WO2000079444A1

WO2000079444A1 - Economic data processing device, economic data processing method, economic data processing system, and information recorded medium

Info

Publication number: WO2000079444A1
Application number: PCT/JP2000/004077
Authority: WO
Inventors: Koichiro Matsuno; Koichi Hirano
Original assignee: Koichiro Matsuno; Koichi Hirano
Priority date: 1999-06-23
Filing date: 2000-06-22
Publication date: 2000-12-28
Also published as: AU5428600A

Abstract

An economic data processing device having a control unit (58) for receiving information about economic agent decision combinations and information about decision update time interval and an economic data calculating unit (52) for calculating economic data on the basis of the information about economic agent decision combinations, information about decision update time interval, and economic data before a predetermined time and calculating economic data for calculation at later steps on the basis of economic data for calculation used at each step and decision combinations at the later steps later than the each step. An economic data processing method and an information recorded medium on which a program for executing the method is stored are also disclosed.

Description

Description Economic data processing device, economic data processing method, economic data processing system, and information recording medium

The present invention identifies economic decisions made by each economic entity, analyzes economic conditions based on these decisions, and furthermore, economic data processing for rationally assisting market participants participating in various kinds of product sales transactions. The present invention relates to an apparatus, an economic data processing method, an economic data processing system, and an information recording medium. Background art

Conventionally, various economic econometric models have been proposed. For example, “Basics and Application of Econometric Analysis” (Toyo Keizai) and “Handbook of Interest Rate and Exchange Rate Forecasting” (NHK Publishing) introduce various theories of economic econometric models and methods of calculating economic econometrics. . Specifically, the calculation disclosed in the above document is to calculate the correlation of important economic factors into an equation based on economic theory and calculate based on a certain scenario.

Based on this economic econometric model, a system for predicting future economic conditions, trends in economic indicators, or price movements of financial instruments is disclosed in Japanese Patent Application Laid-Open Nos. Hei 6-21311-08 and Hei 8-3148. No. 92 and Japanese Patent Application Laid-Open No. H10-36565.

The technology disclosed in Japanese Unexamined Patent Publication No. Hei 6-23211 08 discloses the long-term economic and interest rate trends used in the formulation of business plans for banks, etc., as well as the amount and interest rate related to the funding procurement of banks themselves. This is a system for forecasting trends using econometric models. This system changes in a short time Equipped with a knowledge acquisition support device that can change econometric model formulas to follow today's economic structure, and quickly extract only interconnected data from a large amount of economic indicator data to model It is characterized in that it has a model formula creation device that performs the conversion.

In addition, the technology disclosed in Japanese Patent Application Laid-Open No. 8-314892 is a long-term economy that can be used to formulate management plans for banks, etc., by grasping global trends in past performance data. · It is a system that predicts interest rates. This system lacks the automatic creation of exogenous variable scenarios, which makes it difficult for users other than the creator to pray, and the neural network that makes it difficult to predict irregular interest rate trends. It is characterized by making precise long-term interest rate forecasts by compensating for the shortcomings and utilizing the advantages of both.

Furthermore, the technology disclosed in Japanese Patent Application Laid-Open No. H10-34565 relates to a stock price prediction device for predicting the performance of one company and the trend of stock prices from trends in the economy as a whole. This system predicts future stock prices using formulas of economic models that are suitable for macroeconomic models for individual countries, stock price forecast models for individual companies, and so on.

However, the above conventional techniques have the following problems. The technologies disclosed in JP-A-6-231108, JP-A-8-314892 and JP-A-1-34665 are all based on past economic data. This is based on the assumption that the parameters will depend on the statistics of the above. In addition, the model formula of the econometric model is based on past economic fluctuations regardless of the equation. For this reason, forecasts of future interest rates or stock prices are based on the general principle that future economic data is an extrapolation of changes in past economic data.

However, as is clear from today's economic situation, Conditions are increasingly volatile over very short periods of time. This is due to the endogenous autonomy within the economy, which changes the form and type of economic activity on a daily basis, for example, to win the competition. As a result, future economic conditions often do not necessarily extend from past economic conditions that can be calculated from a particular model.

In such today's economic situation, setting models and parameters based on past economic data is only a sophisticated paraphrase of past data. Economic data has the fundamental problem of being very vulnerable to changes in the economic structure. Even with such econometric models, we conduct economic activities while responding to unexpected economic fluctuations, regardless of whether changes in the economic structure are due to external factors or internal factors. I have no choice.

This situation has greatly afflicted financial market entrants or central bank and government policy makers who have great interest in current and future economic conditions. In other words, financial market entrants or central bank or government policy makers are responding with doubts and concerns about how reliable future forecast data can be based on long-term economic data. . And when unforeseen economic structural changes occur, they often end up with various policy and coping failures, with remorse for irrelevant forecast data.

As mentioned above, in the first place, there are many factors that change the economic structure, and it is necessary to predict the changes in the economic structure that are caused by these factors and to obtain the fruit of future economic forecasts. Is impossible. Rather than acting on the superficial consequences of past economic data, it would be much more useful in the future to identify and refer to the behavior of each economic entity behind the past economic day. Conceivable. Therefore, the present inventor has determined an economic data processing device that can grasp the range of available options and make an appropriate decision even if the economic structure fluctuates, and can generate a possible scenario of future economic conditions. It is intended to provide an economic data processing method and an information recording medium.

Further, further, the present invention provides an economic data processing apparatus and an economic data processing apparatus capable of predicting future price movements of various commodities, and proposing to a market participant purchase information based on a combination of commodities that provides maximum profit. DISCLOSURE OF THE INVENTION An object of the present invention is to provide a data processing method, an economic data processing system, and an information recording medium.

In order to achieve the above object, the economic data processing apparatus of the present invention provides a combination of a plurality of decisions made by an economic entity to correct the imbalance between income and expenditure at a predetermined time. Information receiving means for receiving information on the decision update time interval, which is the time interval until the economic entity updates the decision, decision combination information, decision update time interval information, and economic data before the predetermined time Based on the above, the economic data calculation operation for calculating the economic data at the predetermined time is performed, and the decision update is performed from the predetermined time until the second predetermined time after the elapse of the decision update time interval. Combination of the calculated economic data at each step within the time interval, and the decision making at the subsequent steps after each step Therefore, there is provided an economic data calculation means for calculating economic data for calculation at the time of a later step.

For this reason, if there is a certain past economic day at the specified time, the input of decision-making that each economic agent can take will be accepted and the future economic state will be simulated. can do.

Other inventions are related to each decision in the decision combination information. The economic data processing device is further provided with a random number generating means for expressing the constant as a relative ratio and generating the relative ratio as a random number. For this reason, many decision combinations can be generated without inputting one decision combination at a time. In addition, it eliminates the user's arbitrary decision input.

In addition, another invention compares the plurality of calculated economic data at the second predetermined time with the actual economic data at the second predetermined time under the decision update time interval to obtain the actual economic data. The best computational economic data that best reproduces the best economic data is selected, and the best decision-making combination that led to the best computational economic data is calculated based on the actual An economic data processing device is further provided with a decision-making identification means for identifying the combination of the decision-making and the identification. For this reason, it is possible to understand how each economic agent has made decisions under various economic conditions in the past.

Another invention is based on an economic data calculation operation in which one or more decisions at a predetermined time, economic data before a predetermined time, and one or more decision update time intervals are combined. In response to external disturbances to economic data before the period, or when conducting multiple independent economic data calculation operations, the decision update time interval and the predetermined period that led to the most stable calculated economic data An economic data processing device further comprising a decision update time interval identifying means for identifying the combination of the decision and the actual decision update time interval at a predetermined time and the actual decision decision combination. ing. For this reason, it is possible to identify the optimal time interval as the decision update time interval that changes according to the economic agent or the era, and to identify the economic agent's decision.

Further, in another invention, the economic data calculating means includes a determination update time interval. Originally, as a combination of decision making at each step time, a combination of decision making at a predetermined time is used to create an economic data processing device that calculates economic economic data. Thus, decision making can be identified without complicated calculations.

Further, another invention provides random number adjusting means for adjusting the relative ratio of each best decision of the combination of the best decisions by adjusting the corrected random number, and the economic data calculating means uses the corrected random number. An economic data processor that calculates economic data for calculation is used. Therefore, it is possible to seek a decision closer to the actual decision.

In another invention, the economic data calculating means quantifies the degree of change of each decision or the degree of bias toward a specific decision based on a time series transition of a combination of best decisions It is designed to be an economic data processor. For this reason, it is possible to obtain information on how each economic agent has changed its decision-making or has focused on which decision-making in the era.

In another aspect, the economic data calculation means includes an economic data processing device that quantifies a value of an imbalanced flow, which is a degree of imbalance between income and expenditure of an economic entity, based on a combination of best decisions. I am trying to do it. Therefore, it is possible to know the imbalance between income and expenditure between the economic agents or the degree of imbalance between the economic agents. This is a powerful insight into the behavior between economic agents.

Further, another invention provides a method for calculating economic data that cannot occur in reality by economic data calculating means, the calculating operation stopping means for stopping the calculation, and the number of combinations of decision-making for stopping the calculation. The economic data processing device is further provided with a counting means for counting. For this reason, the burden of performing unnecessary calculations can be reduced and the analysis speed can be increased. In another invention, the economic data calculation means is an economic data processing device for quantifying the difficulty of overcoming the economic situation based on the number of decision-making combinations whose calculation has been stopped. As a result, it is possible to gain insight into how difficult each economic agent has made in overcoming the economic situation at that time. This is useful information for making appropriate decisions. Further, another invention is an economic data processing device further comprising: a data display means for displaying a plurality of calculated economic data at the second predetermined time and a combination of decision making that led to each calculated economic data. It is a device. For this reason, data can be shown in the form of graphs or tables, and users can visually grasp past or future economic data.

Another invention provides an economic data processing apparatus provided with at least one of an economic data file for storing economic data and data input means for inputting data. For this reason, analysis can be performed by a single unit without connecting data input means or economic data files to the economic data processing device separately.

In addition, the present invention provides information on a combination of a plurality of decisions made by an economic agent to correct an imbalanced state of income and expenditure at a predetermined time, and information on a combination of the information before the economic agent updates the decision. An information receiving step for receiving information on a decision update time interval, which is a time interval, a combination of decision making information, information on a decision update time interval, and a calculation at a predetermined time based on economic data before a predetermined time. In addition to performing the economic data calculation operation to calculate the above economic data, from the predetermined time to the second predetermined time after the elapse of the decision update time interval, the calculation at each step within the decision update time interval Economic data and from each step An economic data processing method including a combination of decision making in a later step and an economic data calculation step of calculating a calculated economic data in a later step is adopted.

Another invention provides an economic data processing method that further includes a random number generation step of expressing each decision in the decision making combination information as a relative ratio and generating the relative ratio as a random number. I have. For this reason, many decision combinations can be generated without inputting each decision combination. In addition, it eliminates the user's arbitrary decision input.

Another invention compares the plurality of calculated economic data at the second predetermined time with the actual economic data at the second predetermined time under the decision update time interval, and The best calculated economic data that best reproduces the economic data is selected, and the best decision combination that led to the best calculated economic data is determined under the decision update time interval, An economic data overnight processing method further includes a decision-making identification step for identifying a combination of an actual decision-making at a predetermined time. For this reason, it is possible to understand what decision each economic agent has made under various economic conditions in the past.

Another invention is based on an economic data calculation operation in which one or more decisions at a predetermined time, economic data before a predetermined time, and one or more decision update time intervals are combined. Decision update time that led to the most stable calculated economic data in response to external disturbances to economic data before the time period, or when performing multiple independent economic data calculation operations An economic data processing method further including a decision update time interval identifying step of identifying the combination of the interval and the decision at a predetermined time with the actual decision update time interval and the actual decision at the predetermined time. I am trying to do it. For this reason, it is possible to identify the optimal time interval as the decision update time interval that changes according to the economic entity or the era, and to identify the economic entity's decision.

Further, in another invention, the economic data calculation step uses a combination of decisions at a predetermined time as a combination of decisions at each step time under a decision update time interval. The economic data processing method is used to calculate economic data. For this reason, decision making can be identified without complicated calculations.

Further, another invention includes a random number adjusting step of adjusting the relative ratio of each best decision of the combination of the best decisions by adjusting the corrected random number, and the economic data calculating step includes calculating the economic data using the adjusted random number. The economic data processing method is to calculate the above economic data. Therefore, a decision closer to the actual decision can be obtained.

In another invention, the economic data calculation step quantifies the intensity of the transition of each decision or the degree of bias toward a specific decision based on the time series transition of the best decision combination Economic data processing method. For this reason, it is possible to obtain information on how each economic agent has changed its decision-making or has focused on which decision-making over the times.

Another invention provides an economic data processing method, wherein the economic data calculation step quantifies a value of an imbalanced flow, which is a degree of imbalance between income and expenditure of an economic entity, based on a combination of best decisions. And so on. For this reason, the imbalance between income and expenditure between economic agents or between economic agents You can know the degree of imbalanced training. This is a powerful insight into the behavior between economic entities.

Further, in another invention, when the economic data calculating step calculates economic data that cannot occur in reality, the number of combinations of the calculating operation stopping step of stopping the calculation and the number of the decision making that stopped the calculation is determined. The economic data processing method further includes a counting step for counting. For this reason, the burden of performing unnecessary calculations can be reduced, and the analysis speed can be increased.

In another invention, the economic data calculation step is an economic data processing method for quantifying the difficulty of overcoming the economic situation based on the number of decision-making combinations whose calculation has been stopped. As a result, it is possible to gain knowledge of how difficult each economic agent has made in overcoming the economic situation at that time. It can be helpful in making the right decisions in times of difficulty.

Further, another invention provides an economic data further including a data display step of displaying a plurality of calculated economic data at the second predetermined time and a combination of decision makings that led to each of the calculated economic data. The treatment method is used. For this reason, data can be shown in the form of graphs or tables, and users can visually grasp past or future economic data.

Another invention provides an economic data processing including at least one of an economic data file step for storing economic data in its own device and a data input step for inputting data from its own device. The way to go. This enables analysis without connecting data input means or economic data files separately to the economic data processor. It is.

In addition, the present invention provides information on a combination of a plurality of decisions made by an economic agent to correct an imbalanced state of income and expenditure at a predetermined time, and information on the combination of the information and the time until the economic agent updates the decision. An information receiving step for receiving information on a decision update time interval, which is a time interval, a combination of decision making information, information on a decision update time interval, and calculation at a predetermined time based on economic data before a predetermined time. In addition to performing the economic data overnight calculation operation for calculating the above economic data, and from the predetermined time to the second predetermined time after the elapse of the decision update time interval, at each step within the decision update time interval From the calculated economic data and the combination of the decision-making at the later step after each step, the calculation at the later step Have the economic data calculating step of calculating the economic data such that the information recording medium storing including program.

For this reason, by executing the program stored in this information recording medium, if there is certain recent past economic data at a predetermined time, the input of decision making that each economic entity can take can be accepted. And simulate potential future economic conditions.

According to another aspect of the present invention, there is provided an information recording medium storing a program further including a random number generating step of expressing each decision in the decision combination information as a relative ratio and generating the relative ratio as a random number. Like that. For this reason, by executing the program stored in the information recording medium, many combinations of decision making can be generated without the user having to input each combination of decision making. In addition, the user's arbitrary decision input can be eliminated. Further, another invention is based on the decision update time interval, wherein the plurality of calculated economic data at the second predetermined time and the actual economic data at the second predetermined time are The best calculated economic data that best reproduces the actual economic data is compared with the economic data of the best economic data, and the best decision-making combination that led to the best calculated economic data is determined. Under the decision update time interval, an information recording medium storing a program further including a combination of an actual decision at a predetermined time and a decision identification step for identification is used. For this reason, by executing the programs stored in this information recording medium, it is possible to grasp what decision has been made by each economic entity under various economic conditions in the past.

Another invention is based on an economic data calculation operation performed by combining a plurality of one or more decisions at a predetermined time, an economic data before a predetermined time, and one or more decision update time intervals. In response to external disturbances to economic data overnight before a predetermined time, or when performing economic data calculation operations multiple times independently, the decision update time interval that led to the most stable calculated economic data An information record that stores a program that further includes a decision update time interval identification step for identifying the actual decision update time interval at the predetermined time and the actual decision update combination at the predetermined time. It is used as a medium. For this reason, by executing the program stored in this information recording medium, the optimal time interval as the decision update time interval that changes with the economic entity or the era is identified, and the decision of the economic entity is made. Can be identified.

Further, in another invention, the economic data calculation step uses a combination of decisions at a predetermined time as a combination of decisions at each step time under a decision update time interval. The information recording medium is used to calculate economic data. For this reason, by executing the program stored in this information recording medium, it is possible to identify a decision without performing complicated calculations. Further, another invention includes a random number adjusting step of adjusting the relative ratio of each best decision of the combination of the best decisions by adjusting the corrected random number, and the economic data calculating step includes calculating the economic data using the adjusted random number. The above-mentioned economy is used as an information recording medium for calculating overnight. Therefore, by executing the program stored in the information recording medium, it is possible to obtain a decision closer to the actual decision.

In another invention, the economic data calculation step quantifies the intensity of the transition of each decision or the degree of bias toward a specific decision based on the time series transition of the best decision combination It is intended to be an information recording medium. For this reason, by executing the programs stored on this information recording medium, information on how each economic agent has changed its decision-making or has been focusing on it in the course of the times has changed. Can be obtained.

In another invention, the economic data calculating step includes an information recording medium for quantifying a value of an imbalanced flow, which is a degree of imbalance between income and expenditure of an economic entity, based on a combination of best decisions. I am trying to do it. Therefore, by executing the program stored in the information recording medium, it is possible to know the imbalance between income and expenditure between the economic agents or the degree of imbalance between the economic agents. This is a powerful insight into the behavior between economic agents.

Further, another invention is characterized in that the economic data calculating step is a combination of a calculating operation suspending step of suspending the calculation when the economic data that cannot occur in reality is calculated, and a decision making that suspends the calculation. An information recording medium storing a program further including a counting step for counting the number is provided. Therefore, by executing the program stored in this information recording medium, the burden of performing unnecessary calculations is reduced, and the analysis speed is reduced. Can be given.

In another invention, the economic data calculation step is an information recording medium for quantifying the difficulty of overcoming the economic situation based on the number of decision-making combinations whose calculation has been stopped. For this reason, by executing the program stored in this information recording medium, it is possible to gain insight into how difficult each economic agent has made in overcoming the economic situation at that time. However, such knowledge provides useful information for making appropriate decisions in the future of economic difficulties.

Further, another invention provides a program further comprising a data display step of displaying a plurality of calculated economic data at the second predetermined time and a combination of decision makings that led to each calculated economic data. The stored information is used as a recording medium. For this reason, by executing the program stored in the information recording medium, the data can be displayed in the form of a graph or a table, and the user can visually and economically display past or future economic data. You can figure out.

Another invention provides an information recording medium storing a program including at least one of an economic data file step for storing economic data and a data input step for inputting data. I have to. For this reason, by executing the program stored in the information recording medium, it is possible to analyze economic data without separately connecting other data input means or economic data files.

As described above, the present inventor has studied the past data, that is, how the economic data of the past has been traced, and obtained the fruits of the economic data at a certain time. In this study, past economic data was examined based on data on how each economic entity, such as households, businesses, and central banks, has made decisions. As a result, economic data is always It turned out to be stable. No matter how much the economic data rises or falls, we will re-orient to stabilize.

The economic data at a certain time t is calculated using a combination of one decision at a certain time t and a value that intentionally disturbs the initial condition as the economic data at the time t-1 before the time t. The same calculation is performed for this action over a period t after a certain period t (1: t + k). Then, in reality, among the transitions of multiple economic data during the period from t to t + k obtained as a result of intentionally disturbing the initial conditions, It turned out to follow a small transition. The findings of this research were the major driving forces for completing the present invention as follows.

