24th program


Session 1 Place:Koshiba hall Chair: Misako Takayasu
9:00 – 9:20 Misako Takayasu and Shlomo Havlin
9:20 – 9:50 Shlomo Havlin (Invited)
Cascading failures and recovery in interacting networks
9:50 – 10:20 H. Eugene Stanley (Invited)
Novel Statistical Physics Approaches to Understanding Economic Fluctuations 

10:20 – 10:40 Coffee break

Session 2 Place: Koshiba hall Chair: Shintaro Mori
10:40 – 11:10 Woo-Sung Jung (Invited)
Bibliometric analysis and complex systems
11:10 – 11:40 Daqing Li (Invited)
Critical Infrastructure resilience in super smart society
11:40 – 12:10 Takayuki Ito (Invited)
Innovating Large-scale Discussion and Consensus Support Systems based on Agent Technologies 

12:10 – 13:30 Lunch

Session 3 Place: Koshiba hall Chair: Kota Watanabe
13:30 – 14:00 Nobuyasu Ito (Invited)
Social simulations on the Post-K computer
14:00 – 14:30 Takatoshi Ito(Invited)
Will Human Forex Dealers become Extinct?
14:30 – 15:00 Chin-Kun Hu(Invited)
Indicator Prior to Financial Collapses

 15:00 – 15:30 Coffee break

 Session 4-A Place: Sanjo hall (Room A) Chair: Wei-Xing Zhou
15:30 – 15:45 Abhijit Chakraborty, Soumya Easwaran and Sitabhra Sinha
An inverse square law for exchange rate fluctuations ? Probability-distance based analysis relates deviation from universality with macroeconomic indicators
15:45 – 16:00 Huai-Long Shi, Zhi-Qiang Jiang, and Wei-Xing Zhou
Time-dependent momentum and contrarian effects in the Chinese stock market
16:00 – 16:15 Ladislav Kristoufek
Detrending methods for fractional cointegration
16:15 – 16:30 Cancelled

Session 4-B Place: Sanjo hall (Room B) Chair: Naoki Masuda
15:30 – 15:45 Michael M. Danziger, Stefano Boccaletti and Shlomo Havlin
Interdependent and competitive synchronization in networks of networks
15:45 – 16:00 Hirokazu Kawamoto, Hideki Takayasu and Misako Takayasu
Extinction of Links and Resulting Percolation in a Japanese Business Relation Network
4B-3 Cancelled
16:00 – 16:15 Chandrashekar Kuyyamudi, Anindya S. Chakrabarti and Sitabhra Sinha
Loss of structural balance in the cross-correlation networks of financial market signals the onset of major crisis
16:15 – 16:30 Katsuhide Takahashi, Yuh Kobayashi, Yohei Kondo, Hideki Takayasu and Misako Takayasu
Bipartite Networks of Universities and Companies:Recruiting New Graduates 

16:30 – 16:50 Coffee break

Session 5-A Place: Sanjo hall (Room A) Chair: Erika Fille Tupas Legara
16:50 – 17:05 Shota Nagumo, Takashi Shimada, Naoki Yoshioka and Nobuyasu Ito
Trading share competition between artificial stock markets with different tick sizes
17:05 – 17:20 Ye Sun and Yu Chen
A detailed study on the phase diagram of a toy model for macroeconomic systems
17:20 – 17:35 Bin Li, K. Y. Michael Wong, Amos H. M. Chan, Tsz Yan So, Hermanni Heimonen and David Saad
Sharp Rises in Commodity Prices
17:35 – 17:50 Takayuki Hiraoka, Takashi Shimada and Nobuyasu Ito
Collective dynamics of repulsive self-propelled particles 

Session 5-B Place: Sanjo kaikan (Room B) Chair: Woo-Sung Jung
16:50 – 17:05 Koutarou Tamura, Hideki Takayasu and Misako Takayasu
Estimation of sales-change caused by structural change of an interfirm trading network and its verification
17:05 – 17:20 Atushi Ishikawa, Shouji Fujimoto, Takayuki Mizuno and Tsutomu Watanabe
Decay rate of firm activities and non-Gibrat’s law
17:20 – 17:35 Marcin Makowski, Edward W. Piotrowski and Jan Sladkowski
Anti-Parrondo paradox on data transfer
17:35 – 17:50 Ruiyun Liu and Yu Chen
Analysis of the emergence of log-periodic-power-law in a stock market with a spin model on the network 

