Empirical observation and origin clarification of static and dynamic critical fluctuations in economic phenomena

通过使用超级计算机，我们从经济学和数学科学的角度对大量经济数据进行了实证研究。我们关注经济现象本质上的非高斯、异质、非平稳行为（静态和动态临界波动），得到美元兑日元汇率、企业间网络、北欧电力市场和房价的实证结果。这些发现有助于更好地理解和建模经济现象。

By using a supercomputer, we empirically investigate huge amounts of economic data from viewpoints in both economics and mathematical sciences. We focus on non-Gaussian, heterogeneous, and non-stationary behavior (static and dynamic critical fluctuations), which are the essence of economic phenomena, and obtain empirical results on USD-JPY exchange rate, inter-firm network, Nordic electricity market, and house price. These findings could lead to a better understanding and modeling of the economic phenomena.