The present invention provides, at least, forecast future economic data in a future period when no economic data is available, and a method in which an economic entity performing an economic activity has a certain amount of income at a certain time in the past and a certain time in the future. Acceptance of information that accepts information on a combination of decision-making methods that combine multiple decision-making methods to correct imbalanced expenditures and initial conditions that indicate the status of multiple decision-making methods before a certain time Means for setting a plurality of forecast future economic data, and means for setting a plurality of forecast future economic data, and a plurality of intentions at a predetermined time in the future, considering the forecast future economic data as actual economic data. Future provisional decision making combination means that performs trial actions to provisionally set decision combinations at least once, and multiple future provisional decision decisions obtained for each trial action Based on the time interval data from the predetermined time in the future to the second predetermined time in the future, which is the end point of the future time, and the initial conditions of the past predetermined time in the past. Calculate multiple nights and calculate the initial conditions at each future time from the calculated future economic data at each future time from the predetermined time in the future to the second predetermined time in the future. A future economic data calculation means for calculating future economic data for each future period based on the calculated initial conditions and a plurality of future provisional decision-making combinations at a predetermined time in the future; For each action, the forecast future economic data at the second predetermined future time and the calculated future economic data at the second predetermined future time are compared, and the predicted future economic data at the second predetermined future time is calculated. Reproduce economic data best.Determine at least one set of tentatively-determined future decision-making combinations that led to the calculated future economic data as one or more sets of predicted future decision-making combinations at a given time in the future. For each of the predictive future decision combinations determination means and future time, one or more sets of predictive future decision combinations and initial conditions before the future time Quantitative means for quantifying the variability of the difference between one or more calculated future economic data and predicted future economic data, and the quantified values performed for each future period. A total quantification means for performing a comprehensive quantification from a predetermined time in the future to a second predetermined time in the future; and forecast future economic data in which the value of the total quantification becomes the smallest, as future economic data in the future time. The economic data processing device is provided with means for predicting future economic data. For this reason, it is possible to obtain a decision-making combination that is close to the forecasted future economic data, and to obtain stable forecasted future economic data with a small integrated quantification value. Will be able to decide.

Further, in another invention, the information receiving means is a disturbance initial condition or a disturbance relative ratio obtained by performing at least one disturbance process for changing a value of an initial condition or a relative ratio between decision making means. Disturbed data is acceptable, and further provided is a disturbed future economic data calculating means for calculating future economic data for the future period based on the disturbed data. At the time of the disruption, The economic data processor is designed to quantify the variation of the difference between the calculated future economic data obtained by the calculation means and the predicted future economic data. This makes it possible to obtain many decision-making combinations that are closer to the predicted future economic data, compared to the case where the trial operation for temporarily setting the decision-making combinations is performed only a plurality of times. Therefore, more accurate forecasts of economic data can be made. In addition, by reducing the number of trial actions that generate random numbers for the relative ratio between the decision making means and increasing the disturbance processing, the amount of calculation can be reduced.

Further, in another invention, the information receiving means receives past economic data at a plurality of past times, and temporarily sets a plurality of decision combinations at a predetermined time in the past. Set decision-making combination, data of decision update time interval, which is the time interval until the economic agent updates the past provisional decision-making combination, and a unit obtained by dividing the decision update time interval into multiple unit periods Based on the data of the time interval and the initial conditions before the specified time in the past, a plurality of calculated economic data at the specified time in the past are calculated, and the second past, which is the end point of the decision update time interval from the specified time in the past, is calculated. In each unit period up to the predetermined period, the initial conditions are calculated from the calculated economic data, and the calculated initial conditions are compared with the past predetermined period. A past economic data calculation means for calculating the economic data at each time of the unit time from a plurality of temporary setting decision-making combinations; a past economic data at a predetermined time in the second past; A comparison of a plurality of calculated economic data at a given time, respectively, and a past provisional decision-making combination that led to a calculated economic data that best reproduced the past economic data at the second past predetermined time The economic data processing device further includes a combination of decision making at a predetermined time in the past and means for determining a combination of decision making. For this reason, Even without calculating the economic data and the combination of decision making at a predetermined time in the past using a separate device, this device can be used to determine the combination of decision making from past economic data and use it to calculate future economic Data can be predicted.

According to another aspect of the present invention, the economic data processing apparatus further includes a random number generating means for generating a random number of at least one of a relative ratio of a plurality of decision-making combinations and predicted future economic data. . Therefore, it is not necessary to manually input the relative ratio of the decision-making combinations and the predicted future economic data, and the burden on users can be reduced. Furthermore, since arbitrary inputs can be prevented, more objective predictions can be made.

In another invention, an economic data processing device further includes a random number generating means for generating random numbers of the random number processing data. Therefore, there is no need to manually input the disturbance processing data, and the burden on the user can be reduced. Furthermore, since arbitrary input can be prevented, more objective prediction can be made.

In another invention, the economic data processing apparatus is configured such that the disturbance range of the disturbance processing is within plus or minus 3% of the value before the disturbance processing. For this reason, it is less likely to generate insane economic delays due to disturbances in initial conditions. Therefore, more economic data transitions can be set.

In another invention, at least one of the quantification means and the overall quantification means is an economic data processing device that calculates using a standard deviation or a deviation. For this reason, the stability of economic data against disturbances such as initial conditions can be easily and accurately quantified.

Another invention provides a method for predicting future economic data under a condition that at least one of data of a decision update time interval and data of a unit time interval is changed. The means is an economic data processing device that forecasts future economic data at a future time. For this reason, accurate economic data can be predicted in consideration of the data of the decision update time interval and the data of the unit time interval that are different for each product or each era.

In addition, another invention interpolates and smoothes a plurality of comprehensive evaluations obtained by the comprehensive quantification means, and performs partial differentiation with respect to a value of each type of a plurality of products at each time to provide one or more minimal values. An economic data processing device is further provided with means for determining the optimal product trading combination that detects points and determines the combination of multiple products at the minimum point as the optimal trading combination. For this reason, it is possible to gain insights on how to combine or purchase a wide variety of products.

In another invention, the economic data processing device further includes economic condition change prediction means for predicting a change in economic condition based on the magnitude of the value quantified by the comprehensive quantification means. For this reason, it is possible to obtain information on whether the economic situation will fluctuate greatly or will remain stable in the near future.

In addition, the present invention provides at least forecast future economic data at a future time as a time when economic data is not obtained, and an economic entity performing an economic activity that has a certain amount of income at a certain time in the past and a certain time in the future. An information receiving step for receiving information on a decision-making combination combining a plurality of decision-making means for correcting an imbalanced state of expenditures and an initial condition indicating a state of the plurality of decision-making means before a certain time; A step of setting a plurality of predicted future economic data, and a step of setting a plurality of intentions at a predetermined time in the future assuming the predicted future economic data as an actual economic data. Perform at least one trial to temporarily set the decision combination. Based on the obtained plural combinations of the provisional future decision-making decisions, the time interval data from the future predetermined time to the second future predetermined time that is the end point of the future time, and the initial conditions of the past predetermined time in the past. Calculates multiple calculated future economic data at the specified future time and calculates initial conditions at each future time from the calculated future economic data at each future time from the specified future time to the second specified future time Then, from the calculated initial conditions and a plurality of future provisional decision-making combinations at a predetermined time in the future, a future economic data calculating step of calculating future economic data for each of the future periods, and a trial. For each action, the forecast future economic data at the second predetermined time in the future is compared with the calculated future economic data at the second predetermined time in the future. Then, one or more future provisional decision-making combinations that led to the calculated future economic data that best reproduced the predicted future economic data at the second predetermined The above-mentioned predicted future decision-making combination and the predicted future decision-making combination determining step to be determined, and in each of the future periods, one or more pairs of the predicted future decision-making combination and the initial conditions before the future period. Based on the quantified step of quantifying the difference between the calculated future economic data of 1 ばらつき or more calculated and the predicted future economic data, and the quantified value for each future period, A comprehensive quantification step to perform a comprehensive quantification from the time period to the second predetermined time in the future, and a forecast future economic data with the smallest total quantified value An economic data processing method that includes future economic data and future economic data forecasting steps. As a result, it is possible to obtain a decision-making combination close to the forecasted future economic data transition, and to determine stable forecasted future economic data with a small overall quantification value as the future transition. You can do it. In another invention, the information receiving step includes the step of determining a value of an initial condition or a decision. Disturbance processing data that is the disturbance initial condition or the relative ratio of disturbance obtained by performing at least one disturbance processing that changes the relative ratio between the setting means shall be accepted, and based on the disturbance processing data And further includes a disturbed future economic data calculation step for calculating the calculated future economic data at the future time, and the quantification step includes the calculation of the disturbed future economic data obtained by the disturbed future economic data calculation step at each future time. The economic data processing method quantifies the variation in the difference between the future economic data and the forecast future economic data. For this reason, it is possible to obtain many decision-making combinations that are closer to the forecasted future economic data, compared to the case where the trial action for tentatively setting the decision-making combination is performed only a plurality of times. Therefore, more accurate economic data can be predicted. In addition, the number of trial operations for generating random numbers for the relative ratio between the decision making means is suppressed, and the amount of computation can be reduced by increasing the number of disturbance processes.

In another invention, the information receiving step receives past economic data in a plurality of past periods and temporarily sets a plurality of decision combinations in a past predetermined period. Data of the past provisional decision combination, data of the decision update time interval that is the time interval until the economic entity updates the past provisional decision combination, and multiple unit times within the decision update time interval Based on the data of the divided unit time interval and the initial conditions before the specified time in the past, multiple calculated economic data at the specified time in the past are calculated, and the end point of the decision update time interval from the specified time in the past In each unit period up to the second past predetermined period, the initial conditions are calculated from the calculated economic data, and the calculated initial conditions and the past predetermined period are calculated. And a plurality of the temporary setting decision combination in the period, and the past economic data calculating step of calculating the economic data on calculation at the time of each unit of time, and past economic data in the second predetermined past time, Past provisional decision making that compares the calculated economic data at the second past predetermined period with the calculated economic data that best reproduces the past economic data at the second past predetermined period The economic data processing method further includes a combination of decision making at a predetermined time in the past and a decision making combination decision step for making a decision. For this reason, past economic data and a combination of decision making at a predetermined time in the past are not calculated separately, but a combination of decision making is determined from past economic data by calculation within one unit. It can predict future economic data based on it.

Another invention provides an economic data processing method that further includes a random number generation step of generating a random number for at least one of relative ratios of a plurality of decision-making combinations and predicted future economic data. I have. For this reason, there is no need to manually input the relative ratio of the decision-making combinations and the predicted future economic data, and the burden on users can be reduced. Furthermore, since arbitrary input can be prevented, more objective prediction can be made.

In another invention, the economic data processing method further includes a disturbance random number generation step for generating a random number of the disturbance processing data. Therefore, there is no need to manually input the disturbance processing data, and the burden on the user can be reduced. In addition, since arbitrary input can be prevented, more objective prediction can be made.

Another invention is an economic data processing method in which the disturbance range of the disturbance process is within plus or minus 3% of the value before the disturbance process. For this reason, the possibility of generating insane economic data against disturbances such as initial conditions is reduced. Therefore, more economic data trends can be set.

In addition, other inventions include a small part of the quantification step and the overall quantification step. At least one is based on economic data processing methods that use standard deviations or deviations. For this reason, the stability of economic data against disturbances such as initial conditions can be easily and accurately quantified.

Further, in another invention, the future economic data prediction step predicts a future economic data at a future time under a condition that at least one of data of a decision update time interval and data of a unit time interval is changed. Economic data processing method. For this reason, accurate economic data can be predicted in consideration of data of decision update time intervals and data of unit time intervals that differ for each product or each era.

Further, another invention interpolates and smoothes a plurality of comprehensive evaluations obtained by the overall quantification step, and performs partial differentiation at each time of a plurality of product types to obtain one or more minimum points that give zero. The economic data processing method further includes an optimal merchandise trading combination determination step of detecting and determining the combination of multiple products at the minimum point as the optimal trading combination. For this reason, it is possible to obtain knowledge on how to purchase or sell various products in combination.

In another invention, the economic data processing method further includes an economic situation change prediction step of predicting a change in economic situation based on the magnitude of the value quantified in the comprehensive quantification step. For this reason, it is possible to obtain information on whether the economic situation will fluctuate significantly or remain stable in the near future.

In addition, the present invention provides at least forecast future economic data at a future time as a time when economic data is not obtained, and an economic entity performing an economic activity that has a certain amount of income at a certain time in the past and a certain time in the future. Information on the decision-making combination that combines multiple decision-making tools to correct the imbalanced expenditure, and multiple decision-making tools before a certain period An information receiving step of receiving initial conditions indicating the situation of the future, a forecast future economic data setting step of setting a plurality of forecast future economic data, and a forecast future economic data as actual economic data. Future time in the future The future provisional setting decision combining step in which one or more trial actions to provisionally set a plurality of decision making combinations at a predetermined time, and the multiple future temporary setting decision combinations obtained for each trial action , Based on the time interval data from the future predetermined time to the second future predetermined time, which is the end point of the future time, and the initial conditions of the past predetermined time in the past, the calculated future economy at the predetermined time in the future. Calculate multiple data, and use the calculated future economic data in each future period from the predetermined period in the future to the second predetermined period in the future to calculate the initial A future economic data calculation step of calculating conditions and calculating future economic data for each future time based on the calculated initial conditions and a plurality of future provisional decision making combinations at a predetermined time in the future. For each trial, the forecast future economic data at the second predetermined time in the future is compared with the plurality of calculated future economic data at the second predetermined time in the future, and the forecast at the second predetermined time in the future One or more pairs of future provisional decision-making combinations that led to the calculated future economic data that best reproduces the future economic data One or more predictive future decision-making combinations and future periods are determined at each future step in the future A quantification step to quantify the variability in the difference between the calculated future economic data of 1 偭 or more calculated from the previous initial conditions and the predicted future economic data, and a quantified value for each future period And a total quantification step of performing a total quantification from a predetermined time in the future to a second predetermined time in the future, and forecast future economic data in which the value of the total quantification becomes the smallest, with future economic data in the future time. General who predicts It is intended to be an information recording medium that stores a program including a conventional economic data prediction step. For this reason, by executing the program stored in this information recording medium, it is possible to obtain a decision-making combination that is close to the predicted future economic data transition, thereby reducing the value of the overall quantification. Stable and forecast future economic data can be determined as future trends.

In another invention, the information receiving step is a disturbance initial condition or a disturbance relative ratio obtained by performing at least one disturbance process, which changes a value of an initial condition or a relative ratio between decision making means. Disturbance processing data can be accepted, and further include a turbulent future economic data calculation step for calculating future economic data for the future period based on the disturbance data. The step consists of, at each of the future periods, information that quantifies the variability in the difference between the calculated perturbed future economic data obtained by the perturbed future economic data calculation step and the predicted future economic data. It is intended to be a recording medium. For this reason, by executing the program stored in this information recording medium, the predicted future economic data is closer to the predicted future economic data compared to the case where the trial action for temporarily setting the decision-making combination is performed only a plurality of times. Many decision combinations can be obtained. Therefore, more accurate forecasts of economic data can be made. In addition, by reducing the number of trial actions that generate random numbers for the relative ratio between the decision making means and increasing the disturbance processing, the amount of calculation can be reduced.

In another invention, the information receiving step receives past economic data in a plurality of past periods, and temporarily sets a plurality of decision combinations in a past predetermined period. Data of the past provisional decision-making combination and data of the decision update time interval, which is the time interval until the economic agent updates the past provisional decision-making combination; Based on the data of the unit time interval divided into a plurality of unit times within the decision update time interval and the initial conditions before the past predetermined time, a plurality of calculated economic data at the past predetermined time are calculated. At each unit time from the past predetermined time to the second past predetermined time, which is the end point of the decision update time interval, the initial conditions are calculated from the calculated economic data, and the calculated initial conditions and the A past economic data calculation step for calculating economic data at each unit time from a plurality of temporary setting decision-making combinations; a past economic data at a second past predetermined time; and a plurality of past economic data at a second past predetermined time. The calculated economic data that best reproduces the past economic data at the second past predetermined period by comparing the calculated economic data with Past tentative decisions combination led, so that the decision combination determining scan Tetsupu determining the decision combination in the past predetermined period, and information recording medium storing a program further comprising. For this reason, by executing a program stored in this information recording medium, past economic data and a combination of decisions at a predetermined time in the past can be stored in one unit without having to calculate them separately. With this calculation, it is possible to determine a decision-making combination from past economic data and predict future economic data based on the combination.

Further, another invention provides an information recording medium storing a program further including a random number generation step of generating a random number for at least one of a relative ratio of a plurality of decision-making combinations and predicted future economic data. I am doing it. For this reason, by executing the program stored in this information recording medium, it is not necessary to manually input the relative ratio of the decision-making combination and the predicted future economic data, thereby reducing the burden on the user. Can be. Furthermore, since arbitrary inputs can be prevented, more objective predictions can be made. In another invention, a disturbance random number generation step for generating a random number of disturbance processing data is used as an information recording medium storing a program further including the disturbance random number generation step. Therefore, by executing the program stored in the information recording medium, it is not necessary to manually input the disturbance processing data, and the burden on the user can be reduced. Furthermore, since arbitrary inputs can be prevented, more objective predictions can be made.

Further, in another invention, the information recording medium is configured such that the disturbance range of the disturbance processing is within plus or minus 3% of the value before the disturbance processing. For this reason, by executing the program stored in the information recording medium, the possibility of generating insane economic data against disturbances such as initial conditions is reduced. Therefore, more economic data trends can be set.

In another invention, at least one of the quantification step and the overall quantification step is an information recording medium calculated using a standard deviation or a deviation. Therefore, by executing the program stored in the information recording medium, the stability of economic data against disturbances such as initial conditions can be easily and accurately quantified.

Another invention provides an information recording medium for predicting future economic data at a future time, wherein at least one of data of a decision update time interval and data of a unit time interval is changed. And so on. For this reason, by executing the program stored in this information recording medium, accurate economic data that takes into account the data of the decision update time interval and the data of the unit time interval that differ for each product or each era can be considered. Can predict.

Another invention interpolates and smoothes a plurality of comprehensive evaluations obtained in the overall quantification step, and biases the values of each type of multiple products at each time. An information record that stores a program that further includes an optimal product trading combination determination step that detects one or more minimum points that differentiate and gives zero and determines the combination of multiple products at the minimum point as the optimal trading combination. It is used as a medium. For this reason, by executing the program stored in the information recording medium, it is possible to obtain knowledge on how to purchase or sell various kinds of products in combination.

According to another aspect of the present invention, an information recording medium storing a program further including an economic situation change prediction step of predicting a change in economic situation based on the magnitude of the value quantified by the comprehensive quantification step is provided. ing. For this reason, by executing the program stored in the information recording medium, it is possible to obtain information on whether the economic situation will fluctuate greatly or will remain stable in the near future.

The present invention also includes a first computer that processes past economic data, a second computer that is connected to the first computer via a communication network, and that obtains future economic data. In the past, a decision-making combination that combines multiple decision-making means that an economic agent performing economic activities performs in order to correct the imbalance between income and expenditure at a certain time in the past is A plurality of past provisional decision-making combination means, a plurality of past provisional decision-making combinations, and data of a decision update time interval, which is a time interval until the economic entity updates the past provisional decision-making combination, The data of the unit time interval obtained by dividing the decision update time interval into a plurality of unit times, and the data of a plurality of decision Based on the initial condition indicating a situation, and calculates a plurality of economic data on your Keru previously calculated predetermined time, the second unit timing smell each until a predetermined past time, which is the end point of the decision update time interval from the past predetermined time Calculate the initial conditions from the calculated economic data, and calculate the calculated economic data at each unit time from the calculated initial conditions and a plurality of tentatively-set decision-making combinations in the past predetermined period. The past economic data calculation means, the past economic data at the second past predetermined period, and the plurality of calculated economic data at the second past predetermined period are respectively compared, and the past economic data at the second past predetermined period is best. The second computer is transmitted from the first computer, comprising: a decision combination at a predetermined time in the past and a decision combination determining means for determining a past provisionally determined decision combination that derives the calculated economic data to be reproduced. In the past, the data including decision-making combinations at predetermined times, and when economic data was not available Combines forecasted future economic data for all future periods with multiple decision-making measures taken by the economic entity to correct the imbalanced income and expenditure at some point in the past or at some point in the future An information receiving means for receiving information on a decision-making combination, a forecast future economic data setting means for setting a plurality of forecast future economic data, and a forecast future economic data as an actual economic data. The future of time The future provisional setting decision-making combination means for performing one or more trial actions to provisionally set a plurality of decision-making combinations at a given time, the plurality of future provisional setting decision combinations obtained for each trial action, The time interval data from the specified time in the future to the second specified time in the future, which is the end point of the future time, and the initial conditions in the past specified time in the past Based on the calculated future economic data at the specified time in the future, multiple initial economic conditions are calculated from the calculated future economic data at each future time from the specified future time to the second specified future time. Means for calculating future economic data for each future period based on the calculated initial conditions and a plurality of future provisional decision-making combinations at predetermined times in the future. For each trial, the forecast future economic data at the second predetermined time in the future is compared with a plurality of calculated future economic data at the second predetermined time in the future. One or more sets of provisional future decisions that have derived the calculated future economic data that best reproduces the predicted future economic data.Determine one or more predictive future decision combinations at a given time in the future. One or more calculated future economies calculated from one or more pairs of predicted future decision-making combinations and initial conditions before the future time for each future time period. Quantitative means for quantifying the variability of the difference between the data and the projected future economic data, and the second Comprehensive quantification means for performing comprehensive quantification up to a predetermined time in the future, and future economic data forecast means for predicting future economic data with the smallest total quantified value as future economic data at the future time Economic data processing system.

