Published papers

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.

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.

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.

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.

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.

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.

We investigate the networks of Japanese corporate boards and its influence on the appointments of female board members. We find that corporate boards with women show homophily with respect to gender. The corresponding firms often have above average profitability. We also find that new appointments of women are more likely at boards which observe female board members at other firms to which they are tied by either ownership relations or corporate board interlocks.

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．

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.

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。

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。

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。

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．

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.

The purpose of this research aimed at the improvement of management skills using POS data of restaurant service industry, focusing on customer configuration which is the most important factor in restaurant management. In addition to customer configuration, this analysis takes the time series order data into account which leads to the possibility of better classification. By obtaining more sophisticated knowledge of customer configuration, more value-added services and more efficient management will be expected.