权益分类	功能权益	普通用户	{{item.name}}会员
{{category.name}}	{{benefitItem.name}}

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

基于复杂系统预测方法的系统性风险分析与控制及实物期权评估研究。

基本信息

批准号：
15310120
负责人：
TOKINAGA Shozo
金额：
$ 6.78万
依托单位：
KYUSHU UNIVERCITY
依托单位国家：
日本
项目类别：
Grant-in-Aid for Scientific Research (B)
财政年份：
2003
资助国家：
日本
起止时间：
2003 至 2006
项目状态：
已结题

来源：
https://kaken.nii.ac.jp/grant/KAKENHI-PROJECT-15310120/
关键词：
Complex system Risk analysis Real option Prediction and control Genetic methods リスク分析

项目摘要

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.

在2003年至2006年的这个项目中，我们强调了以下几点作为对底层任务的综合研究。(1)使用实物期权方法和动态规划方法对系统风险进行形式化；(2)复杂系统的基本理论，特别是遗传方法；(3)服务设施和项目管理的研究现状；(4)基于复杂系统的包含不确定性的模型描述；(5)利用复杂系统进行宏观经济和商业活动的动态优化。在项目的最后一年，我们主要通过会议和会议对本研究项目的成果进行发布和客观评价。最终实现了该项目的预期目标。特别是，我们可以出版一本书《复杂系统和系统风险分析》。此外，我们还在日本运筹学学会、电子信息与通信工程研究所和日本加工学会的期刊上发表了多篇论文。日本管理信息学会。关于项目融资的进入和退出这一主题，我们可以通过国际会议和与许多研究人员的讨论来修改和完善我们的研究，现在已经准备了相应的软件包用于商业用途。