For this reason, the second computer receives the data including the decision-making combination at the past predetermined time transmitted from the first computer via the communication network represented by the Internet communication network. After that, the second convenience store calculates a combination of decision making that is close to the forecasted future economic data, and determines the stable forecasted future economic data that has a small overall quantification value and is the future trend. I do. In this way, the processing of each computer can be reduced by sharing the calculation process for making future economic forecasts to computers distributed via a communication network. Therefore, if the first computer is a host computer and the second computer is a client terminal, the following system can be constructed. The host computer collects past data and performs preprocessing to predict the future economy. Next, the data is transmitted to each client terminal via the Internet communication network. You. Each client terminal performs the final calculation for future prediction from the transmitted data.

Further, the present invention provides an information receiving means for receiving information necessary for predicting future economic data, and a plurality of predicted future economic data which are regarded as actual economic data, and a predetermined future time to a future time. Temporary setting of initial conditions indicating the status of decision-making means at each future time and multiple future decision-making combinations obtained from multiple calculated future economic data calculated at each future time until the end point Future economic data calculation means for calculating future economic data for each future period from the tentatively determined future decision-making combination, future economic data for the forecast at the end of the future period, and multiple calculations at the end point Calculated future economic data that best reproduces the predicted future economic data at the endpoint One or more sets of provisional future decision-making combinations are determined as one or more sets of predicted future decision-making combinations at a predetermined time in the future, and Quantifies the variability between one or more calculated future economic data calculated from one or more predicted future decision-making combinations and initial conditions before the future time and the predicted future economic data A quantification means, a comprehensive quantification means for performing a comprehensive quantification from a predetermined time in the future to an end point based on the quantified value performed for each future time period, and a prediction method in which the total quantified value becomes the smallest. The future economic data is designed to be an economic data processing device equipped with future economic data prediction means for predicting future economic data at a future time.

Further, the present invention provides an information receiving step for receiving information necessary for predicting future economic data, and a plurality of predicted future economic data that are regarded as actual economic data, and starting from a predetermined time in the future. Each until the end of the future Initial conditions indicating the status of decision-making means at each future time, obtained from multiple calculated future economic data calculated at a future time, and future tentatively-set decision-making combinations in which multiple future decision-making combinations are provisionally set. The future economic data calculation step for calculating the calculated future economic data at each future time, the predicted future economic data at the end of the future time, and the plurality of calculated future economic data at the end. One or more future provisional decision-making combinations that led to the calculated future economic data that best reproduced the predicted future economic data at the end point, The future decision making combination and the future decision making combination decision step, and the future time The difference between one or more calculated future economic data calculated from one or more predicted future decision-making combinations and initial conditions before the future time and the predicted future economic data A quantification step for quantification, and a total quantification step for performing total quantification from a predetermined time in the future to an end point based on the quantified value performed for each future time, and a prediction that the total quantified value will be the smallest. The above-mentioned future economic data is to be an economic data processing method including a future economic data at a future time and a future economic data forecasting step for forecasting.

Further, the present invention provides an information receiving step for receiving information necessary for predicting future economic data, and a process in which a plurality of predicted future economic data are regarded as actual economic data, and from a predetermined time in the future, Provisionally set initial conditions indicating the status of decision-making means at each future period and multiple future decision-making combinations obtained from multiple calculated future economic data calculated at each future period up to the end of the future period A future economic data calculation step of calculating calculated future economic data at each future time from the provisional future decision-making combination, and a predicted future economic data at the end of the future time. One or more sets of future economic data that best represent the predicted future economic data at the endpoint by comparing the final data with the calculated future economic data at the endpoint. One or more predictive future decision-making combinations at a given time in the future and one or more predictive future decision-making combination determining steps, and one or more predictive future decision-making combinations at each future time One or more calculated future economic data calculated from future decision-making combinations and initial conditions prior to the future time; a quantification step for quantifying the variability of differences from the predicted future economic data; A comprehensive quantification step of performing a comprehensive quantification from a predetermined time in the future to an end point based on the quantified value performed for each future time, and The future economic data on Kunar prediction, so that the information recording medium storing a program including the future economic data prediction predicting a future economic data that put the future time.

For this reason, by using such a device, method, or information recording medium, it is possible to set a forecast future economic data and to perform a trial action for provisionally setting a decision-making combination by another device, and obtain the data obtained. Therefore, by simply performing the processing after the calculation of future economic data, it is possible to obtain a decision-making combination that is close to the predicted future economic data.

The present invention also provides a method for correcting economic imbalances in income and expenditure in a certain period in the past, in which predicted economic data in the past period when economic data is available and economic agents performing economic activities are corrected. Information receiving means for receiving information on a combination of decision-making methods that combine multiple decision-making means to be performed, and initial conditions indicating the status of a plurality of decision-making means before a certain period in the past; Forecasting past economic data that sets multiple economic data—Estimated past economic data is regarded as actual economic data, and a plurality of decision-making combinations in the past predetermined period in the past are temporarily determined. A past provisional setting decision-making combination means for performing at least one trial action, a plurality of past provisional setting decision combinations obtained for each trial action, and a second Based on the time interval data up to the predetermined time in the past and the initial conditions at the predetermined time in the past, a plurality of calculated past economic data at the predetermined time in the past are calculated, and each of the economic data from the predetermined time in the past to the second predetermined time in the past is calculated. In the past period, the initial conditions in each past period are calculated from the calculated past economic data, and each of the past conditions is calculated based on the calculated initial conditions and a plurality of past provisional decision-making combinations in the past predetermined period. Past economic data for calculating past economic data for each period, and means for calculating past economic data for each trial , A set of calculated historical economic data that best reproduces the predicted historical economic data at the second predetermined past time by comparing each of the calculated historical economic data at the second past predetermined time. The above-mentioned past provisional decision-making combination is determined by one or more sets of predicted past decision-making combinations at a predetermined time in the past, and a means for determining a past decision-making combination in the past. Quantify the variability of the difference between one or more calculated historical economic data calculated from more than one pair of predicted past decision-making combinations and initial conditions before the past period and the predicted historical economic data A quantification means, an overall quantification means for performing an overall quantification from a predetermined time in the past to a second predetermined time in the past based on the quantified values performed in each past time, and The forecast past economic data at which the quantified value becomes the smallest is set as an economic data processing device including ideal past economic data in the past period and past economic data prediction means for predicting the past economic data.

For this reason, by comparing the forecasted past economic data, when the value of the overall quantification becomes the smallest, with actual past economic data, each economic agent in the past It is possible to judge whether the response to the economic situation was appropriate or not <Also, in response to the past economic situation, at what point in time what response was bad or at what point Can be grasped whether or not it was good.

In addition, the forecast historical economic data referred to here includes actual economic data. For example, use the actual official discount rate as the forecasted past economic data, and use randomly generated values for other economic data, and calculate the degree of variation for each set of many virtual economic data. Can also. As a result, it is possible to pay attention to the minimum value and compare it with the minimum value of a virtual scenario using an official discount rate other than the actual official discount rate. Furthermore, it is possible to compare the average of stability instead of the minimum value.

Further, in another invention, the information receiving means is a disturbance initial condition or a disturbance relative ratio obtained by performing at least one disturbance process, which changes a value of an initial condition or a relative ratio between decision making means. Disturbed data is acceptable, and based on the disturbance data, further provided is a disturbed past economic data calculating means for calculating the calculated past economic data at a past time, and the quantifying means is a past time. In each period, the economic data processor that quantifies the variation in the difference between the calculated disturbed past economic data obtained by the disturbed past economic data overnight calculation means and the predicted past economic data will be used. ing. For this reason, more decision-making combinations can be obtained than in the case where the trial action for temporarily setting the decision-making combinations is performed only a plurality of times. Therefore, more accurate analysis of historical economic data becomes possible. Also, by reducing the number of trial operations for generating random numbers for the relative ratio between the decision making means and increasing the disturbance processing, the amount of calculation can be reduced.

Another invention is a random number generating means for generating a random number of at least one of a relative ratio of a plurality of decision-making combinations and predicted past economic data. The economic data processing device further includes Therefore, it is not necessary to manually input the relative ratio of the decision-making combinations and the historical economic data in the forecast, and the burden on the user can be reduced. In addition, since arbitrary input can be prevented, more objective analysis is possible.

Further, another invention is directed to an economic data processing apparatus further provided with a means for generating a random number for generating random numbers of the disturbance processing data. Therefore, there is no need to manually input the disturbance processing data, and the burden on the user can be reduced. In addition, since arbitrary input can be prevented, more objective analysis is possible.

Further, in another invention, the disturbance range of the disturbance processing is set to a range of plus 0.01 to plus 10% or a range of minus 0.01 to minus 10% with respect to the value before the disturbance processing. Economic data processing equipment. For this reason, it is possible to perform disturbance processing according to the degree of economic stability. In other words, when the economy is stable, try to disperse the value before the disturbance process to 10% or minus 10%. Also, during times of economic instability, try to disturb in a small range of + 0.01% or -0.01%. As a result, appropriate disturbance processing can be performed.

The present invention also provides a method for correcting economic imbalances in income and expenditure in a certain period in the past, in which predicted economic data in the past period when economic data is available and economic agents performing economic activities are corrected. An information receiving step for receiving information on a combination of decision making methods that combine the plurality of decision making means and initial conditions indicating the status of a plurality of decision making means before a certain time in the past; Forecasting past economic data setting step to set a plurality of economic data A past provisional setting decision-making combination step in which the trial action to provisionally set the setting is performed at least once, and a plurality of past provisional setting decision-making combinations obtained for each trial action. Based on the time interval data up to the second past predetermined time, which is the end point, and the above initial conditions at the past predetermined time, a plurality of calculated past economic data at the past predetermined time are calculated, and the second past predetermined time from the past predetermined time is calculated. In each past period up to the current period, the initial conditions in each past period are calculated from the calculated past economic data, and from the calculated initial conditions and a combination of a plurality of past provisional decision-making decisions in the past predetermined period, A past economic data overnight calculation step for calculating past economic data at each past time, and for each trial action, A calculation that best reproduces the predicted past economic data at the second past specified period by comparing the measured past economic data overnight with a plurality of calculated past economic data at the second past specified period. One or more sets of past provisional decision-making combinations that led to the above past economic data are determined as at least one set of predicted past decision-making combinations at the past specified time. , At each past period, one or more calculated past economic data calculated from at least one set of predicted past decision making combinations and initial conditions before the past period, and the predicted past economy Based on the quantification step for quantifying the variance of the difference from the data and the quantified value for each past period, comprehensive quantification from the past specified period to the second specified period An economy that includes a comprehensive quantification step to be performed, and a past economic data forecasting step in which forecasted historical economic data that minimizes the total quantified value and ideal historical economic data in the past period are predicted. The data processing method is used.

For this reason, by comparing the forecasted past economic data, when the value of the overall quantification becomes the smallest, with actual past economic data, each economic agent in the past It is possible to judge whether the response to the economic situation was appropriate or not.In response to the past economic situation, at what point in time what response was bad or at what point in time Can be grasped whether or not it was good.

In another invention, the information receiving step changes the value of the initial condition or the relative ratio between the decision making means. ° The disturbance obtained by performing at least one disturbance process is the disturbance initial condition or the disturbance relative ratio. Processing data is acceptable, and further includes a disturbed past economic data calculating step of calculating calculated past economic data at a past time based on the disturbance processing data, and the quantifying step is performed in the past. In each period, the economic data processing method quantifies the variation in the difference between the calculated historical economic data obtained by the historical economic data calculation step and the predicted historical economic data. ing. For this reason, more decision-making combinations can be obtained than in the case where the trial action for temporarily setting the decision-making combinations is performed only a plurality of times. Therefore, more accurate analysis of historical economic data becomes possible. In addition, by reducing the number of trial actions that generate random numbers for the relative ratio between the decision making means and increasing the disturbance processing, the amount of calculation can be reduced.

Other inventions relate to the relative ratio and prediction of multiple The economic data processing method further includes a random number generation step that generates a random number for at least one of the above past economic data. For this reason, there is no need to manually input the relative ratio of the decision-making combinations and the predicted past economic data, and the burden on users can be reduced. In addition, since arbitrary input can be prevented, more objective analysis is possible.

In another invention, the economic data processing method further includes a disturbance random number generation step for generating a random number of the disturbance processing data. Therefore, there is no need to manually input the disturbance processing data, and the burden on the user can be reduced. In addition, since arbitrary input can be prevented, more objective analysis is possible.

Further, in another invention, the disturbance range of the disturbance processing is set to a range of plus 0.01 to plus 10% or a range of minus 0.01 to minus 10% with respect to the value before the disturbance processing. Economic data processing method. For this reason, it is possible to perform disturbance processing according to the degree of economic stability. In other words, when the economy is stable, try to disperse the value before the disturbance process to 10% or minus 10%. Also, during times of economic instability, try to disturb in a small range of + 0.01% or -0.01%. As a result, appropriate disturbance processing can be performed.

In addition, the present invention relates to a forecast of past economic events in the past period when economic data is available, and a situation in which an economic entity conducting economic activity has an imbalanced income and expenditure in a past period. An information receiving step for receiving information on a decision-making combination combining a plurality of decision-making means to be remedied and initial conditions indicating the status of a plurality of decision-making means before a certain period in the past; Steps to set multiple past economic data for forecasting past economic data In the past, a provisional setting decision-making combination step in which one or more trial actions for provisionally setting a plurality of decision-making combinations at a predetermined time in the past are performed, and a plurality of obtained Based on the past provisional decision-making combination, the time interval data from the past predetermined time to the second past predetermined time that is the end point of the past time, and the initial conditions of the past predetermined time, the calculation at the past predetermined time Of the past economic data from the specified past time to the second past specified time, the initial conditions at each past time are calculated from the calculated past economic data, and the calculated initial conditions and The past economy, which calculates the calculated past economic data for each past period from a plurality of past provisional decision-making combinations at the past predetermined period Data calculation step and, for each trial, comparing the predicted past economic data at the second past predetermined time with a plurality of calculated past economic data at the second past predetermined time. (2) One or more sets of past provisional decision-making combinations that led to a calculated past economic data that best reproduces the predicted past economic data at the past prescribed time The past past decision combinations and the predicted past decision making combination decision step, and at each of the past periods, from one or more predicted past decision combinations and the initial conditions before the past period A quantification step for quantifying the variability of the difference between the calculated one or more calculated historical economic data and the predicted historical economic data, and a quantified value for each past period An overall quantification step of performing a comprehensive quantification from the past specified time to the second past specified time based on An information recording medium that stores a program including the past economic data and a past economic data prediction step for prediction is provided.

Therefore, it is necessary to execute the program stored in the information recording medium. By comparing predicted historical economic data with the smallest total quantified value to actual historical economic data, whether or not the response to the economic situation performed by each economic entity in the past was appropriate Can be determined. In addition, in response to past economic conditions, it is possible to understand at what point in time what response was bad, or at what point which response was good.

In addition, the forecast historical economic data referred to here includes actual economic data. For example, using the actual official discount rate as the forecasted past economic data, and using randomly generated values for other economic data, calculate the degree of variation for each group of many virtual economic data You can also. As a result, it is possible to pay attention to the minimum value and compare it with the minimum value of a virtual scenario using an official discount rate other than the actual official discount rate. Furthermore, it is possible to compare the average of stability instead of the minimum value.

Further, another invention is a disturbance initial condition or a disturbance relative ratio obtained by performing at least one disturbance processing, wherein the information receiving step changes a value of an initial condition or a relative ratio between decision making means. Disturbed data can be accepted, and a further step of calculating disturbed past economic data based on the disturbed data is used to calculate the calculated past economic data for past periods. Is an information recording medium that quantifies, at each of the past periods, the variation in the difference between the calculated disturbed past economic data obtained by the disturbed past economic data calculation step and the predicted past economic data. I am trying to do it. For this reason, by executing the program stored in this information recording medium, it is possible to obtain a larger number of decision-making combinations than in the case where a trial action for temporarily setting a decision-making combination is performed only a plurality of times. it can. Therefore, more accurate analysis of past economic data becomes possible. Also, the relative ratio between the decision-making means is generated by random numbers. By reducing the number of trial actions to be performed and increasing the disturbance processing, the amount of computation can be reduced.

Another invention provides an information recording medium storing a program further including a random number generation step of generating a random number for at least one of relative ratios of a plurality of decision-making combinations and predicted past economic data. I am doing it. Therefore, by executing the program stored in the information recording medium, it is not necessary to manually input the relative ratio of the decision-making combinations and the past economic data in the forecast, thereby reducing the burden on the user. Can be. In addition, since arbitrary input can be prevented, more objective analysis is possible.

In another invention, an information recording medium storing a program further including a disturbance random number generation step for generating a random number of the disturbance processing data is stored. Therefore, by executing the program stored in the information recording medium, it is not necessary to manually input the disturbance processing data, and the burden on the user can be reduced. Furthermore, since arbitrary input can be prevented, more objective analysis becomes possible.

Further, in another invention, the disturbance range of the disturbance processing is set to a range of plus 0.01 to plus 10% or a range of minus 0.01 to minus 10% with respect to the value before the disturbance processing. Information recording medium. For this reason, by executing the program stored in the information recording medium, it is possible to perform a disturbance process according to the degree of economic stability. In other words, when the economy is stable, try to disperse the value before the disturbance process by as much as 10% or 10%. Also, during periods of economic instability, try to disrupt within a small range of + 0.01% or -0.01%. As a result, appropriate disturbance processing can be performed. BRIEF DESCRIPTION OF THE FIGURES

FIG. 1 is a diagram showing a network of economic transactions of a macroeconomic system, which is a basis for analysis, in an embodiment of an economic data processing apparatus, an economic data processing method, and an information recording medium according to the present invention.

Fig. 2 is a diagram showing the formulas for obtaining economic data such as business fixed investment.

Fig. 3 is a diagram, following Fig. 2, showing a formula for calculating economic data such as business fixed investment.

Fig. 4 is a diagram showing a formula for calculating economic data such as capital expenditures of companies, following Fig. 3.

Fig. 5 is a diagram showing a calculation formula for obtaining economic data such as capital expenditures of companies, following Fig. 4.

Fig. 6 is a diagram showing a formula for calculating economic data such as capital expenditures of companies, following Fig. 5.

Fig. 7 is a diagram showing a calculation formula for obtaining economic data such as business fixed investment, following Fig. 6.

Fig. 8 is a diagram showing a formula for calculating economic data such as capital expenditures of companies, following Fig. 7.

Fig. 9 is a diagram showing the contents of each variable in the formulas for calculating the economic data in Figs. 2 to 8.

Fig. 10 is a view, following Fig. 9, showing the contents of each variable in the formulas for obtaining the economic data in Figs. 2 to 8.

FIG. 11 is a diagram showing a configuration of a first embodiment of an economic data processing apparatus according to the present invention.

FIG. 12 is a schematic flow chart showing the operation of the economic data processing apparatus shown in FIG. It is a flowchart shown.

FIG. 13 is a diagram schematically illustrating a method of identifying decision parameters in the economic data processing apparatus of FIG.

Figure 14 is a diagram showing the results of calculating and evaluating the average yield per unit time of government bonds based on the identification method of decision parameters in Figure 13.

Fig. 15 is a diagram showing the results of calculating and evaluating household savings per unit time based on the decision parameter identification method of Fig. 13.

FIG. 16 is a diagram showing an overall evaluation function obtained from both the evaluation functions of FIG. 14 and FIG.

