Hideki Takayasu

Economic activities have recently been supported by ubiquitous computing and huge amounts of detailed data which are now stored electronically. Econophysics is a new field of science that tackles the analysis of such economic data based on a methodology developed in physics. I have focused not only on analyzing the tick-data of financial markets, but also on analyzing sales data for commercial products and manufacturing data and manufacturing data for semiconductors. Accumulating individual examples and giving reason to data analysis is the main purpose of this study.

[Keywords]
Econophysics / Big-Data Analysis / Fractal / Power Law

Activities

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Selected Publications

「金融市場におけるリスクと特性-複雑システムの物理学の視点から」 金融危機とマクロ経済学(第7章)

東京大学出版(2010)

H.Takayasu, M.Takayasu, T. Watanabe, Editors (2010)

Econophysics Approaches to Large-Scale Business Data and Financial Crisis, Springer.

Profile

Graduated Department of Physics, Nagoya University in 1980, I got Ph.D from Nagoya University majoring theoretical study on fractal phenomena. Post-doc at Physics Department of Kyoto University for 1 year working on turbulence theory. Working as an assistant professor and an associate professor at Earth Science Department of Kobe University for 7 years I studied earthquake phenomena and water erosion process. During this period I stayed at Applied Physics Department of Yale University and Physics Department of Boston University for 1 year each as a visiting researcher, and started study on econophysics. Then, I moved to Graduate School of Information Sciences of Tohoku University as a professor working on information traffic jams. From 1997 I work as a senior researcher at Sony Computer Science Laboratories. I started big-data analysis of semiconductor fabrication from 2005. I am now working also as a visiting professor at Graduate School of Advance Mathematics of Meiji University, a specially-appointed professor at TDB Advance Data Analysis and Modeling laboratory of Tokyo Institute of Technology. I serve as a Fellow at Sony Computer Science Laboratories since 2018.

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