model, Cornish-Fisher expansion and T-copula CVaR approach to check the frontier line and portfolio performance, this study finds out that crypto assets have the potential to improve the risk-return characteristics of traditional portfolios.

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A Customer Experience Mapping Model for Business Case Description of Innovation and Value Co-creation

高橋大志

Smart Innovation, Systems and Technologies (Smart Innovation, Systems and Technologies) 241 255 - 264 2021

ISSN 9789811629938

We propose a mapping model for describing transition processes of customer experiences in business innovation cases. Named as System Experience Boundaries Map (SEBM), this mapping model mainly focuses on boundaries that constrain the customer latent experiences. SEBM also represents a customer-side process of business innovation as a resolution of those restrictions. Used with the Managerial Decision-Making Description Model previously presented, SEBM describes value co-creation processes between firms and customers, which involve user innovation in actual business cases. We are going to apply SEBM for log-analysis in business gaming facilitation.

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The Relationship between Technological Distance of Firms and Innovation Activities in Mergers and Acquisitions

TAMAGAWA Nozomi, TAKAHASHI Hiroshi

JSAI Technical Report, Type 2 SIG (The Japanese Society for Artificial Intelligence) 2021 ( 19 ) 2021

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Persona Design Method Based on Data Augmentation by Social Simulation

Takamasa Kikuchi, Hiroshi Takahashi

Proceedings - 2021 IEEE/ACIS 21st International Fall Conference on Computer and Information Science, ICIS 2021-Fall (Proceedings - 2021 IEEE/ACIS 21st International Fall Conference on Computer and Information Science, ICIS 2021-Fall) 136 - 143 2021

In the field of marketing, 'persona' is widely used as a method to support customer-oriented product and service design. However, in many cases, the persona design process is confined to the classification of customers based on limited attribute information projected from the past to the present using cross-sectional data. In this study, we propose a method, based on attribute information extended by social simulation, to improve the persona design process. The framework consists of the following procedures: 1) treat changes in the external environment explicitly and handle target customers' possible attribute changes (i.e., 'virtual life'); 2) classify customers based on a large quantity of attribute information supported and extended by social simulation. As a demonstration of the proposed method, this paper presents a specific case study that focuses on the customer asset situations. We conduct a simulation of customer asset situations at a future point in time, taking into account asset succession and price fluctuations of risky assets, based on individual questionnaire data concerning asset formation and withdrawal in retirement. We design personas using the conventional method and the proposed method, and we compare the two. The results show that the proposed method facilitates a) estimation of future changes in customer states, b) incorporation of possible future events in each persona, and c) consideration of future customer state changes in the state of classification of personas.

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Life Planning Support System for Older Generations Using Social Simulation Log Analysis

KIKUCHI Takamasa, TAKAHASHI Hiroshi

Transactions of the Society of Instrument and Control Engineers (The Society of Instrument and Control Engineers) 57 ( 12 ) 552 - 562 2021

ISSN 04534654

In a policy simulation for the life planning of elderly, the possibility of future asset depletion is analyzed based on clusters generated from specific attributes and segments. However, a room for improvement exists in the detailed understanding of the attributes that branch the simulation re-sults and comparative examination of possible metrics. In this study, we propose a life planning support system that combines the existing method with social simulation log analysis. This system has the following steps: I) Performs simulations based on clusters generated from the feature analy-sis of individual data. II) Grasps the overall pattern of possible results by comprehensive simula-tions based on the individual data and hierarchical classification of the obtained simulation logs. III) Considers the possible measures by comparing the results of I) and II). The main results of this study are as follows: a) Ability to grasp the threshold of the attribute that separates asset depletion and non-depletion. b) Ability to specify countermeasures that can be taken for each cluster along with numerical goals comprehensively and semiautomatically. The proposed system enables de-tailed advice from financial institutions by providing knowledge directly linked to life planning, which leads to an improvement in the effectiveness of industrial applications.