FIG. 17 is a flowchart showing in detail the flow of the identification operation of the decision parameter during the operation of FIG.

FIG. 18 is a diagram showing initial conditions for processing using the economic data processing apparatus of FIG.

FIG. 19 is a diagram showing the initial conditions of the processing using the economic data processing apparatus of FIG. 11, following FIG.

FIG. 20 is a diagram showing the initial conditions of the processing using the economic data processing apparatus of FIG. 11, following FIG.

FIG. 21 is a diagram showing a time-series transition of the relative ratio of each decision parameter of the company identified by the economic data processing apparatus of FIG. Fig. 22 shows the government-issued securities outstanding as calculated economic data and the government-issued securities outstanding as actual economic data, calculated from the best decision parameters calculated by the economic data processor in Fig. 11. FIG. 4 is a diagram showing a comparison of the time series and the time series.

Fig. 23 shows the best discrimination calculated by the economic data processor of Fig. 11. Time-series comparison of the current account balance of commercial banks at the BOJ as calculated economic data from the overnight business of John Parame and the actual account of commercial banks at the BOJ as actual economic data FIG. FIG. 24 is a diagram showing a time series transition of the absolute value of the imbalanced flow in the enterprise obtained from the best decision parameters calculated by the economic data processing apparatus of FIG.

FIG. 25 is a diagram showing a time-series transition of the absolute value of the imbalanced flow in the household calculated from the best decision parameters calculated by the economic data processing apparatus of FIG. 11.

FIG. 26 is a diagram showing a time-series transition of the absolute value of the imbalanced flow in the Chinese financial institution obtained from the best-decision parameters calculated by the economic data processing apparatus of FIG.

FIG. 27 is a diagram showing a time series transition of the absolute value of the imbalanced flow in the government obtained from the best decision parameters calculated by the economic data processing apparatus in FIG. 11.

Figure 28 shows the value of the imbalanced flow of each economic entity over the two years from January 1, 1989 to the end of February 1990, calculated by the economic data processing unit shown in Figure 11. FIG.

Fig. 29 is a diagram showing the correlation between the changes in the imbalanced flow between two economic agents using the value of the imbalanced flow calculated by the economic data processor of Fig. 11, (A ) Shows the correlation between the changes in the imbalanced flow between companies and households, (B) shows the changes between companies and commercial financial institutions, and (C) shows the changes between the imbalance flows between the companies and governments.

Fig. 30 is a diagram showing the correlation between the changes in the imbalanced flow between two economic agents using the value of the imbalanced flow calculated by the economic data processing device in Fig. 11, (A ) Shows the correlation between household and commercial financial institutions, (B) shows the relationship between households and the government, and (C) shows the correlation between the changes in imbalance flows between the commercial financial institutions and the government. You.

Fig. 31 is a diagram that quantifies how peculiar the decision making of each economic agent was based on the decision parameters identified by the economic data processing device of Fig. 11 and shows the time series.

Fig. 32 shows how much each economic entity made a decision during the period from 1990 to 1990, from the decision parameters identified by the economic data processor of Fig. 11. FIG. 7 is a diagram illustrating, in chronological order, a quantification of whether has been changed dramatically.

Figure 33 shows the survival of the economic system of interest during the period from 1970 to 1997, using the data of the decision parameter overnight identified by the economic data processor of Figure 11. It is a figure which shows a difficulty in time series.

FIG. 34 is a diagram describing calculation formulas required for quantification and explanations thereof in the second embodiment of the economic data processing device of the present invention.

FIG. 35 is a diagram showing a configuration of a second embodiment of the economic data processing apparatus according to the present invention.

FIG. 36 is a part of a flowchart showing a schematic flow of the operation of the economic data processing apparatus of FIG.

FIG. 37 is a diagram showing a continuation of the flowchart in FIG.

FIG. 38 is a view showing a continuation of the flowchart in FIG. 37.

FIG. 39 is a diagram showing a continuation of the flowchart in FIG.

FIG. 40 is a diagram for explaining a method of determining a combination of decision parameters at a predetermined time in the past by the economic data processing apparatus of FIG. 35.

FIG. 41 is a part of a diagram for explaining a method of predicting future economic data by the economic data processing device of FIG.

Figure 42, following Figure 41, illustrates how to forecast future economic data. It is a part of the figure for clarity.

Figure 43 is a continuation of Figure 42 that illustrates how to forecast future economic data.

FIG. 44 is a diagram showing an overview of the economic data processing system of the present invention.

Next, a first embodiment of the present invention will be described with reference to the accompanying drawings. Fig. 1 shows a network of macroeconomic economic transactions. The macroeconomic system is composed of five macroeconomic entities (hereinafter, simply referred to as economic entities): firms 1, households 2, commercial financial institutions 3, governments 4, and central banks 5. Each of these five economic entities conducts economic activities through currency. However, the number of economic entities is not limited to the above five, and may be changed without changing the gist of the present invention. That is, another economic agent can be increased, or a given economic agent can be divided into multiple economic agents. For example, local governments may be added. In addition, the commercial financial institution 3 may be divided into a public financial institution and a private financial institution. Furthermore, private financial institutions may be divided into banks, trust companies, insurance companies, securities companies, and the like.

There are many currencies in the world, such as Japanese yen, US dollar and British pound. However, for the sake of simplicity, this embodiment focuses only on economic activities traded in Japanese yen. All economic activities conducted through the Japanese yen around the world are included in currency economic activities in the Japanese yen. However, it is of course possible to analyze the economic activity of trading in various currencies such as Japanese yen, US dollar or British pound.

Each economic entity conducts economic transactions with each other. These economic transactions are briefly explained based on Fig. 1. The arrow in Fig. 1 is the provider It is drawn so that it goes to the receiving side. First, in the economic transaction between firm 1 and household 2, firm 1 receives labor from household 2 (arrow 10). Company 1 pays wages in return for labor (arrows 1 1). Household 2 buys products from company 1. That is, the product flows from company 1 to household 2 (arrows 1 and 2). Company 1 receives money from household 2 for the price (arrows 13).

In an economic transaction between the company 1 and the commercial financial institution 3, the company 1 receives a loan from the commercial financial institution 3. That is, money flows from the commercial financial institution 3 to the enterprise 1 (arrows 14). Company 1 pays the interest on the loan to commercial financial institution 3 (arrow 15). On the other hand, company 1 deposits with commercial financial institution 3 (arrow 16). Market financial institution 3 pays interest to company 1 for the deposit of company 1 (arrow 17). Company 1 invests for itself (arrow 18) and accumulates inventory (arrow 19).

Next, the economic transaction between government 4 and household 2 will be described. Household 2 pays taxes to government 4 (arrow 20). Household 2 provides labor to government 4 (arrow 21). Government 4 pays wages for work (arrows 22). These wages are taxable wages. Government 4 pays tax-free benefits to household 2 (arrows 23).

Next, the economic transaction between the commercial financial institution 3 and the central bank 5 will be described. The commercial financial institution 3 deposits with the central bank 5 (arrow 24). Market financial institution 3 receives a loan from central bank 5 (arrow 25). Market financial institution 3 pays interest on the loan to central bank 5 (arrows 26). On the other hand, the market financial institution 3 sells government bonds to the central bank 5 (arrow 27). The market financial institution 3 receives compensation for government bonds from the central bank 5 (arrows 28).

Next, economic transactions between government 4 and enterprise 1 will be described. Company 1 pays taxes to government 4 (arrows 29). Company 1 also sends products to government 4. Sell (arrow 30). On the other hand, government 4 pays company 1 for the product (arrow 31).

Next, the economic transaction between the commercial financial institution 3 and the household 2 will be described. Household 2 receives a loan from a commercial financial institution 3. That is, money flows from the market financial institution 3 to the household 2 (arrow 3 2). Household 2 pays interest on the loan to commercial financial institution 3 (arrow 33). On the other hand, household 2 deposits with commercial financial institution 3 (arrow 3 4). Market financial institution 3 pays interest on the deposit in household 2 (arrow 35).

Next, the economic transaction between the commercial financial institution 3 and the government 4 will be described. The commercial financial institution 3 pays the tax to the government 4 (arrow 36). The government 4 pays the interest rate of the government bond to the market financial institution 3 (arrow 37). The government 4 issues government bonds to the government bond market 6 (arrow 38). Market financial institution 3 purchases government bonds from government 4 through government bond market 6 (arrows 3 9). The market financial institution 3 pays money for government bonds to the government bond market 6 (arrow 40). The government 4 receives the payment through the government bond market 6 (arrow 41). Government 4 receives government bonds from government bond market 6 (arrows 4 2). The government 4 pays the government bond to the government bond market 6 (arrow 43).

In an economic transaction between government 4 and central bank 5, central bank 5 pays government treasury payment to government 4 (arrows 4 4). On the other hand, government 4 pays interest on government bonds to central bank 5 (arrows 45). Central bank 5 accepts government bonds from government bond market 6 (arrows 46) and pays them to government bond market 6 (arrows 47). The above is the flow of economic transactions between economic agents.

Except for the central bank5, each economic entity cannot create or destroy currency. Therefore, each economic entity takes various measures when the flow rate of incoming money (called income) and the flow rate of outgoing money (called expenditure) are imbalanced, that is, when imbalance occurs. Take the Try to correct the imbalance. If, at some point, the time accumulation of incoming money velocities up to that point is less than the time accumulation of outgoing money velocities, the economic entity goes bankrupt. A bankrupt economic entity cannot be an independent economic activity. Therefore, each economic entity carries out economic activities while balancing income and expenditure so as to prevent bankruptcy.

The type and number of means for each economic agent to resolve the imbalance between income and expenditure (= imbalance) differ for each economic agent. For example, suppose that for some reason, the ratio of expenditure to income of company 1 has changed drastically. Company 1 seeks to remedy this imbalance in order to restore the balance between income and expenditure.

Specific measures to be taken are as follows: increase / decrease in borrowing from commercial financial institution 3, increase / decrease in own investment, increase / decrease in product production speed, increase / decrease in wage payment speed, increase / decrease in product unit price, deposit in commercial financial institution 3 There is one or more combinations of the increase and decrease. However, even if Company 1 takes such a measure, perfect equilibrium cannot be expected. This is because the flow of money depends heavily on the actions of other economic agents, and even if firm 1 takes the best measures, it will not have the expected effect. For example, if Company 1 tries to increase revenue by increasing the unit price of a product, Household 2 may have reduced the amount of products purchased. As a result, revenue flowing into Company 1 may be maintained or reduced.

If, at the moment that Company 1 tries to increase the unit price, it is known that the amount of household 2 purchased will decrease, other measures can be taken. However, usually, each economic entity, such as firm 1, cannot know what other economic entities are trying to do. Therefore, each economic agent must continue to make decisions that balance the imbalance. Next, the temporal change (that is, the flow velocity) of goods between the economic entities shown in Fig. 1 will be described. The formulas for calculating the data such as the capital investment of company 1 are shown in equations 1 to 116 in Figs. 2 to 10. In each of the calculation formulas shown in FIGS. 2 to 10, the subscript i represents the type of economic entity. Subscript 1 indicates the company. Subscript 2 indicates household budget. Subscript 3 indicates a commercial financial institution. Subscript 4 Indicates government. The dots (dots) above the variables indicate the time derivative, that is, the flow velocity. In addition, (in) and (out) at the top right of the variables indicate inflow and outflow, respectively.

The capital investment of firm 1, the consumption of household 2 and government 3, and the capital investment are expressed by equations 1 and 2, respectively. Equation 3 shows the continuity of the inventory products of Company 1. The shipments in Equation 3 include capital expenditures on company 1 itself, as well as household 2 and government 4 consumption. Therefore, the flow of goods flowing out of company 1 satisfies Equation 4. In general, we can assume that firm 1's product output per unit time is proportional to the capital it has accumulated in firm 1. Therefore, the product output per unit time of Company 1 can be expressed as shown in Equation 5.

Next, the temporal change of money between economic agents will be explained. First, the flow rate of money flowing into firm 1 can be expressed as shown in Equation 6. Money coming into company 1 comes from household 2, government 4 and commercial financial institution 3, respectively. That is, the flow rate of money flowing into the company 1 is the sum of the flow rate of sales from the household 2, the flow rate of sales from the government 4, and the flow rate of the market financial institution 3.

The revenue flow from household 2 and the revenue flow from government 4 are the product of the average price per product multiplied by the volume of products shipped by household 2 or government 4, as shown in Equation 7. It is. Also, as shown in Equation 8, the flow rate from the commercial financial institution 3 is equal to the deposit that the company 1 has deposited with the commercial financial institution 3. This is the sum of the interest flow rate and the flow rate that firm 1 receives from commercial financial institution 3. The interest rate is calculated by multiplying the average savings interest rate on a unit time basis with the balance of deposits with the commercial financial institution 3 by the company 1.

On the other hand, the flow rate of money flowing out of firm 1 is as shown in Equation 9. Money flowing out of company 1 flows to household 2, government 4, and commercial financial institution 3. In other words, the flow rate of money flowing out of company 1 is the sum of the flow rate of wages to household 2, the flow rate of taxes paid to government 4, and the flow rate of money from commercial financial institution 3.

The flow rate from commercial financial institution 3 is, as shown in Equation 10, the flow rate of interest paid for the loan that company 1 receives from commercial financial institution 3 and the deposit that company 1 deposits with commercial financial institution 3. Is the sum with the flow velocity. Now, multiplying the average lending interest rate on a unit time basis by the loan balance received by the company 1 from the commercial financial institution 3 gives the flow rate of interest payment. In addition, the tax paid to government 4 is levied on the difference between the sum of the revenue-related flows and the total cost-related flows, as shown in Equation 11. For this reason, the tax flow paid to the government 4 is calculated by subtracting the loan from the commercial financial institution 3 from the money flowing into the company 1, and the wages paid to the household 2 and the interest paid to the commercial financial institution 3 The sum of the flow velocities after subtracting the above is multiplied by the average tax rate on a unit time basis. Next, as shown in equation 12, the flow rate of money flowing into household 2 is the flow rate of money received as wage from company 1, the flow rate of money flowing in from government 4, and the flow rate of money flowing from commercial financial institution 3. And the flow velocity of As shown in Equation 13, the flow rate of money flowing in from government 4 is the flow rate of taxable wages paid by government 4 and the flow rate of tax-exempt benefits for the purpose of reallocation of income as a social security program. Consists of In addition, as shown in Equation 14, the flow rate of money flowing from the commercial financial institution 3 is as follows: Household 2 is the flow rate of interest on deposits with the commercial financial institution 3, and Household 2 is the Received from 3 It is the sum with the flow velocity. The interest rate is calculated by multiplying the average savings interest rate on a unit time basis and the balance of deposits deposited by households 2 with commercial financial institutions 3.

On the other hand, as shown in Equation 15, the flow rate of money flowing out of household 2 is the flow rate of sales to company 1, the interest rate for loans received from commercial financial institutions 3, and the flow rate of taxes to government 4. And the sum of

Here, the interest flow rate for the loan received from the commercial financial institution 3 is, as shown in Equation 16, the flow rate of the interest paid for the loan received by the household 2 from the commercial financial institution 3 and the household Is the sum with the flow rate of deposits with the market financial institution 3. Multiplying the average lending interest rate on a unit time basis and the loan balance received by household 2 from commercial financial institutions 3 gives the flow rate of interest payments. In addition, the flow rate of the tax paid to the government 4 is calculated on a unit time basis as shown in Equation 17, which is the sum of the flow rate of the taxable wages entering the household 2 and the flow rate of the deposits deposited at the commercial financial institution 3. Multiplied by the average tax rate.

Next, as shown in Equation 18, the flow rate of money flowing into the commercial financial institution 3 is as follows: the flow rate of money flowing from the company 1, the flow rate of money flowing from the household 2, and the flow rate of money flowing from the government 4. It is the sum of the flow rate and the flow rate of money flowing from the central bank 5. Here, as shown in Equation 19, the flow rate of money flowing from the government 4 is calculated by the flow rate of money flowing into the government bond market 6 from the market financial institution 3 accompanying the purchase and redemption of government bonds, and This is calculated by subtracting the flow of money associated with the purchase of the government bond and multiplying the average yield per unit time of government bonds. As shown in Equation 20, the flow rate of money flowing from central bank 5 is the flow rate of money from central bank 5 lending to commercial financial institutions 3 and the flow rate of money from central bank 5 purchasing government bonds. Is the sum of

On the other hand, the flow rate of money flowing out of the market financial institution 3 is, as shown in Equation 21, the flow rate of money flowing out of the company 1 and the flow rate of money flowing out of the household 2. It is expressed as the sum of the flow rate of money flowing out to the government 4, the flow rate of money flowing out to the central bank 5, and the flow rate of money flowing into the government bond market 6 from the market financial institution 3 accompanying the purchase and redemption of government bonds. You.

The flow of money flowing out to government 4 is money flowing out in the form of taxes. The flow rate of this money is, as shown in Equation 22, the flow rate of interest for money borrowed by company 1 from financial institution 3 and the flow rate of interest for money borrowed by household 2 from financial institution 3 From the sum of the flows of money flowing in from the government, the sum of the flow of interest paid to deposits in company 1, the flow of interest paid to deposits in household 2, and the flow of interest paid to money borrowed from central bank 5. Is multiplied by the average tax rate on a unit time basis. Also, as shown in Equation 23, the flow rate of money flowing out of the commercial bank 3 to the central bank 5 is the flow rate of interest paid for loans from the central bank 5, and the commercial bank 3 Is the sum with the flow rate of the deposit.

In addition, as shown in Equation 24, the flow rate of money flowing into the government is the flow rate of money flowing from company 1, the flow rate of money flowing from household 2, and the flow rate of money flowing from commercial financial institution 3. It is the sum of the flow rate, the flow rate of the money flowing from the central bank 5 and the flow rate of the money flowing from the government bond market 6 to the government 4 due to the purchase and redemption of government bonds. As shown in Equation 25, the flow rate of money flowing from the government bond market 6 to the government 4 in connection with the purchase and redemption of government bonds is as shown in equation 25, and the flow rate of money flowing into the government bond market 6 from the market financial institution 3 and the government 4 It is expressed as the sum of the flow rate of money flowing into the market 6 and the flow rate of money flowing from the central bank 5 to the government bond market 6.

The money flowing out of the central bank 5 to the government 4 is the payment to the national treasury. Of money flowing into the government bond market 6 from the central bank 5 due to the purchase and redemption of government bonds by the central bank 5 and the purchase of government bonds by the central bank 5 It is expressed as the sum of the sum of the current flow of money and the average yield of government bonds on a unit time basis.

In the event of an imbalanced flow of money, economic agents other than the central bank5 can take the following measures to eliminate the imbalanced flow. Firm 1 can take at least roughly six balancing measures. The first is to increase or decrease the rate of capital investment (= imbalanced flow divided by the average unit price of products) shown on the left side of Equation 31. The second is to increase or decrease the rate of product production (= imbalanced flow divided by the average unit price of the product) as shown on the left side of Equation 32. The third method is to reduce or increase the average product unit price (= imbalance flow divided by the volume of finished product shipped per hour) as shown on the left side of Equation 33. Here, the minus sign on the right side of Equation 33 indicates that increasing the speed of capital investment or increasing the speed of product production and decreasing the average product price are in the same direction. This is because it is a means of eliminating imbalanced flow.

The fourth approach is to increase or decrease the flow rate of wages to household 2 shown on the left side of Equation 34. The fifth method is to reduce or increase the borrowing speed from the commercial financial institution 3 shown on the left side of Equation 35. In addition, the reason why the minus side is attached to the right side of Equation 35 is as described above for the same reason as the right side of Equation 33. Since then, the reason why minus is added is omitted unless it is particularly necessary.

The sixth method is to increase or decrease the flow rate of savings to the commercial financial institution 3 shown on the left side of Equation 36. Company 1 seeks to balance by selecting one or a combination of these six balancing methods.

On the other hand, households 2 can take at least five balancing measures. One is to reduce or increase the rate of wages shown on the left side of Equation 38. is there. The second is to reduce or increase the rate of wages shown on the left side of Equation 39. The third approach is to increase or decrease the purchase rate (= imbalance flow divided by the average price of the product) of the product shown on the left side of Equation 40. The fourth method is to reduce or increase the borrowing speed from the commercial financial institution 3 shown on the left side of Equation 41. The fifth method is to increase or decrease the flow rate of savings to the commercial financial institution 3 shown on the left side of Equation 42. Household 2 seeks to eliminate imbalanced flows by selecting one of these five balancing means or by combining more than one.

