Researches on Analysis and Control of Systematic Risks based on the Prediction method using Complex Systems and Evaluation of Real Options.

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In this project from 2003 through 2006, we emphasized following points as comprehensive researches on underlying tasks. (1) Formalization of systematic risks using the real option approaches and dynamic programming, (2) Basic theories on complex systems especially about the Genetic approaches, (3) Studies on state of the arts of service facilities and project management, (4) Description of models including uncertainty based on the complex systems, (5) Dynamic optimization using the complex systems for macro economics and business activities.In the final year of the project, we mainly focused on the publication and objective evaluation of results of this research project through meetings and conferences. As a result, the purpose of the project was successfully attained. Especially, we could publish a book "Complex Systems and System Risk Analysis". Besides, we published various papers on the journals of the Operations Research Society of Japan, the Institute of Electronics, Information and Communication Engineering, and the Japan Society of Processing Society. of Japan, the Japan Society for Management Information. On the theme of entry and exit in project finance, we could revise and complete our researches through international conferences and discussion with many researchers, and corresponding software packages are now prepared for business uses.