Yusuke Koyama

Anti Pandemic Simulation by SOARS

Next pandemic caused by human to human outbreak of mutated H5N1 bird flu is almost inevitable. To prevent the pandemic we must take steps not only from medical point of view but also from social program point of view. In this paper we propose four categories of social protection programs. We modeled the infection process under the social activities of agents by using SOARS (Spot Oriented Agent Role Simulator). We evaluated the effectiveness of the social programs to protect the pandemic by agent based simulation. As a result we found that there exists a critical bifurcation point between eradication and spreading by controlling the combination of social protection program

A report of large-scale gaming simulation using a U-Mart system in economic education

Agent-based simulation is one of promising approach to understand and design complex socio-economics systems. The U-Mart project is a research and education program of providing economists and computer scientists with an artificial market, an agent-based or hybrid gaming simulation system of financial market as a test bed for interdisciplinary study. The U-Mart project has three areas of activities, which are research, open experiments (events) and education. These three areas are deeply related to each other. It means that it places value on educational activities as well. This paper introduces an overview of the U-Mart project and system, furthermore, reports the case with the educational gaming and the result.

Evaluation of transaction risks of mean variance model under identical variance of the rate of return – simulation in artificial market

Mean Variance (MV) model has spread through institutional investors as one of the most typical diversified investment model. MV model defines the investment risks with the variance of the rate of return. Therefore, if any variances of two portfolios are equal, MV model will judge that the investment risks are identical. However, even if variances are equal, two different risk cases will occur. One is just depended on market volume. The other is fully depended on speculators who raise stock prices when institutional investors are purchasing stocks. Consequently, the latter makes institutional investors pay excessive transaction costs. Development of ABM (Agent Based Modeling) in recent years makes it possible to analyze this kind of problem by simulation. In this paper, we formulate a financial market model where institutional investors and speculators trade twenty stocks simultaneously. Results of simulation show that even if variances are equal, investment risks are not identical.

A study for rotational symmetry of the aperture field on Spiral Array radial line slot antenna

We calculated the azimuthal deviations varying slot parameters of Spiral Array RLSAs. The inner/outer termination angles of the slot array have little influence on the azimuthal distributions. The element spacing in the circumferential direction has a significant impact on the azimuthal distributions. When the element spacing in the circumferential direction is 0.58λg, the deviations are minimized to 4.5dB and 32deg. As above, the azimuthal deviations are determined not by local parameters but by global parameters.

Short run dynamics in an artificial futures market with human subjects

This paper presents the computational results obtained in the strategy experiments in an artificial futures market with human subjects. Participants submit their own strategy files and they receive the performances of all the market participants in order to improve for the next round. After two-round experiments, simulations with only machine agents are run. We find that the time series data support so-called stylized facts in some regards and that experiments of human subjects seem to make the prices be closer to a theoretical value.