Market-based financial institutions3 can broadly take at least four balancing measures. One is to decrease or increase the average lending rate per unit time (= imbalanced flow divided by lending to firm 1 and lending to household 2) shown on the left side of equation 44. Means. Second, increase or decrease the average savings rate on a unit time basis (two imbalanced flows divided by the sum of deposits from household 1 and household 2) shown on the left side of Equation 45. That is the means. The third method is to increase or decrease the purchase rate of government bonds from government bond market 6 shown on the left side of Equation 46. The fourth method is to reduce or increase the borrowing speed from the commercial financial institution 3 shown on the left side of Equation 47. The market financial institution 3 seeks to eliminate the imbalance by selecting one or a combination of these four balancing means. Central banks 5 can also intervene in three ways to balance out the imbalances faced by commercial financial institutions 3: One is to reduce or increase the rate of purchase of government bonds from commercial financial institutions 3 shown on the left side of Equation 48. The second way is to increase or decrease the official discount rate (= imbalance flow divided by borrowing from central bank 5) shown on the left side of Equation 49. The third is the commercial financial institution 3 shown on the left side of Equation 50 Means to increase or decrease the rate of current accounts from Central bank 5 seeks to resolve the imbalances faced by commercial financial institutions 3 by choosing one or a combination of these three balancing measures.

Government 4 can broadly take at least seven balancing measures. One is to increase or decrease the speed of purchasing products from company 1 (= imbalanced flow divided by the average unit price of products), as shown on the left side of Equation 52. The second method is to increase or decrease the wage payment rate shown on the left side of Equation 53. The third is to increase or decrease the rate of tax-exempt benefits as shown on the left side of Equation 54. Fourth, the average tax rate on a unit time basis (= imbalanced flow, shown on the left side of Equation 55) is calculated based on the flow rate of money flowing from firm 1 to government 4 and the flow rate of money flowing from household 2 to government 4. This is a method of decreasing or increasing the sum of the flow rates of money flowing into the government 4 from the commercial financial institutions 3).

Fifth, the average yield per unit time of government bonds (= imbalanced flow shown on the left side of Equation 56) is calculated by comparing the balance of government bonds purchased by central bank 5 with the balance of government bonds purchased by commercial financial institutions 3. The sum is divided or increased. The sixth method is to decrease or increase the rate of government bond issuance shown on the left side of Equation 57. The seventh is to increase or decrease the purchase rate of government bonds from the government bond market 6 shown on the left side of Equation 58. Government 4 seeks to eliminate imbalanced flows by selecting one or a combination of these seven balancing means.

Each economic entity combines several of the above equilibrium measures in order to resolve the imbalance in economic conditions. Now, if the relative ratios w1 to w6 are given to the six equilibrium means of company 1, respectively, equations 31 to 36 become equations 59 to 64, respectively. wl to w 6 satisfy the normalization condition shown in Equation 65. Add. Here, the combination of (w 1, w 2, w 3, w 4, w 5, w 6) is a combination of decision-making, and this is defined as a decision parameter. The same applies to households 2, commercial financial institutions 3, and governments 4.

In addition, since the equilibrium measures that the central bank 5 can take are the equilibrium measures of the imbalanced flow of the commercial financial institution 3, the four equilibrium measures of the commercial financial institution 3 and the central bank 5 can take the A total of seven decision parameters (three balancing means) are regarded as one set and normalized. The magnitude of the imbalanced flow in the central bank 5 is equal to the amount of change in the amount of currency circulation per unit time.

FIG. 11 is a diagram showing a configuration of an economic data processing device according to the present invention. The economic data processing device includes a random number generating unit 50 as random number generating means and random number adjusting means, a memory 51 for storing data, an economic data calculating unit 52 as economic data calculating means, and past and present. Economic data file 53 that stores the economic data of each of the above, an evaluation section 54 that is a means for identifying decision making and a decision update time interval, a data display section 55 that is data displaying means, and a counting means. And a data input unit 57, which is a data input unit for the user to input data, and a control unit 58, which controls the entire apparatus and also receives information. I have.

The random number generation unit 50 generates, as a random number, a decision parameter set representing a combination of a plurality of decisions made by the economic entity to correct the imbalanced state of income and expenditure at a predetermined time, expressed by a relative ratio. . In addition, the random number generation unit 50 has a function as random number adjusting means for adjusting a set of temporarily identified decision parameters by making a random number. The set of decision parameters after adjustment is provided for the operation of identifying the set of decision parameters for the same period or for the operation of identifying the decision update time interval.

Memory 51 consists of multiple decisions made by each economic agent and generated as random numbers This part stores various data such as the number to be calculated, the number of repetitions of the calculation, and the calculation formulas used in the calculation process of the formulas 1 to 1 16 shown in FIGS. 2 to 10. (Hereinafter, when referring to Equations 1 to 116, the numbers in the figures will be omitted and described).

The economic data calculation unit 52 calculates the economic data before a predetermined time and a plurality of decisions at a predetermined time generated by the random number generation unit 50 (the first generated decision is an initial decision parameter. ) To calculate the economic data at a given time. The economic data calculation unit 52 is provided with a calculation operation canceling unit 52a as calculation operation canceling means. The calculation operation stop unit 52 a controls the instruction to stop the subsequent calculation operation when the economic data calculation unit 52 rejects inappropriate economic data that cannot actually occur during the calculation. This is the part to be sent to part 58. In addition, the economic data calculation unit 52 calculates the value of the unbalanced flow of each economic entity based on the decision parameters of a certain economic entity over a predetermined period and the identified best decision parameters. In this way, it is possible to know the degree of the economic crisis in each economic entity. From the relative ratio of each decision parameter, it is possible to quantify the peculiarity of the decision, which indicates how much each economic agent has been inclined to act.

In addition, the economic data calculation unit 52 calculates the degree of change in the decision parameter overnight (this is called the decision parameter overnight change rate) from the transition of the best decision parameter overnight in each period. Can be quantified. In addition, the economic data calculation unit 52 uses the value counted by the count 56 to quantify the options of each economic agent in a certain economic state and overcome the economic crisis Difficulty (= difficulty of overcoming economic conditions) can be quantified. The economic data file 53 is a section that stores past and present simulated and actual economic data, such as the time evolution of the currency circulation or the official discount rate. The economic data file 53 is connected to an external network and is updated hourly or daily. However, it does not have to be connected to an external network. In such a case, the device administrator or user can manually input and update the data.

The evaluation unit 54 includes a plurality of calculated economic data after a predetermined period has elapsed from a predetermined time calculated by the economic data calculation unit 52, and actual real economic data stored in the economic data file 53. Is to evaluate which calculated economic data best reproduced the actual economic data. Then, the evaluation unit 54 determines the calculated economic data closest to the actual economic data, and determines the combination of the decision parameters that led to the closest calculated economic data at a predetermined time. The best decision as a combination is determined. At the same time, an instruction is issued to the economic data calculation section 52 to save the calculated series of economic data in the economic data file 53. Further, the evaluation unit 54 has a function as a decision update time interval identifying means, as described later.

In addition, the evaluation unit 54 calculates the value of the imbalanced flow calculated by the economic data calculation unit 52, the peculiarity of the decision parameter, the rate of change of the decision parameter, and overcomes the economic crisis of each economic entity. The evaluation is performed based on the data of the degree of difficulty to be performed, and an instruction to make a graph is sent to the data display unit 55 so that the user can visually grasp the evaluation result.

The overnight display section 55 is a section for displaying the numerical values of the decision parameters determined by the evaluation section 54 in the form of a graph or a table. In addition, the overnight display section 55 can also display the evaluation process of the evaluation section 54. Also, The user specifies, from the data input unit 57, the variables to be displayed (for example, the value of the imbalanced flow, the decision parameter), the period, and the display method (for example, a line graph or a three-dimensional graph). By doing so, it is possible to display in a format according to the instruction. Furthermore, not only the input data from the data input section 57 but also the economic data read from the economic data file 53 can be displayed.

The counter 56 is a part that counts the number of canceled decision combinations when the economic data calculation unit 52 calculates an economic data that cannot occur in practice. The data input unit 57 is an input means for the user to input data into the economic data processing device. The control unit 58 includes a random number generation unit 50, a memory 51, an economic data calculation unit 52, an economic data file 53, an evaluation unit 54, a data display unit 55, a counter 56 and a data input unit 57. Is the part that controls the entire system. The control unit 58 is also an information receiving unit that receives each piece of information and transfers it to the economic data overnight calculation unit 52.

Next, a schematic flow of the operation of the economic data processing apparatus according to the present invention will be described with reference to FIG.

Before identifying the decision parameters, the user must enter the data

Input the analysis conditions via 7 (step S101). Specifically, the analysis conditions include the type of economic entity, the date and time of identification, the period, the number of random numbers generated, and the display method of data. When the analysis conditions are input, the control unit 58 as the information receiving means receives the input analysis conditions (step S102) and, for each economic entity stored in the memory 51, The data such as the type of the decision is read out (step S103).

Next, the control unit 58 transfers the type of decision to the random number generation unit 50 and reads the economic data from the economic data file 53 (step S104). Next, the random number generation unit 50 generates a set of decision parameters as a random number according to the type of the decision (step S105). _C Next, the control unit 58 sets the decision parameter (Step S106), and passes the information to the economic data calculation unit 52. Next, the economic data calculation unit 52 performs an economic data calculation operation using a set of a plurality of decision parameters generated as random numbers (step S107). Next, the evaluation unit 54 compares the calculated economic data with the actual economic data, evaluates the reproducibility, and evaluates the decision parameters that led to the most reproducible calculated economic data. Is determined as the best decision parameter—evening (step S108). Next, the operation of identifying a decision parameter at another time is similarly performed (step S109). The series of operations from step S101 to step S109 enables identification of decision parameters. The detailed operation of steps S105 to S109 in this decision parameter identification method will be described later.

Next, the economic data calculation unit 52 quantifies the unbalanced flow (Step S110). Subsequently, the economic decision calculator 52 quantifies the peculiarity of the decision of each economic entity, that is, the degree of bias toward a particular decision among a plurality of decision parameters (step S). 1 1 1). Specifically, it is calculated from Expression 114. Next, the economic data calculation unit 52 quantifies the change rate of the decision of each economic entity (Step S112). That is, it quantifies how dramatically each economic agent has changed each decision. Specifically, it is calculated from Expression 115.

Next, the economic data calculation unit 52 quantifies the difficulty of overcoming the economic situation (step S113). Specifically, the number of decision parameter sets that did not stop calculation from Equation 1 16 and the number of decision parameter sets Calculated using the ratio to the total number. After that, the evaluation unit 54 makes a decision on each economic entity and evaluates the economic state based on the above-mentioned numerical values (Step S114). Next, the data display unit 55 draws the decision parameters or economic data in the form of a graph or a table in the data display method previously input (step S115). With this operation, a series of operations ends.

The random number generation unit 50, memory 51, economic data calculation unit 52, calculation operation stop unit 52a, evaluation unit 54, data display unit 55, counter 56 and data input unit 57 Instead of providing one or a combination of several of these components, the operation of each of these components 50, 51, 52, 52a, 54, 55, 56, 57 is An information recording medium storing a program to be executed may be read and the program may be executed.

Specifically, a data input step, an information reception step, a random number generation step, an economic data calculation step, a decision identification step, a decision update time interval identification step described later, a calculation operation stop step described later, and a count step described later An information recording medium such as a CD-ROM that stores a program having one or more of the economic data file steps and data display steps described below or a combination of a plurality of steps selected from these is stored in a micro-computer. The same operation as the above-described components 50, 51, 52, 52a, 54, 55, 56, 57 may be executed by being read by a computer. Note that a medium other than the CD-ROM, for example, a floppy disk, an optical disk, or the like may be used as the information recording medium. In addition, a parallel computing technique may be used to improve the computation speed.

Next, the principle and detailed contents of the identification method for the decision parameters described in steps S105 to S109 in FIG. 12 will be described. I will tell. If one focuses on one of the five economic agents, the other economic agents cannot know the reasons for the decision made by that economic agent. However, it is possible to search for and identify decision parameters that most faithfully reproduce real economic data. FIG. 13 is a diagram schematically showing an outline of a method for identifying a decision parameter at a predetermined time m. As mentioned earlier, the types of decision parame- ters vary depending on each economic entity, 6 for company 1, 5 for household 2, 4 for commercial financial institution 3, 7 for government 4, and central. Bank 5 has three.

The set of decision parameters can be expressed as (x, y, z), for convenience of explanation, assuming that three decision parameters form one set. In this embodiment, the random number generator 50 of the economic data processor generates 100 million sets of decision parameters, but here, for simplicity of explanation, only 10 sets are generated. It shall be. The random number generation is performed in the range of the closed interval [0.5, 0.5]. Equations 66 to 68 indicate that the relative counts x, y, and z for each decision parameter are generated as random numbers within the closed interval. However, since the relative counts X, y, and z need to satisfy the normalization condition (x + y + z = l), through the operation of Expression 69, as shown in Expressions 70 to 72, Is recalculated. Now, the purpose is to identify what kind of decision was made by an economic agent at a given time m to resolve the income-expenditure imbalance. For this purpose, it is necessary to perform the operation of calculating economic data over a predetermined analysis period (= n). This is because each economic agent does not act to adjust the entire economy, but decides on its own without knowing each other's decisions. And calculated economic data agree, the agreement is likely to collapse quickly. This is because the steepness is large. Therefore, it is more appropriate to compare calculated economic data with actual economic data after a certain period of calculation.

Now, if the period n is set to 8 days and the 8 days are divided into 8 steps, one step is 1 day. In addition, we will look at household deposit balance as economic data. A em_l represents the actual balance of the household's deposit one day before (m-1) at the specified time m. Similarly, the actual household account balance at m, m + 1, m + 2,... M + 8 is represented by A em, Aem + 1, A em + 2,. In Figure 13, the actual household deposit balance is represented by a black diamond.

On the other hand, the set of decision parameters at the predetermined time m is (xl, yl, zl), (x2, y2, z2), (χ3, γ3, ζ3), ···· (x 1 0, y 1 0, z 1 0). The household account balance at a predetermined time m is calculated from the household account balance A em-1 at (m-1) and the 10 decision parameters at a predetermined time m. The calculated household account balance is calculated as A s m. Then, for each decision parameter, the calculated household account balance A sm (1), A sm (2), A sm (3), ... . These calculated household deposits may differ from the actual household deposits A em at the given time m.

Next, with the fixed decision parameter set of 10 random numbers generated earlier, the calculated household balance A sm (1), A sm (2), A sm (3), ---Based on A sm (10), the calculated household account balance at (m + 1) A s m + 1 (1), A s m + 1 (2), A sm + 1 (3), · · ·-Calculate A s m + 1 (1 0). If this is repeated until (m + 8), at the second specified time after (m + 8) 8 days after the analysis period The calculated household account balance is calculated. The calculated household balance A sm is indicated by a white circle in Fig. 13.

As is evident from Fig. 13, the calculated household account balance A s at the second predetermined time (m + 8) calculated from the second decision parameter overnight (X2, y2, z2) It can be seen that m + 8 (2) reproduces the actual household balance A em + 8 at the second predetermined time (m + 8). From this, at a given time m, this economic entity can be identified as having made a decision on the means for resolving the imbalance with a relative ratio of (x 2, y 2, ζ 2).

Here, out of the 10 sets of decision parameters, the household's account balance calculated using the first, fourth, sixth, seventh, eighth, ninth, and tenth decision parameters The calculation of was stopped before reaching the second predetermined time m + 8. This is for the following reasons. Some of the decision parameter sets may produce results that are unacceptable in a real economy. For example, the average tax rate or interest rate is negative, or the average tax rate is 100%. If such an unrealistic result is obtained, the calculation stopping means 52 a detects this and stops the subsequent calculation based on the calculation assumption of step S107 in FIG. To the control unit 58. The economic data calculation unit 52 receives the instruction from the control unit 58 and does not perform the subsequent calculation for a certain set of decision parameters.

At the predetermined time m, the calculated household balance A sm (7) calculated from the seventh set of decision parameters is closest to the actual household balance A em. However, this is only a temporary phenomenon, and it cannot be concluded from this result that the seventh decision parameter overnight is a decision at a given time m. In the first place, each economic agent Just because you make the right decision doesn't mean that the imbalance will go away quickly. In most cases, the effects of that decision will come out over a period of time.

In the above example, the specified analysis period (At) and the analysis period are separated by the specified number of steps n, where Δ1; and n are the transition of the era, the type of economic entity It is preferable to make it variable according to the like. For example, Δt tends to become shorter and shorter as history progresses from the past to the present. Also, when compared between economic agents, Δt of financial institutions is very short, and there is a tendency for decision making to be updated at a considerably high speed in the future. In contrast, Household 2 may be relatively slow.

Therefore, even if and 1 are made variable and can be identified by the following method, the basic idea of identification is as follows. Economic systems or agents are evolving by changing decision-making and decision update intervals in a more stable way. For example, there is no economic entity or system that has evolved in an unstable direction that cannot control the divergence of the value of imbalanced flow. The reason for this is that the divergence cannot be controlled, and as a result, the economic system is unstable, bankruptcy occurs everywhere, and the economic system or economic entity cannot survive. Focusing on this stability, for example, the following methods can be used for the identification of rats and 11.

First, a plurality (for example, 100 pairs) of combinations of Δt and n are prepared. The set of 100 may be generated by the random number generation unit 50, or may be input by the user from the data input unit 57. Next, a set of decision parameters at a predetermined time m is generated as a random number. Suppose that the set of this decision parameter overnight is 10 pieces. Then, a disturbance process is performed to slightly shift the data stored in the economic data file 53 as an economic data of the m-1 period. Actual or calculated economic data generated by disturbance processing Evening is assumed to be 10 pieces.

Next, for one set of Δ1; and n for one decision parameter, a simulation is performed for each economic data. Then, 10 sets of the decision parameter overnight, 100 sets of Δt and n, and 10 pieces of the economic data of the m-1 period subjected to the disturbance processing, To obtain 10,000 data. Furthermore, the value of the unbalanced flow is calculated from the economic data (one set) during m-1 when no disturbance processing is performed and 100 sets of At and n. You get 0 de nights. Then, for each pair of Δt and n, the absolute value of the imbalanced flow is compared between when the disturbance processing is performed and when the processing is not performed.

This comparison is made using the absolute value of the absolute value of the disturbance with the absolute value of the non-disturbed value subtracted. As a result, the average of the magnitudes of the 10 disturbed absolute values takes the smallest value (that is, it is stable against external disturbance). Can be determined as a set in. This method is effective when the whole economy or individual economic entities constantly fluctuate the decision update interval Δt.

In addition, in addition to the above-mentioned identification method, each of the trial results gives the closest result to each other, such as when the economic data calculation operation is independently attempted many times under multiple At and n. The determined Δt and n may be identified as actual Δt and n. This method is also based on the above-mentioned stability that Δ1: and n give similar results in all trials.

Next, we explain how to evaluate how accurately the calculated economic data calculated from each set of decision parameters (x, y, z) reproduced the actual economic data.

In the example analyzed earlier based on Fig. 13, the economic data Only the gold balance was extracted and the calculated economic data was compared with actual economic data. However, in reality, there are five economic agents, and there are multiple decision parameters for each economic agent. The following are the economic data: cash flow (A ein), government-issued securities (B e) (including government bonds, government short-term securities, and municipal bonds), BOJ government-issued securities holdings (C e), and government-issued securities Average interest rate (D e), current account balance of commercial banks at the Bank of Japan (F e)

(Government financial institutions excluding domestic banks and the Treasury Department), official discount rate (G e), amount of money borrowed by the Bank of Japan (He), average interest rate on loans to commercial financial institutions (J e), and This section describes the evaluation method using nine economic data of average interest rates (Ke) of commercial financial institutions.

Actual cash flow A e, Government-issued securities B e, Bank of Japan's government-owned securities holdings C e, Average interest rate of government-issued securities De, Bank of Japan's current accounts at commercial banks in the Bank of Fe F The evaluation functions that show how much the Bank of Japan lending money to market financial institutions He, the average interest rate of commercial bank lending J e and the average interest rate of commercial bank deposits K e were reproduced as EA 1 and EA 1, respectively. EB and EC and ED1, EF1, EG1, EH1, EJ1 and EK1. Then, the overall evaluation function E 1 is expressed by the sum of each economic data as shown in Equation 83.