Session 6 Place: Sanjo hall
18:00 – 19:30 Poster Session

List of Poster Presentation
P-01 Kei Katahira and Yu Chen
Modelling Market Dynamics with a “Market Game”
P-02 Yushi Yoshimura and Kenta Yamada
Delayed Majority Game with Heterogeneous Learning Speeds for Financial Markets
P-03 Tetsuya Takashi
A Large-Scale Simulation of Ising Financial Market
P-04 Arthur M. Y. R. Sousa, Hideki Takayasu and Misako Takayasu
Analysis of the up-down dynamics of the foreign exchange market using statistical symmetries
P-05 Kazuaki Nakayama and Shintaro Mori
Collective behavior of social learning agents in restless multi-armed bandit
P-06 Xiangyi Meng, Jian-Wei Zhang and Hong Guo
A quantum Brownian motion model for stock markets
P-07 Hirofumi Yamashita, Hideki Takayasu and Misako Takayasu
Price and Volume Dynamics in the Stock Market
P-08 Yuta Murakami, Hideki Takayasu and Misako Takayasu
Growth Model of Japanese Inter-firm Trading Network with Money Transport
P-09 Yuh Kobayashi, Hideki Takayasu and Misako Takayasu
Tracking Firm State Variables through Long Time-Series Data of Japanese Firms
P-10 Ayoung Park, Jie Deng, Hyun Son, Solbi Lee and Gabjin Oh
Analysis of connected structure among individual companies
P-11 Emiko Takagi, Kenta Yamada, Hideki Takayasu and Misako Takayasu
Extraction of Abnormal Values of Word Frequencies in the Blogosphere and Influence on Stock Price
P-12 Tomoya Hamano, Kiyoshi Kanazawa, Hideki Takayasu and Misako Takayasu
Dealer model with finite assets in foreign exchange market
P-13 Hideto Kamei, Hideki Takayasu, Yoshiyuki Kabashima, Hirokazu Kawamoto, Hayato Goto, Yuta Murakami and Misako Takayasu
The effect of trade network structure on bankruptcy
P-14 Le Anh Quang, Ashadun Nobi, Jung Nam, Tae Ho Lee and Jae Woo Lee
Hierarchical Organization of World Commodities Flow Network
P-15 Jean-Francois Boilard, Hideki Takayasu, Kiyoshi Kanazawa and Misako Takayasu
Annihilation Rate of Limit Orders in Foreign Exchange Market
P-16 Daichi Yanagisawa and Shingo Ichiki
Hurst exponent in a simple order-book model with the asymmetric simple exclusion process
P-17 Kenji Hara, Hideki Takayasu and Misako Takayasu
Detail observation of interaction among foreign exchange markets based on order-book data
P-18 Takahiro Ezaki, Yutaka Horita, Masanori Takezawa and Naoki Masuda
Reinforcement Learning Explains Conditional Cooperation in Repeated Social Dilemma Games
P-19 Yasuko Kawahata and Takaaki Ohnishi
Study of Quantitative Indicators for Urban Renewal by Utilizing Cultural Policy in Depopulated Areas
P-20 Hisashi Arakaki, Akira Ishii1 and Yasuko Kawahata
Difference and similarity between Twitter posting and access of web application coupled with television program
P-21 Shintaro Mori, Masato Hisakado and Kazuaki Nakayama
Efficient aggregation of collective intelligence in infomation cascade voting system
P-22 Poongjin Cho, Sondo Kim, Sungyoon Choi and Woojin Chang
Forecasting the maximum and minimum daily stock price using various prediction methods
P-23 Çağlar Tuncay
Market Laws
P-24 Dunbiao Niu, Xin Yuan, Minhui Du, H. Eugene Stanley and Yanqing Hu
Percolation of networks with directed dependency links
P-25 Yuki Yabuuchi and Kazue Kudo
Traveling Salesman Problems with Constrains
P-26 Taro Takaguchi and Yuichi Yoshida
A pattern-match based method for extracting modules in directed networks
P-27 Masaru Nagura, Katsuhiro Nishinari
Effect on the scale invariance of the network exerted by the constraint of the latency
P-28 Ken Yamamoto
Lognormal behavior of the size distributions of animation characters
P-29 Fumiaki Sano, Masato Hisakado and Shintaro Mori
Voter Model for General Election in Japan
P-30 Jinattaporn Khumsri and Akihiro Fujihara
Finding hidden location patterns of two competitive supermarkets in Thailand
P-31 Wen-Wei Lee, Wei-Chun Hung, Yi-Chin Chou, Yung-Chou Hsu and Chung-I Chou
Using a Simple Model to Simulate the Consensus Formation
P-32 Yoshie Otsuka and Kazue Kudo
Detection of overlapping communities in a friendship network
P-33 Shao-Hsuan Hsiao, Hao Ke, Po-Yu Chien, Wei Dai and Chung-I Chou
Simple Field Experiments for Consensus Formation on Campus
P-34 Yohei Kondo, Hideki Takayasu and Misako Takayasu
Structure of Japanese Inter-firm Multiplex Networks
P-35 Kazuya Inagaki, Yusuke Hara and Masao Kuwahara
An Empirical Analysis on the Structure of Facility Accumulations by Comparison of 8 Cities
P-36 Masato S. Abe and Shin-ichiro Nakayama
Identifying causal relationship in partially deterministic systems from time-series data
P-37 Yosuke Kawasaki, Yusuke Hara and Masao Kuwahara
Construction of real-time traffic state estimation method of a two-dimensional network by data assimilation
P-38 James Irish, Minjae Kim and Seung Ki Baek
Empirical study of Fisher’s principle in the Census 2000 of Korea