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

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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.