In addition, the respective evaluation functions EA and EB1, EC and ED1, EF1, EG1, EH and EJ1, and EK1 are defined as shown in Equations 84a to 84i. Looking at the overall evaluation function E1 obtained from the sum of the evaluation functions of each economic data, the decision parameter set (xbest, ybest, zbest) showing the smallest value is determined. Is determined as the relative ratio of

As described earlier with reference to Fig. 13, when a result that cannot be actually calculated is calculated, the calculation is stopped halfway, The conditions for determining whether or not to do so are as shown in Equation 85 to Equation 107. That is, the average tax rate per unit time is 0 or more and 1 or less, the capital investment speed of company 1, the speed of product production at company 1, the wages paid from company 1 to household 2, the average unit price of products, and the government unit 4 to household 2 Wages paid to households, the rate of purchase of products by household 2 and government 4, tax-exempt benefits as a program of redistribution of income paid by government 4 to household 2, government-issued securities, lending rates of commercial financial institutions 3, etc. Deposit interest rate, official discount rate, balance of cash held by each economic entity, balance of loans of commercial financial institution 3 to households 2 and enterprise 1, lending balance of central bank 5 to central financial institution 3, cities of enterprises 1 and households 2 Deposit balances at central financial institutions 3, outstanding balances of government-issued securities, outstanding balances of government-issued securities at commercial financial institutions 3, central banks 5 and government 4, and balances of commercial financial institutions 3 at BOJ 5 Deposit balances, capital savings in the enterprise 1, product inventory of companies 1, holding the amount of the product by the household 2 as well as the government 4, are all positive.

Next, the specifically calculated evaluation function will be described with reference to FIGS. 14 to 16. Here, we calculated the valuation functions EA1 and EB1 for two types of economic data, the average yield per unit time of government bonds and the savings balance of household 2 per unit time. Figures 14 and 15 show the results of calculating the economic data for calculating the average yield per unit time of government bonds and the savings balance of household 2 per unit time, respectively. n was set to 8. FIG. 16 shows a comprehensive evaluation function E1 obtained from the evaluation functions EA1 and EB1.

From the results in FIG. 16, the second set of decision parameters for which the smallest evaluation function E 1 has been calculated can be determined as a decision at the predetermined time m. In this example, both the average yield of government bonds per unit time and the savings balance of household 2 per unit time are shown in the second decision parameter. Set reduced the evaluation functions EA and EB.

However, for example, for the average yield per unit time of government bonds, the valuation function EA with the fifth smallest decision parameter is calculated, and for the savings balance of household 2 per unit time, the third decision parameter is used. In some cases, the overnight evaluation function EB is calculated to be the smallest, and in the overall evaluation, the third decision parameter overnight may derive the smallest overall evaluation function.

Further, the decision parameters with higher reproducibility can be obtained by using the best decision parameters (Xbest, ybest, zbest) identified by the above evaluation. As shown in Expressions 76 to 78, (xbest, ybest, zbest) are slightly changed, and a plurality of (xa, yb, zc) are obtained by adjusting the random numbers by performing correction random numbers. Note that (x a, y b, z c) is obtained from the equations shown in Equations 80 to 82 so as to satisfy the normalization condition (x a. + Y b + z c = l).

As described above, the tuning operation for re-calculating the operation of calculating economic data using a plurality of decision parameters (xa, yb, zc) near (xbest, ybest, zbest) as described above. Try. This makes it possible to calculate a set of decision parameters (X'best, y'best, z'best) that is closer to the real economy than the previous (xbest, ybest, zbest). It is.

When the identification of the decision parameters at the predetermined time m is completed, the identification operation of each decision parameter after (m + 1) is performed. In this case, the actual economic data at the predetermined time m, which is the immediately preceding step of (m + 1), and the set of multiple decision parameters generated at random in (m + 1) are used as described above. The calculation operation and evaluation of economic data in the calculation are performed. Note that, over a plurality of decision parameters generated at random at (m + 1), the best decision parameters at the predetermined time m identified earlier, xbest, ybest, zbest) and ¾ ( χ Best, ybest, z 'best) are also added to perform the calculation operation. This is an operation performed on the assumption that the decision parameters have not changed significantly over time.

Next, the flow of the identification parameter overnight operation in steps S105 to S109 shown in FIG. 12 will be described in detail with reference to FIG. First, the control unit 58 receives information to be used for calculation (step S201), and determines whether the identification operation of the decision parameter to be performed is a first calculation operation (= initial operation) at a predetermined time or It is determined whether or not the operation using the corrected random number after the second time (= tuning operation) (step S202).

In the case of the initial operation, the random number generation unit 50 generates a random number in order to generate a set of each decision parameter according to Equations 66 to 72 (Step S203). . On the other hand, in the case of the tuning operation, the random number generation unit 50 adjusts the random number according to Equations 76 to 82 so as to correct the already determined best decision parameter (Step S204), A set of each decision parameter is generated as a correction random number. Next, the economic data calculation unit 52 calculates the economic data (under the initial conditions in the case of the initial time) in the calculation at (m + k_l) and the above-mentioned plurality of decision parameters generated by random numbers. The economic data is calculated from the group (step S205). If economic data that cannot actually occur is calculated during the calculation operation, the control unit 58 suspends the calculation operation using the set of decision parameters and sets m + k for all calculations. Economic data are suitable for the actual economic data conditions shown in Equations 85 to 107. Judge whether a situation has occurred (step S206), and if all the calculated economic data do not meet the conditions of the actual economic data, set k to zero. Then, a count-up signal is sent to the counter 56 (Step S207), and the process returns to Step S202.

On the other hand, if any of the calculated economic data matches, the control unit 58 sends a count-up signal to the county 56 to count the set of decision parameters that do not match ( Step S208), it is determined whether or not the last step of the analysis period n has been reached (step S209). As a result, if it is not the final step, 1 is added to k, the process returns to step S205, and the operation of calculating economic data in the next step (for example, m + k) is continued. In the case of the final step, the evaluation unit 54 evaluates according to the evaluation functions of Expressions 83 and 84a to 84i to obtain a score (Step S210).

Next, the evaluation unit 54 determines whether or not the current set of decision parameters is the best (= best score) (step S211). If the current score is the best score at the present time, the evaluation unit 54 holds the set of the decision parameters and the calculated economic data at the predetermined time m (step S212). On the other hand, when the score is not the best score, the process proceeds to step S213.

Next, the control unit 58 determines whether or not the number of trials, that is, the number of series of operations from step S201 to step S212 has reached the maximum number of trials stored in the memory 51. Yes (step S 2 1 3). If the determination is false, the process returns to step S202. On the other hand, if the maximum number of trials has been reached, the control unit 58 determines whether or not the operation is a tuning operation (step S2114). If the determination result is false, the control unit 58 changes the calculation mode to the tuning operation mode (step S215), and returns to step S202. On the other hand, if the determination result is true, the control unit 58 saves the result in the economic data file 53 or the memory 51 (step S2 16). Next, the control unit 58 determines whether or not the condition is an end condition (step S2177). As a result, if the condition is not the end condition, the process returns to step S202. If it is an end condition, a series of operations ends.

In Fig. 13 shown above, the calculated economic data is compared with the actual economic data in the past, but the economic data processing device uses a scenario generator that obtains possible future scenarios. For example, from the analysis of economic data from January 1, 1970 to March 31, 1990, the above-mentioned set of decision parameters was identified. Thus, the value of the imbalance flow, which is the degree of the imbalance between the income and the balance of each economic entity over the past 29 years, can be identified. Using the value of the imbalanced flow of March 31, 1999, an economic scenario beyond April 1, 199 could be generated.

If the predetermined time m in Fig. 13 is April 1, 1999, and one step is one day, the time (m-1) will be That would be March 31st. Set the set of decision parameters on April 1, 1 999 9 Step S Set the set of decision parameters on S202 to be the same as the one on April 1, and regenerate them as random numbers Either of these settings can be used) to calculate the economic data for April 2, 1999, using some or all of the operations in Figure 17. If this operation is repeated up to the point of (m + n) n days in the future, it is possible to see possible future economic data movements as shown by the open circles in Fig. 13. However, as of April 1, 1999, economic data after April 1, 1999 is unknown, so there is actual economic data as shown by the black diamonds. Absent. Therefore, future economic data cannot be reduced to one. It is only possible to see the trajectories of several possible economic conditions in the future. In this respect, it is significantly different from a stock price forecasting device that forcibly calculates one forecast value.

Next, some examples of past economic conditions reproduced using the economic data processing device according to the present invention will be described.

First, the analysis conditions will be described. The survey period was approximately 49 years from February 31 to January 19, 1995 to January 9, 1998. Figures 18 to 20 are used as the initial conditions (ie, the economic data at the end of February, 1949). The actual economic data was obtained from the main economic and financial data CD-ROM, the Economic Statistics Monthly Report, the Economic Statistics Annual Report, and the Funds Recycling Account, issued by the central bank5, the Bank of Japan. FIG. 21 is a diagram showing, by way of example, the transition of the decision parameters of Company 1 over time in 1962. From this figure, it can be seen that at every moment, Company 1 is changing the content of multiple (here, six types) decision-making. In addition, it can be seen that there is no special periodicity in the way of modification.

Figures 22 and 23 plot the economic data derived from the best decision parameter set out of the set of decision parameters generated by random numbers. It is a figure shown in comparison with data. As shown by the results of these economic data simulations, both the “Government-issued securities outstanding” and “Current account balances of commercial banks at the BOJ” show that the calculated economic data and the actual economic data are different. Almost identical reproducible results were obtained.

Figures 24 to 27 show companies 1, households 2, commercial financial institutions 3, and governments. FIG. 4 is a diagram showing each transition of the absolute value of the imbalanced flow of FIG. In all four economic entities, the value of imbalance flow has increased sharply during the period from 1985 to the end of 1990. This is indeed the period of the rise and fall of Japan's bubble economy. This implies the accuracy of the simulation of economic data.

Figure 28 shows the imbalanced flow of each economic agent during the two years from January 1, 1998 to the end of February, 1990. Focusing on Firm 1 and Household 2, if the value of the imbalanced flow of Household 2 becomes negative between July 1989 and February When the value of the imbalanced flow of Household 2 becomes positive, the value of the imbalanced flow of Company 1 becomes negative. Later, in early 1990, the phenomenon diminished.

This means that between July 1989 and February 1 1989, money was exchanged between household 2 and company 1, but the negotiations have since faded. In addition, the exchange of money tends to move, for example, from household 2 and company 1 to enterprise 1 and commercial financial institutions 3. Figures 29 and 30 show the correlation between the changes in imbalanced flow between two economic agents. The correlation coefficient between each economic agent was obtained from the equations shown in Equations 108a to 113b. A negative correlation coefficient means that while one economic agent (such as company 1) increases the value of imbalanced flow, the other economic agent (such as household 2) decreases the value of imbalanced flow. It is showing that it is going.

Conversely, a positive correlation coefficient means that when one economic agent (such as company 1) is increasing the value of the imbalanced flow, the other economic agent (such as household 2) is imbalanced. It shows that the flow value is also increasing. The imbalanced flow tends to be negative between economic agents, that is, between enterprise 1 and household 2 (Fig. 29 (A)), and between household 2 and commercial financial institutions 3 (Fig. 30 ( A)), Household 2 and Government 4 It is considered that there is a strong relationship between the financial institutions (Figure 30 (B)) and the commercial financial institutions 3 and the government 4 (Figure 30 (C)). These money exchanges indicate that the Japanese economy has survived due to imbalances.

Figure 31 shows how unique the decision making of each economic agent was. The variable indicating the degree of singularity can be obtained from the calculation formula shown in Expression 114. Looking at the transition of decision peculiarity from January 1, 1995 to January 1, 1995, the decision There are times when the coefficient bias is large. This suggests that there was a peculiar economic situation in which decision making was biased in these two periods.

Figure 32 shows how economic agents have dramatically changed the content of their decision-making during the period from 1990 to 1999. The change index was obtained by the formula shown in Equation 115. From January to July, 1990, and around July, 1995, it can be seen that Company 1 has dramatically changed the content of decision-making.

Figure 33 shows the difficulty of survival of the economic system of interest in the period from 1970 to 1997. The difficulty index of the survival of the economic system was calculated from the formula shown in Equation 1 16 according to Shannon's information theory. The lower the difficulty index, the higher the risk of economic collapse. From Fig. 33, there is a strong risk of economic collapse in the low difficulty index of 1971, 1980, 1986, 1994, and 1997. I understand. In addition, it can be seen that the economy has been in danger of bankruptcy since 1994. It should be noted that the present invention is not limited to the above-described embodiment, and can be variously modified without changing the gist of the present invention. For example, increase the number of product types that circulate the economic model, or divide a product into multiple types, More complex economic models can be used. For example, stocks, municipal bonds, public corporation bonds, financial bonds, business bonds, foreign bonds, calls, commercial papers, deposits in the Fund Management Department, bills, trusts, various insurances, current accounts in the government, and local governments Loans and real estate may be added. Alternatively, deposits can be split into time deposits, demand deposits, and negotiable certificates, and for example, products calculated by Company 1 can be split into substance products, service products, or agricultural products, food, raw materials, etc. You may.

Although the above economic model is adapted to the Japanese financial system, the type and number of economic entities may be changed according to the financial system of each country. In addition, for example, the relative ratio of the decision parameter is generated as a random number in the random number generation unit 50, but is not limited to this. The relative ratios may be read from the memory 51 storing a plurality of fixed relative ratios and provided to the economic data calculation unit 52.

When calculating the analysis period from the predetermined time m to the second predetermined time m + n, the economic data overnight calculation unit 52 calculates the economic data at each step time from m + l to m + n. In the calculation, a set of decision parameters at a predetermined time m is fixed and used. However, instead of using the fixed decision parameter at the predetermined time m, a set of decision parameters may be newly generated as a random number at each step time.

In addition, in calculating economic data in each step period from m + 1 to m + n, the calculation is performed based on the economic data calculated in the immediately preceding period. The economic data for each step period may be calculated using the actual economic data of the above, or using the economic data calculated at the predetermined time m.

The best decision parameter at a given time m is shared with the corrected random number. In addition, although the tuning operation is provided for the tuning operation, only the corrected random number may be provided for the tuning operation. In addition, when identifying the decision parameter of m + 1, the analysis of the best decision parameter at the predetermined time m is performed, but the decision parameter newly generated at m + 1 is analyzed. Only one evening group may be used.

The rate of change in decision making by each economic entity is quantified based on the calculation formula of Equation 115, but is not limited to this equation. The calculation may be performed with the nth power as an arbitrary number such as the fourth power. In addition, the specificity of decision making is not limited to the calculation formula of Equation 114.For example, the square part in the route may be calculated by an arbitrary number such as the third power or the fourth power by the nth power. Alternatively, the difference between the maximum value and the minimum value in each decision parameter may be obtained, and the difference may be quantified.

In addition, the calculation operation canceling unit 52a aborts the calculation using the set of decision parameters at that time when an economic delay that cannot be realized is obtained during the calculation. However, it is also possible to calculate to the end without stopping. However, in order to reduce the computational load and perform the calculation as quickly as possible, it is preferable to stop useless calculation processing.

In addition, the correction random number generated by the random number generation unit 50 is obtained based on Equations 76 to 78, but is not limited to such an equation. For example, instead of multiplying a randomly generated value by 0.1 in a closed interval of _0.5 or more and 0.5 or less, multiply the same value by a value such as 0.2 or 0.3, and correct the random number. May be changed as appropriate. Also, the closed section is not limited to a range of 0.5 to 0.5, but may be a range of 0.7 to 0.7, a range of 0.3 to 0.3, or -0.7 or more. 0.3 or less Can be set to any section.

Also, by comparing the economic data calculated at the second predetermined time m + n with the actual economic data at the same time, a set of decision parameters that reproduced the most actual economic data at the predetermined time It is a set of decision param at m. However, instead of specifying a single set of decision parameters at the predetermined time m, a plurality of decision parameters that derive calculated economic data close to the actual economic data at the second predetermined time The same operation is repeated at times m + l and m + 2, and when the calculation is completed up to the second predetermined time m + n, the combination of these multiple decision parameters is determined. It may be possible to evaluate which is reproducing the actual economic data. This is particularly effective when setting the analysis period to be long.

Further, the data display unit 55 may display the data based on the input condition of the user, or may display the data by a display method fixed from the beginning by the device. Also, the display format can be any format such as graph only, graph and table, or table only. Furthermore, the economic data file 53 may not be a part of the present apparatus, but may use an external file and read data from the file. The economic data may be input by the user from the data input unit 57.

In the above embodiment, only one country's currency economy is treated independently, but two or more currency economies may be combined and treated simultaneously. When two or more currency economies are combined, products that are circulated in another country's economic system in one country's economy are included in the transaction between the two countries through exchange rates, and this transaction is This can be achieved by incorporating the act as a means of balancing the imbalanced flow of economic agents in the country. In this case, refer to the record of the exchange rate If possible, use decision parameters in the same way as in the identification of a single country, so that the actual exchange rates are best reproduced as a result of the decisions made by the economic entities of that country and other countries. Evening can be identified. Next, a second embodiment of the present invention will be described. Since the contents described in FIGS. 1 to 10 are common to the second embodiment, the description is omitted.

Figure 34 shows the formulas and explanations required for making future economic forecasts. The formula in FIG. 34 will be described later. FIG. 35 is a diagram showing a configuration of an economic data processing device according to the present invention. The economic data processing device shown in FIG. 35 has the same configuration as the economic data processing device in the first embodiment. However, the function of each component is different between the second embodiment and the first embodiment. The second embodiment of the economic data processing apparatus includes a random number generator 250 as random number generating means and a random number generating means, a memory 251, which stores data, a future economic data calculating means, Economic data calculation unit 252, which is a means for calculating future economic data, means for calculating past economic data, means for quantification, and means for comprehensive quantification, and an economic data file 253, which stores past and present economic data, Evaluation unit 254, which is a combination of decision making means, a combination of means for predicting future decision making, a means for predicting future economic data, a means for determining the optimal combination of buying and selling of goods, and a means for estimating economic state change, and an evaluation section for displaying data. Data display unit 255, counter unit 256, data input unit 255 in which the user inputs data, control of the entire device, and control as information receiving means And a 2 5 8.

The random number generation unit 250 performs a trial action in which the economic entity temporarily sets a combination of multiple decision-making means to correct the imbalance between income and expenditure at some point in the past or in the future. , Where the random number is generated at least once is there. In addition, the random number generation unit 250 can generate a random number of predicted future economic data. It is also a part that can be used to disrupt the initial conditions of the past or future economic conditions or the relative ratio of decision-making tools (this relative ratio is called the decision parameter). Note that the decision update time interval and the unit time interval can also be generated by random numbers.

That is, the random number generation unit 250 is at least one of the provisional future decision-making combination means, the past provisional decision-making combination means, and the forecast future economic data setting means. When predicting economic data, the user sets all of the above decision parameters, temporary future economic data, initial conditions, etc. by random number generation using the random number generation unit 250 or It is possible to select whether to generate random numbers for only a part of them or to set them manually. In addition, a value stored in advance in an information recording medium such as CD-ROM can be read and input.

The memory 251 stores the multiple decisions made by each economic agent, the number of random numbers generated, the number of repetitions of calculations, and the calculation processing of equations 1 to 75 shown in FIGS. 2 to 5. A part that stores various data such as the calculation formulas used in the above, and various data such as the calculation formulas used in the calculation processing of the formulas 122 to 122 shown in FIG. (Hereinafter, when referring to equations such as equation 120, the numbers in the figures are omitted and explained).

The economic data calculation unit 250 includes an initial condition obtained from economic data before or at a predetermined time in the past or the future, and a plurality of decisions generated by the random number generation unit 250. From now on, it will be calculated as the initial decision parameter.) The economic data calculation unit 252 is provided with a calculation operation stop unit 252a. The calculation operation suspension section 25 In the middle of the calculation, when the evening calculation unit 252 starts an inappropriate economic day that cannot actually occur, an instruction to stop the subsequent calculation operation is sent to the control unit 258. is there.

