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

在2003年至2006年的项目中，我们强调了以下几点作为对潜在任务的综合研究。(1)利用真实的期权方法和动态规划对系统风险进行形式化描述，（2）复杂系统的基本理论，特别是关于遗传方法的理论，（3）服务设施和项目管理的研究现状，（4）基于复杂系统的包括不确定性的模型描述，（5）利用宏观经济和商业活动的复杂系统进行动态优化。在项目的最后一年，我们主要是通过会议的形式来公布和客观评价这个研究项目的成果。因此，该项目的目的顺利实现。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会、电子信息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（Japan Society for Management Information）在项目融资的进入和退出这一主题上，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成我们的研究，并且相应的软件包现在已经准备好供商业使用。

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.