デジタルトランスフォーメーション時代の資産価格評価－データおよび情報技術の利活用と取り巻く課題－

高橋大志

証券アナリストジャーナル 59 48 - 53 2021

Accepted

Analysis of Financial Situation of Retirement Generation using Questionnaire Data

KIKUCHI Takamasa, TAKAHASHI Hiroshi

JSAI Technical Report, Type 2 SIG (The Japanese Society for Artificial Intelligence) 2020 ( BI-016 ) 08 2020.08

With the aging of society, the problem of asset formation before and after retirement isattracting attention. The issues related to asset depletion are often analyzed based on macro statistical datasuch as financial assets and disposable income. Whereas such analysis does not necessarily reflect theattributes of each individual so there is room for improvement. In this paper, as a first step to analyze thecharacteristics of the assets and household income before and after retirement, we conducted a basicanalysis using individual questionnaire data. Specifically, after showing the summary statistics of theabove data, cross tabulation was performed according to the attributes of the questionnaire respondents.We analyzed the tendency of various asset statuses and stances toward investment due to differences inresidential area and household composition.

Research on strategies of pharmaceutical companies using patent data

YONEMURA Takashi, MATSUMOTO Yusuke, SUGE Aiko, TAKAHASHI Hiroshi

JSAI Technical Report, Type 2 SIG (The Japanese Society for Artificial Intelligence) 2020 ( BI-016 ) 02 2020.08

製薬企業にとって特許は宝であり、新薬開発には欠かせない。近年、少子高齢化による社会保障費の上昇、それに伴い既存医薬品の薬価改定の㏿度が増している。新薬を矢継ぎ早に開発・販売しなければ製薬企業はたちまち衰退の道を歩むだろう。だが、新薬の開発には不確実性が高く、かつ莫大な予算が必要となってくる。その成果ともいえる特許データには製薬企業の戦略が詰まっているともいえる。本研究では、特許データベースである DWPI を用い、特許データを解析することで、製薬企業の戦略の分析を試みた。

Analysis of the impact of crypto assets on portfolio risk return performance

LIU Mengyao, JOTAKI Hiroaki, TAKAHASHI Hiroshi

JSAI Technical Report, Type 2 SIG (The Japanese Society for Artificial Intelligence) 2020 ( BI-016 ) 10 2020.08

A Study on the Potential of Dynamic Pricing Models in the Japanese Gas Market

HEO Myeongseok, MURAKAMI Eiji, TAKAHASHI Hiroshi

JSAI Technical Report, Type 2 SIG (The Japanese Society for Artificial Intelligence) 2020 ( BI-016 ) 07 2020.08

Gas and electric power are one of the essential social infrastructure for social and economicactivities. The purpose of this research is to construct a Real Time Pricing (RTP) model suitable for thedistribution and sales market of LP gas in Japan by utilizing the Dynamic Pricing Model. As a method ofpredicting demand, we would like to first create a model of power consumption and then apply it to LPgas. Analysis of customers' electric power and gas consumption can infer from what standpoint they wereconsuming public goods. Through this, we would like to offer users' reasonable prices to expand theirchoices and contribute to the efficient use of social resources.

Analysis the Effect of News Articles on the Stock Market by Summarizing and Semantic Similarity

NOYA Jun, TAKAHASHI Hiroshi

JSAI Technical Report, Type 2 SIG (The Japanese Society for Artificial Intelligence) 2020 ( BI-016 ) 05 2020.08

Stock market fluctuations are caused by various factors. This study focuses on news articles toimprove the accuracy of stock market predictions. The effect of news articles is bigger when informationthat was not predicted is public, earning surprise. We have summarized past news articles by GPT-2 todiscover news trends. We also converted the news articles into vectors and link them to stock prices bymachine learning. As a result of this analysis, we were able to improve the accuracy of stock market pre-dictions.

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