In addition, the economic data calculation unit 252 calculates the economic data in the future by disturbing at least one of the initial condition and the decision parameter, and calculates how much the economic data depends on before and after the disturbance processing. Quantify the differences. In this embodiment, as a method of quantification, the square of the rate of change in economic data before and after the disturbance in each future period is added for all the financial The method of representing by the standard deviation of the values has been adopted. However, the method of quantification is not limited to this, and other methods such as a method of expressing it as a deviation or adding only the difference between economic data before and after the disturbance for all financial instruments of interest are adopted. You can also.

In addition, the economic data calculation unit 252 squares the value of the standard deviation obtained by the above quantification for each future time, adds the squared values, and obtains the value of the synthetic standard deviation represented by the route Perform comprehensive quantification. With the value of the composite standard deviation, as will be described later, it is possible to predict changes in the market value and the like of the financial instrument of interest. In addition, the economic data overnight calculator 252 can also calculate the value of the imbalanced flow of each economic entity based on the decision parameters of a certain economic entity during a predetermined period and the determined decision parameters. . In this way, the extent of the economic crisis for each economic entity can be known. The economic data file 253 is a section that stores past and present simulated and actual economic data, such as the time evolution of currency turnover or the official discount rate. The economic data file 253 is connected to an external network and is updated on an hourly or daily basis. However, there is no connection to external networks You may. In such a case, the device administrator or user can manually input and update the data.

The evaluation unit 254 includes a plurality of calculated economic data after a lapse of a fixed period from the predetermined time calculated by the economic data calculation unit 252, and the actual economic data stored in the economic data file 253. It is the part that compares the economic data or the predicted economic data in the future to evaluate which calculated economic data best reproduced the actual or predicted economic data in the future. The evaluator 254 then determines the calculated economic data that is closest to the actual or predicted economic data in the future, and determines the combination of the decision parameters that led to the closest calculated economic data in a predetermined manner. Decide on a combination of decisions at the time. At the same time, it issues an instruction to the economic data calculation unit 252 to save the calculated series of economic data in the economic data file 2553.

The evaluation section 254 is a section for performing evaluation from various values calculated by the economic data calculation section 252. Specifically, the decision on the decision parameters in the past or the future will be determined. Furthermore, based on the total quantified synthetic standard deviation value, the economic value that is calculated to be a very small value during the future analysis period is predicted as the future economic value. In addition, the evaluator 254 interpolates the composite standard deviation on the Nth-order space centered on the type of financial instrument (assuming that the number is N) and calculates the bias at each time value of the type of multiple financial instruments. The point that differentiates and gives zero (this point is referred to as the “minimal point”) is the part that determines the combination of multiple products at this minimum point as the optimal trading combination.

The evaluator 254 can also predict the fluctuation of the economic situation based on the magnitude of the value of the composite standard deviation. In other words, when the value of the composite standard deviation is large, there is a high possibility that the economy will change suddenly during the analysis period. When the value of the standard deviation is small, it can be predicted that the possibility that the economy will change suddenly is small. Further, the evaluation unit 254 also has a function of identifying a decision update time interval, as described later. Then, the evaluation unit 255 sends an instruction to make a graph to the data display unit 255 so that the user can visually grasp the evaluation results.

The data display section 255 is a section for displaying the decision parameters determined by the evaluation section 255 in one or more numerical values in the form of a graph or a table. In addition, the overnight display section 255 can display the evaluation process of the evaluation section 254. In addition, the user can use the data input section 257 to display the variables to be displayed (for example, the value of the imbalanced flow, the decision parameter), the period, and the display method (for example, a line graph or a three-dimensional graph). By instructing (1) or (2), the display can be made in the format according to the instruction. Further, not only the input data from the data input section 257 but also the economic data read from the economic data file 253 can be displayed.

Counting 256 is a part that counts the number of canceled decision-making combinations when the economic data calculation unit 2552 calculates an economic delay that cannot actually occur. The data input unit 257 is an input means for the user to input data into the economic data processing device. The control unit 258 is a random number generation unit 250, a memory 251, an economic data overnight calculation unit 252, an economic data file 253, an evaluation unit 254, a data display unit 255, It controls the counter 256 and the data input section 257 to manage the entire system. The control unit 258 receives each information from the data input unit 257, the random number generation unit 250, the memory 251 and the economic data file 253, and sends the data to the economic data calculation unit 252. It is also an information receiving means for passing the information.

Next, a schematic flow of the operation of the economic data processing device according to the present invention will be described with reference to FIGS. 36 to 39. The user must Prior to the identification of the parameter, analysis conditions are input via the data input unit 257 (step S301). Specifically, the analysis conditions include the type of economic agent, the date and time of identification, the period, the number of random numbers generated, and the data display method. When the analysis conditions are input, the control unit 258 as the information receiving means receives the input analysis conditions (step S302) and stores the economic conditions for each economic entity stored in the memory 251. Data such as the type of decision is read out (step S303). Next, the control unit 258 transfers the type of decision to the random number generation unit 250 and reads economic data from the economic data file 253 (step S304).

Next, the random number generation unit 250 generates decision parameters as random numbers in accordance with the type of the decision (step S305). Next, the control unit 258 receives information such as a set of decision parameters (step S306), and passes this to the economic data calculation unit 252. Next, the economic data overnight calculation unit 252 performs the operation of calculating the past economic data by using a set of a plurality of decision parameters generated as random numbers (step S307).

Next, the evaluation unit 254 compares the calculated economic data with the actual economic data, evaluates the reproducibility, and makes a decision parameter that derives the most reproducible calculated economic data. One night is determined as a decision parameter at a predetermined time in the past (step S308). Next, the economic data calculation unit 252 derives initial conditions at a predetermined time in the past (step S309).

Next, the random number generator 250 generates, for each financial instrument, a random number of predicted future economic data at a future time, and sets a plurality of transitions of the future economic data (step S31). 0). The control unit 258 receives information on the forecast future economic data from the random number generation unit 250 (step S 3 1 1). Next, the random number generation unit 250 generates a random number of decision parameters at a predetermined time in the future, which is the beginning of the future time, for each financial instrument (step S312). Then, the control unit 258 receives the information of the decision parameter for which the random number has been generated (Step S313).

Next, for each financial instrument, a plurality of calculated future economic data for a predetermined future time is generated from a combination of initial conditions at a predetermined time in the past and a combination of a plurality of decision parameters at a predetermined time in the future. Similarly, assuming that the combination of a plurality of decision parameters at a predetermined time in the future is unchanged after the predetermined time in the future, a combination of a plurality of decision parameters at a predetermined time in the future and a predetermined time in the future From the initial conditions derived from the plurality of calculated future economic data in the above, future economic data for the next future time after the predetermined time in the future is calculated (step S3114). This will be done until the end of the future period, the second predetermined period in the future.

Then, the control unit 258 determines whether or not the number of trials stored in the memory 251 is reached in advance (Step S315). If not, the steps from step S312 to step S314 are repeated. On the other hand, if it has reached, the process proceeds to step S316. Next, each forecasted future economic data set by generating random numbers first is compared with a plurality of calculated future economic data obtained at each decision parameter, and the second future predetermined time is calculated. Decision parameters for calculating the calculated future economic data that best reproduces the predicted future economic data of (1) are determined (step S316). As a result, one decision parameter has been determined for each forecasted future economic day.

Next, the random number generation section 250 performs a disturbance process on the determined decision parameter (step S3117). This disruption process can be performed multiple times independently. You can do it, or you can do it only once. Next, the random number generation unit 250 generates a random number in order to disturb the initial condition of the past predetermined time (step S3118). Then, the control unit 258 receives information on the disturbance initial condition in which a random number has been generated (step S3119). Next, the economic data calculation unit 252 calculates the disturbed economic data at a predetermined time in the future from the disturbance initial conditions subjected to the above-mentioned disturbance processing, the decision parameters at a predetermined time in the future, and the decision parameters after the disturbance processing. It is calculated (step S320). Subsequently, a random number is generated to disturb the initial condition of the future time following the predetermined time in the future (step S321). Then, the control unit 258 receives information on the initial condition of the disturbance that has generated the random number and the decision parameter after the disturbance (= disturbance processing) (step S32). Then, the economic data overnight calculation unit 252 calculates the disturbed economic data in the future period using the disturbed data (step S32).

Then, the control unit 258 determines whether or not the calculation of the calculated future economic data up to the second predetermined time in the future has been completed (step S324). If it has not yet reached the predetermined time in the second future, the flow returns to step S321, and the calculation of the disturbed economic data is continued. On the other hand, when the calculation up to the second future predetermined time is completed, the process proceeds to step S325.

After calculating the calculated disturbed economic data up to the predetermined time in the second future, the Economic Data and Estimation Unit 252 calculates the rate of change of all financial products of interest before and after the disturbance in each future time. The calculated quantification is performed (step S325). Then, when the quantification is completed for each future time, a total quantification of the difference before and after the disturbance during a period including all the future times (= analysis period) is performed (step S3226). The details of quantification and comprehensive quantification will be described later.

Next, the evaluation section 254, based on the transition of the determined future economic data, One or more minimum points that can be formed in the N-order space centering on the type of financial instrument are picked up (step S3227). Next, based on the above results, the evaluator 254 selects one or more forecasted future economic data transitions with a very small difference before and after the disturbance, and predicts this as the future economic data transition. Measurement (step S3228). Then, the evaluation unit 254 determines an optimal combination of products to be purchased or sold based on the one or more minimum points (step S3229).

Next, the evaluation unit 254 determines from the value of the combined standard deviation whether or not the economy fluctuates significantly during the analysis period (step S330). When the evaluation result is obtained in this way, the data display unit 255 displays the obtained evaluation result on the screen in the form of a graph or a table (step S3311). With such a series of steps, the flow of the economic data overnight forecasting process ends.

The random number generation unit 250, memory 251, economic data calculation unit 252, calculation operation stop unit 252a, evaluation unit 2554, data display unit 255, county unit 256 and Instead of providing one of the data input sections 257 or a combination of several of these, each of these sections 250, 251, 252, 252a , 255, 255, 256, 257 may be read from an information recording medium storing a program for executing the operation, and the program may be executed.

Specifically, the information receiving step, the forecast future economic data setting step, the future provisional decision making combination step, the future economic data calculation step, the forecast future decision combination determining step, the quantification step, and the comprehensive Quantification step, Future economic data prediction step, Disturbed future economic data calculation step, Past provisional decision making combination step, Past economic data overnight calculation step, Decision making combination decision step, Random number generation step Information such as a CD-ROM that stores a program that has one or more of the following steps: a random number generating step, a random number generating step, an optimal commodity trading combination determining step, and an economic situation change prediction step. The recording medium is read by the microcomputer, and the same operations as those of the above components 25, 25, 25, 25, 25, 25, 25, 25, 25, 25, and 27 are performed. May be. As the information recording medium, a medium other than CD_ROM, for example, a floppy disk, an optical disk, or the like may be used. In addition, a parallel computing technique may be used to improve the computing speed.

Next, the principle and detailed contents of the method for determining decision parameters described in the processing from step S305 to step S308 in FIG. 36 will be described. When focusing on one of the five economic agents, the other economic agents cannot know the reasons for the decision-making by the focused economic agent. However, it is possible to search for and identify decision parameters that faithfully reproduce real economic data. FIG. 40 is a diagram schematically showing an outline of a method for identifying decision parameters at a predetermined time m in the past. As mentioned earlier, the types of decision parame- ters vary depending on each economic entity, with six for company 1, five for household 2, four for city financial institutions 3, seven for government 4, and seven for central bank. Five is three.

The set of decision parameters can be expressed as (x, y, z), for convenience of explanation, assuming that three decision parameters form one set. In this embodiment, the random number generator 250 of the economic data processing apparatus generates 100 million sets of decision parameters, but here, for simplicity of explanation, only 10 sets are generated. Shall be. In addition, random number generation is performed in the range of the closed interval [—0.5, 0.5]. Shown earlier Equations 66 to 68 indicate that the relative counts x, y, and z for each decision parameter are generated at random within the range of the closed interval. However, since the relative counts x, y, and z need to satisfy the normalization condition (x + y + z = l), as shown in Equations 70 to 72 through the operation of Equation 69, , Recalculated.

Now, the purpose is to identify what kind of decision a certain economic agent has made in order to resolve the imbalance between income and expenditure at a predetermined time m in the past. For this purpose, it is necessary to perform economic data calculation over a predetermined analysis period (= n). This is because each economic agent does not act to adjust the whole economy, but decides on its own without knowing each other's decisions. This is because even if the economic data agrees with the calculation, there is a high risk that the agreement will soon collapse. Therefore, it is more appropriate to compare calculated economic data with actual economic data after a certain period of calculation.

Now, if the period n is set to 8 days and the 8 days are divided into 8 steps, one step is 1 day. In addition, we will look at the market value of financial instruments (hereinafter, simply referred to as “market value”) as an overnight economic indicator. Past The actual market price one day before (m_l) at the specified time m is represented by A em_l. Similarly, the actual prices at m, m + l, m + 2, ··· ΙΏ + 8 are represented by A em, A em + 1, A em + 2, ··· -A em +8, respectively. In Fig. 40, the actual market value is represented by a black diamond.

On the other hand, a set of decision parameters at a predetermined time m in the past is (Xl, yl, zl), (x2, y2, z2), (χ3, γ3, ζ3), · · (Χ 10, y 10, 0 10) Initial conditions derived from the market value A em _ 1 force at (m-1) and 10 sets of decision Calculate the market value at a predetermined time m in the past from the night. The calculated market price is represented by Asm. Then, for each decision parameter, the calculated market values A sm (l), A sm (2), A sm (3), ····· A sm (10) are obtained. These calculated market prices may deviate from the actual market price A em at the predetermined time m in the past.

Next, with the set of 10 decision parameters generated earlier in random numbers fixed, the calculated market prices Asm (l), Asm (2), Asm (3), *-* Based on the respective initial conditions derived from A sm (10), the calculated market values at (m + 1) A s m + 1 (1), A s m + 1 (2), A s m + 1 (3 ), · · ·-Calculate A s m + 1 (10). If this is repeated up to (m + 8), the calculated market value at the second past predetermined time 8 days after the analysis period (m + 8) is obtained. The calculated market value Asm is shown by a white circle in Fig. 40.

As is evident from Fig. 40, the calculated market value A s m + 8 at the second predetermined time (m + 8) calculated from the second decision parameter overnight (X2, y2, z2) It can be seen that (2) reproduces the actual market value A em +8 at the second past predetermined time (m + 8). From this, at the predetermined time m in the past, this economic agent can be identified as having made a decision on the means for eliminating imbalances with a relative ratio of (x2, y2, ζ2).

Here, of the 10 sets of decision parameters, the first, fourth, sixth, seventh, eighth, ninth, and tenth decision parameters were calculated using the The calculation of the market value was stopped before reaching the second past prescribed time m + 8. This is for the following reasons. Some of the set of decision parameters may produce results that are unacceptable in the real economy. For example, if the average tax rate or interest rate is negative, or the average tax rate is 1 In this case, it becomes 0 0%. If such an unrealistic result is obtained, the calculation operation suspending unit 255 a detects this in the calculation assumption of step S307 in FIG. Is sent to the control unit 258. The economic data calculation unit 252 receives the instruction from the control unit 258 and does not perform the subsequent calculation for a certain set of decision parameters.

At the time point m in the past, the calculated market price A s m (7) calculated from the seventh set of decision parameters overnight is closest to the actual market price A em. However, this is only a temporary phenomenon, and based on this result, it cannot be concluded that the seventh decision parameter overnight was a decision at a predetermined time m in the past. In the first place, just because each economic agent makes a given decision does not mean that the imbalance is immediately resolved. In most cases, the effects of that decision will come out over a period of time.

In the above example, the predetermined analysis period (A t) and the analysis period are separated by the predetermined number of steps n, where A t and n are the transition of the era, the type of economic entity, etc. It is more preferable to make it variable according to. For example, Δt tends to become shorter and shorter as history progresses from the past to the present. Also, when compared between economic agents, Δt of financial institutions is very short, and there is a tendency for decision making to be updated at a considerably high speed in the future. In contrast, Household 2 is relatively slow.

So, mumm! : When! ! May be varied by the following method. The basic idea of identification is as follows. Economic systems or agents are evolving by changing decision-making and decision-renewal time intervals in a more stable direction. For example, there is no economic entity or system that has evolved in an unstable direction that cannot control the divergence of the value of imbalanced flow. Why This is because the divergence cannot be suppressed, and as a result, the economic system is unstable, bankruptcy occurs everywhere, and the economic system or economic entity cannot survive. When! ! Focusing on this stability, for example, identification can be performed by the following method.

First, a plurality (for example, 100 sets) of combinations of Δt and n are prepared. The set of 100 may be generated by the random number generation unit 250 or may be input by the user from the input unit 257. Next, a set of decision parameters at a predetermined time m in the past is generated as a random number. Suppose that this set of decision parameters is 10 pieces. Then, a disturbance process is performed to slightly shift the data stored in the economic data file 253 as economic data for the m-1 period. Assume that the actual or calculated economic data generated by the disturbance processing is 10 pieces.

Next, a simulation is performed for each economic data at a set of At and n for one decision parameter. Then, 10 sets of the decision parameter overnight, 100 sets of Δt and n, and 10 pieces of the economic data of the m-1 period subjected to the disturbance processing, To obtain 10,000 data. Furthermore, the value of the unbalanced flow is calculated from the economic data (one set) for the m-1 period without disturbance processing and 100 sets of Δt and n. Get a de night. Then, for each pair of △ t and n, the magnitude of the absolute value of the imbalanced flow is compared between when the disturbance processing is performed and when the processing is not performed.

This comparison is made by subtracting the absolute value of the undisturbed value from the absolute value of the disturbed value. As a result, the average of the magnitudes of the 10 absolute values of the disturbances that have been processed takes the smallest value (that is, it is stable against external disturbances). It can be determined as the group at time m. This method can be used for the whole economy or for individual economies. This is an effective means when the body constantly changes its decision update time interval Δt.

In addition, in addition to the above-mentioned identification method, each of the trial results gives the closest result to each other, such as when the economic data calculation operation is independently attempted many times under multiple At and n. The determined Δt and n may be identified as actual Δt and n. This method is also based on the above-mentioned stability that certain At and n give similar results no matter what trial is performed. Although Δt and n have been treated as being common to all economic agents in this Macguchi economic model, Δt and n can be fixed values that differ depending on each economic agent, or It may be a dynamic change value that depends on

Next, the detailed contents of the processing after step S310 in FIGS. 37 to 39 will be described based on FIGS. 41 to 43.

Now, the goal is to forecast future economic data (for example, market value, interest rate, and outstanding balance of financial instruments). For this purpose, first, economic data such as financial instruments in the future period (= analysis period n) to be predicted is set without permission. The setting can be done manually by the user, but it is preferable to generate it as a random number in order to easily set many data. Let the past time closest to the present and the time when the decision parameters can be prayed be the past predetermined time t, and the beginning of the future time to be predicted be the future predetermined time (t + 1). , From the next future time (t + 2) onwards, are (t + 3), ···, (t + k) The end of the future period (t + k) is defined as the second future predetermined period. However, the future time does not necessarily have to be in the direction of the future time axis as seen from the present, but refers to a time that includes the past. Here, we define the future time broadly as the time when actual economic data is not available.

In this embodiment, the predetermined time in the future (t + 1) is set to 1 The next future time is (t + 2) one week after (t + 1), and the next future time is (t + 3) one week after (t + 2). You. For the sake of simplicity, let k in (t + k) be 3. Therefore, the second predetermined time in the future is (t + 3).

First, as shown in Fig. 41, we look at the market value of a financial instrument as forecast future economic data for each future period (t + 1), (t + 2), and (t + 3). It shall be. The number of combinations of the market value of one financial instrument in each future period is the number obtained by multiplying the value N generated for each future period by N. Here, each future period (t + 1) (t + 2 ), (t + 3) Since only two market values of one financial instrument are generated at random, there are eight possible combinations as shown in Fig. 41. That is, "A 1 (t + 1), A 3 (t + 2), A 5 (t + 3)", "A 1 (t + 1), A 3 (t + 2), A 6 (t + 3)) `` A 1 (t + 1), A 4 (t + 2), A 5 (t + 3) '', `` A l (t + l), A 4 (t + 2), A 6 (t + 3) ”, and“ A 2 (t + 1), A 4 (t + 2), A 6 (t + 3) ”. In Fig. 41, the forecast future economic data is indicated by open diamonds.

By the method described above with reference to FIG. 40, the combination of the decision parameters of the economic entity at the predetermined time t in the past is obtained. This is set as W (1), and each decision parameter is set as w1, w2, w3. At the same time, the state of the decision-making means as an initial condition at a predetermined time t in the past is also required. This initial condition is B (t). Next, the combination of the eight time-series market prices in the future period is regarded as the actual market price data, and the decision parameter at the future predetermined period (t + 1) is calculated for each of the eight market price combinations. Ask. Now, connect A l (t + 1), A 3 (t + 2), and A 5 (t + 3) in FIG. 1 (t + 1), A 3 (t + 2), and A 5 (t + 3) ”. Then, a random number is generated for a decision parameter at a predetermined time (t + 1) in the future. Assuming that the combination of the generated decision parameters is (xl, yl, zl), (x2, y2, ζ2), (x3, y3, z3), ... xl O, yl O, zl O).

Then, for each of the 10 combinations of the decision parameters, the economic data at the predetermined time (t + 1) in the future is calculated using the initial condition B (t) at the predetermined time t in the past. Furthermore, the initial conditions at a predetermined time in the future ( _t + 1) are derived, and the economic data at the predetermined time in the future (t + 2) is calculated from the same combination of the decision parameters as above. This is performed until the second future predetermined time (t + 3). Then, the economic data calculated from one of the 10 combinations of the decision parameters (eg, (x 2, y 2, z 2)) is “A 1 (t + 1), A 3 (t + 2), A 5 (t + 3) ”. Therefore, (x 2, y 2, ζ 2) corresponds to the combination of the market values of one financial instrument: “A 1 (t + 1), A 3 (t + 2), A 5 (t + 3)” It will be a decision paradise overnight. If this is done in the same way for the other seven market price combinations, one combination of decision parameters is determined for each of the eight market price combinations, as shown in FIG. The combination of these eight decision parameters is W (2), W (3),..., W (9). Note that the combination of decision parameters W (2) to W (9) is assigned from w4 to w27. Therefore, the combination of eight decision parameters is W (2) = (w4, w5, w6), W (3) = (w7, w8, w9), ... (9) = (w 25, w 26, w 27) Becomes It should be noted that the number of economic agents is not limited to one, but rather that changes in economic data often involve the decision-making of multiple economic agents. Therefore, a combination of multiple decision parameters may be determined for one combination of market prices.

In the above process, only 10 sets of decision parameters were independently tested for each of the eight combinations of market prices. When this independent trial is repeated a plurality of times, a combination of decision parameters different from the combination of the 10 sets of decision parameters previously generated at random numbers is set. Therefore, as a result, combinations W (2 ') to W (9') of the decision parameters other than W (2) to W (9) are obtained.

In addition, the time series of the price of the financial product that we have decided is 100 days, and we have to identify a certain step up to 10 steps ahead (unit time interval), and then over the 10 steps ahead It is possible to select a combination of decision parameters that gives the time series that is closest to the price of the financial instrument that you have decided. If the decision interval is one day, you can make decisions 90 days ahead in this way.

Up to this point, we have only determined the possible combinations of decision parameters for one financial product at a given time (t + 1) in the future. Therefore, we will begin to anticipate future changes in the financial products of interest.

First, as shown in Fig. 43, one financial instrument is subjected to a disturbance process of the initial condition B (t) at a predetermined time t in the past. This disturbance processing is processing to slightly increase or decrease the initial condition B (t), and may be performed by the random number generation unit 250 or may be manually input by the user. In addition, the disturbance process is either a process for setting a large number of initial conditions with different amounts of increase or decrease in B (t), or a process for setting one type of initial condition. good. Further, the disturbance processing may be independently performed plural times. Here, for the sake of simplicity, an example is given in which only one B (t) ′ (= 1.0 1 B (t)) with B (t) increased by 1% is manually input. . In addition, such disturbance may be applied to the market value, tax rate, inventory investment flow rate, inventory amount, etc. of other financial products other than the market price of one financial product.

The ratio of disturbance is not limited to 1%, but can be various ratios depending on the situation.A stable range of 3% increase or decrease is appropriate for stability against past economic data disturbance. . That is, even if the initial condition increases or decreases by 3%, the same economic parameters will be derived based on the same decision parameters. However, the value of disturbance processing also differs depending on the economic situation and the type of financial products at that time. For this reason, 1.5% increase / decrease is particularly good as the disturbance range of the initial condition, and a more optimal range is 1% change.

For this disturbance initial condition B (t) ′, using one decision parameter combination W (2) at a predetermined time (t + 1) in the future, a calculation at a predetermined time (t + 1) in the future To obtain future economic data A '1 (t + 1). Of course, A '1 (t + 1) is A l (t +

The value slightly deviates from 1). Next, the initial condition B 1 (t + 1) ′ derived from the computationally disturbed future economic data A ′ 1 (t + 1) at a predetermined time in the future (t + 1) and the decision parameters used earlier From W (2), the calculated disturbed future economic data A '3 (t +

2) Ask for. In the same way, the calculated disturbance future economic data A'5 (t + 3) at the second predetermined time (t + 3) is calculated. It should be noted that Dec. Yonparame W (2) remains unchanged during the analysis period n. By the above calculation, the market value of one combination of the market values of a certain financial product “A 1 (t + 1), A 3 (t + 2), A 5 (t + 3)” is slightly shifted. One combination of "A 1 (t + 1) ', A 3 (t + 2)', A 5 (t + 3) '”is required. This calculation is similarly performed for the other seven market price combinations. In Fig. 43, among the other seven combinations of market values of financial instruments after the perturbation process, the combination of A2 (t + l), A4 (t + 2), A6 (t + 3) Thus, the combination of the market values of financial instruments calculated using the combination W (9) of decision parameters “A 2 (t + 1)”, A 4 (t + 2) ”, and A 6 (t + 3 ) '' Is shown only. In addition, for the other combinations of decision parameters W (2 ') to W (9') set by multiple trials, similarly, calculated future economic data on disturbance is calculated. As a result, in addition to “A 2 (t + 1)”, A 4 (t + 2) ”, A 6 (t + 3)”, the calculated future economy Data is obtained.

The above calculation of disturbance economic data is performed only for one financial instrument, but the disturbance processing is similarly performed for other financial instruments to obtain disturbed economic data. Next, the rate of change of the market value before and after the disturbance is calculated using Equation 120. Then, the standard deviation at a predetermined time in the future (t + 1) is obtained based on the change rates obtained for a plurality of financial instruments by Expression 122. Then, the total evaluation taking into account all the standard deviations from the future time (t + 1) to (t + 3) is performed by Expression 122 to obtain the value of the combined standard deviation.

For example, when the standard deviation of five financial instruments P, Q, R, S, and T at a predetermined time in the future (t + 1) is calculated, one standard deviation is obtained by Expression 122. Similarly, the standard deviation at the future time (t + 2) and (t + 3) is calculated for the five financial instruments. Then, when a total of three standard deviations at each future time (t + 1), (t + 2), and (t + 3) are obtained, each future time (t + 1), (t + 1) Calculate the standard deviation of the sum of (t + 2) and (t + 3). In this way, during the analysis period n, how much the five financial instruments etc. fluctuate is quantified Will be.

This is similarly performed for other combinations of decision parameters. Then, for each financial product, it is possible to rank the stability of economic data trends corresponding to the eight combinations of decision parameters. Now, assuming that the transition of future economic data that shows the most stable overall evaluation (the minimum value of the composite standard deviation of Equation 122) can be grasped, the transition of the market value of each financial instrument for which the composite standard deviation is calculated is calculated in the future. The market price trends and forecasts at.

In this way, we will focus on 組み合わせ determining one or more combinations of decision parameters that reproduce one or more financial instruments, etc., and seeking the most stable changes in market prices against disturbances in the initial conditions. Price movements of each financial product can be predicted. In addition, the decision parameters may be disturbed, and the future economic data of the disturbance may be obtained and predicted based on the initial condition or the initial condition of the disturbance and the decision parameters after the disturbance. In addition, the operation of determining one or more combinations of decision parameters to reproduce one or more financial products of interest may be predicted by performing quantification and comprehensive quantification independently and repeatedly. . However, the operation to determine the combination of decision parameters that reproduces the market value etc. of one or more financial instruments of interest is performed by a large number of independent trials, the initial condition or initial disturbance condition, and the post-disturbance decision parameter. Compared with the case of obtaining the disturbed future economic data based on the combination of one night, the former requires more calculation than the actual practice. Therefore, it is advisable to adjust the balance between the number of independent trials that determine the decision parameters and the number of times of disturbance processing in consideration of the balance between obtaining accurate data and quick calculation. The ability to predict the future in this way is due to the nature of the economy that flows in a more stable direction. In addition, in the above example, it is possible to present users with the optimal combination of purchases of financial products, etc. using future price movements obtained for the five financial products P, Q, R, S, and T. It is. First, among the five financial instruments Ρ, Q, R, S, and T, ones that decline unilaterally (for example, financial instruments Τ) will not be newly purchased. For this reason, the combination of purchase amounts for the four types of financial instruments whose value increases during the analysis period η will be presented. In this embodiment, a purchase combination of financial products is presented from the viewpoint of increasing the purchase amount of a stable financial product.

Then, by using the ratio of the standard deviation obtained above, it is possible to indicate that four types of financial instruments and the like are to be purchased. For example, if the standard deviation of financial instruments is Ρ: Q: R: S = 1: 2: 3: 4, the purchase amount is 、: Q: R: S = 4: 3: 2: 1. Good. By such a presentation, it is possible to present a combination of purchases of financial products and the like with the least risk.

Also, instead of emphasizing stability, it is also possible to present purchase combinations that take into account price increases. For example, the stability of the above four types of financial products such as p, Q, R and S is 1: 2: 3: 4, but looking at the rising price, P: Q: R: S = 1: Suppose that 1: 1: 1 0. In other words, financial instruments S are less stable than other financial instruments, but their price increases are 10 times higher than other financial instruments. In such a case, by multiplying the stability and the price increase, the purchase ratio can be presented as P: Q: R: S = 4: 3: 2: 10.

Furthermore, instead of simply multiplying the stability by the price increase, the presentation ratio may be changed depending on whether stability is emphasized or the price increase is emphasized. For example, for users who are more risky but want to make more money, stability and the square of price increases What is necessary is just to show the purchase ratio evaluated by the value obtained by multiplying by. Conversely, for users who make a small profit but want to reduce the risk, the purchase rate evaluated by multiplying the square of stability by the price increase should be presented. It should be noted that an arbitrary multiplier such as a third power or a fourth power can be adopted without being limited to the second power.

Also, in the above example, the analysis period (n XA t) was set to 14 days, and the unit time interval Δt was set to 7 days. You may do it. If n is short, or if n is long and Δt is short, it is possible to grasp fine fluctuations in the price movement of financial products and to present various purchase patterns. Furthermore, by making At and n variable, random number generation and subsequent disturbance processing can be performed to determine the optimal set of n and Δt in the future. Units 1 and 11 have been used as common to all economic agents in this macroeconomic model.However, Δt and n are fixed values that differ depending on each economic agent, or However, the dynamic change value may be different. Note that the present invention is not limited to the above embodiment, and the following prediction method may be adopted.

In the above-described embodiment, the combination of the decision parameters is assumed to be an invariable value at each future time, and the initial conditions at each time in the past and in the future are disturbed to calculate the economic data after the disturbance. The combination of parameters can be disturbed to avoid disturbing the initial conditions derived from the calculated economic data. For example, it is assumed that the combination of the decision parameters (h:] 3: a) is (0.02: 0.80: 0.18). In such a case, the combination of decision parameters (α ′: β ′: α ′) that the random number generation unit 250 has performed a disturbance process is expressed as (0.03: 0.75: 0.19) It may be calculated as

However, when disturbing each decision parameter, α '+ If we try to satisfy the normalization condition of β '+ r' = 1, α 'with a small relative ratio will be several times larger than a small change of 3' with a large relative ratio, or several minutes There is a danger that it will not be a small fluctuation even if it becomes 1. For this reason, it is desirable to perform calculations without satisfying the normalization conditions. Further, in the above-described embodiment, an apparatus that performs both processing of determining a combination of past decision parameters and processing of predicting a future transition of economic data after obtaining the result is described. Although described, an apparatus that performs only the latter processing may be used. However, in such a case, the former process must be performed using another device and the result must be input. Therefore, it is preferable that the former process and the latter process are performed by one apparatus.

Also, instead of presenting the optimal combination of buying and selling products, it may be sufficient to simply show the future changes in the market value, etc. of multiple financial products that the user is focusing on. Further, various calculations may be performed with a fixed period or unit time interval.

Also, instead of focusing only on the market price transition at which the composite standard deviation gives the minimum value, transitions of future economic data that show the minimum points of multiple composite standard deviations may be selected as candidates for future market price transitions. . The minimum point is obtained by interpolating the value of the composite standard deviation plotted on the secondary space around the financial product (= connecting points so that they are close to each other), and then performing a smoothing on the curve or curve. This is the point where the partial derivative of time for each axis becomes zero on a curved surface or the like. In this case, multiple market price changes are obtained, but the composite standard deviation values of the multiple minimum points that are the basis of the changes are compared, and the weighting of the likelihood of the future is used to rank the combination of buying and selling of financial instruments. It may be attached and presented. For example, if the values of the combined standard deviations of the three local minima are 0.2, 0.3, and 0.5, respectively, then these common logarithms multiplied by -1 are 0.70, 0.52, and 0. .30 as the weight of future potential A combination of purchase or sale of the merchandise may be determined. In addition, when performing the process of determining the decision parameters in the past, the economic data calculation unit 252 calculates the analysis period from the predetermined time m to the second predetermined time m + n. The set of decision parame- ters is fixed and used. However, instead of fixing the decision parameters at the predetermined time m in the past, a new set of decision parameters may be generated as random numbers at each step time.

In addition, when calculating the economic data at each step time of m + 1 to m + n, the calculation is performed based on the economic data in the calculation of the immediately preceding time, but in the past before the predetermined time m The economic data at each step time may be calculated using actual economic data after m-1 or using economic data calculated at a predetermined time m in the past.

In addition, the calculation operation canceling unit 2 52 2 a stops the calculation using the set of decision parameters at that time if an unrealistic economic delay is obtained during the calculation. Although the processing is performed, the calculation may be performed up to the end without stopping. However, in order to reduce the processing load and perform calculations as quickly as possible, it is preferable to stop useless calculation processing.

In addition, by comparing the calculated future economic data at the second predetermined period (t + k) with the predicted future economic data at the same period, the predicted future economic data was best reproduced. The set of decision parameters at the time is a set of decision parameters at a predetermined time (t + 1) in the future. However, without specifying a single set of decision parameters at the predetermined time (t + 1) in the future, the calculated future economic data close to the forecast future economic data at the second predetermined time (t + k) in the future A set of a plurality of decision parameters that led to the day may be selected. In particular, this can lead to long analysis periods. It is effective when specifying.

Further, the data display section 255 may display data based on the input conditions of the user, or may display the data in a display method fixed by the apparatus from the beginning. Also, the display format can be any format such as a graph only, a graph and a table, or a table only. Further, the economic data file 253 may not be a part of the present apparatus, but may use an external file and read data from the file. The economic data may be input by the user from the data input section 257.

In the above embodiment, only one country's currency economy is treated independently, but two or more currency economies may be combined and treated simultaneously. When two or more currency economies are combined, products that are circulated in another country's economic system in one country's economy are included in the transaction between the two countries through exchange rates, and this transaction is This can be achieved by incorporating the act as a means of balancing the imbalanced flow of economic agents in the country. At this time, if the exchange rate record can be referred to, the forecasted exchange rate will be the highest as a result of the decision made by the economic agents of that country and other countries in the same way as the identification method of only one country. Decision parameters can be determined so that they are reproduced in good quality. At this time, Δt and n in the above embodiment may be treated as being common to all economic agents in a plurality of currencies of interest, and Different fixed values may be used. Also, different dynamic change values may be used for each currency. Furthermore, it may be a fixed value that differs depending on all economic entities in one or more currency economies, or may be a dynamically changing value. Also, an economic data processing system having a first computer for processing past economic data, and a _second computer connected to the first computer via an Internet communication network and for obtaining future economic data. Can also be constructed. FIG. 44 is a schematic diagram of the economic data processing system of the present invention. The economic data processing system includes an interface that connects a first computer (hereinafter, a server) 400, a second computer (hereinafter, a client terminal 500), a server 400, and a client terminal 500. It is composed of a network communication network (hereinafter simply referred to as the Internet) 600. The data transmitted from the server 400 is received by the client terminal 500 via the commercial server 450, the internet network 600, and the commercial server 550.

The server 400 includes a random number generation section 401 as past provisionally set decision-making combination means, an economic data calculation section 402 as past economic data calculation means, and an evaluation section 400 as decision-making combination determination means. And three.

The random number generation unit 401 generates a random number of a combination of decision making combinations of a plurality of decision making means.

The economic data calculation unit 402 also calculates the plurality of past provisional decision-making combinations set above and the decision update time interval, which is the time interval until the economic entity updates the past provisional decision-making combination. Based on the data, the data of the unit time interval obtained by dividing the decision update time interval into a plurality of unit times, and the initial condition indicating the status of the plurality of decision making means before the predetermined time in the past, Calculate multiple economic economics. Next, the economic data calculation unit 402 calculates initial conditions from the calculated economic data at each unit time from the past predetermined time to the second past predetermined time which is the end point of the decision update time interval. Next, the economic data calculation unit 402 calculates the calculated economic data at each unit time from the calculated initial conditions and a plurality of temporary setting decision-making combinations at a predetermined time in the past.

In addition, the evaluation unit 4003 compares the past economic data at the second past predetermined time with By comparing each of the calculated economic data at the second predetermined period in the past with the multiple calculated economic data, the past provisional decision-making combination that led to the calculated economic data that best reproduced the past economic data at the second predetermined period in the past. It is determined to be a decision-making combination at a predetermined time in the past.

The client terminal 500 has a control unit 501 as information receiving means, a random number generation unit 502 as a means for combining forecast future economic data setting means and future provisional setting decision making, and a future economic data The economic data calculation unit 503, which is an evening calculation means, a quantification means, and a comprehensive quantification means, and the evaluation unit 504, which is a forecast decision making combination determination means and a future economic data forecasting means. It has.

The control unit 5001 transmits data including a decision-making combination at a predetermined time in the past transmitted from the server 400, predicted future economic data at a future time obtained by a method described later, and a method described later. The information of the obtained decision-making combination obtained by combining a plurality of decision-making means is received.

The random number generation unit 502 sets a plurality of predicted future economic data, and regards the predicted future economic data as actual economic data, and temporarily determines a plurality of decision-making combinations at a predetermined time in the future. Perform at least one trial.

The economic data calculation unit 503 obtains, for each of the above trial actions, a plurality of obtained future provisional decision-making combinations, time interval data from a predetermined time in the future to a second predetermined time in the future, and a predetermined time in the past. Based on the above initial conditions, a plurality of calculated future economic data at a predetermined time in the future is calculated. In addition, the economic data calculation unit 503 calculates initial conditions at each future time from the calculated future economic data at each future time from the predetermined time in the future to the second predetermined time in the future. Then, the economic data calculation unit 503 From the calculated initial conditions and a combination of a plurality of temporary provisional decision-making decisions at a predetermined time in the future, a calculated future economic data for each future time is calculated.

In addition, the evaluator 504 compares the forecast future economic data at the predetermined second future time with a plurality of calculated future economic data at the predetermined second future time for each trial operation. Then, at least one set of tentatively-set future decision-making combinations that led to the calculated future economic data that best reproduces the predicted future economic data at the second predetermined Decide on a future decision-making combination.

Next, the economic data calculation unit 503 calculates one or more calculated future futures calculated from one or more sets of predicted future decision-making combinations and initial conditions before the future time at each future time. Quantify the variability of differences between economic data and projected future economic data. Then, the economic data calculation unit 503 performs comprehensive quantification from a predetermined time in the future to a predetermined time in the second future based on the quantified value performed for each future time.

Finally, the evaluator 504 predicts the predicted future economic data with the smallest total quantified value as the future economic data in the future period. In this way, the calculation process for forecasting future economics is divided into past economic data processing and future economic data processing, and the server 400 and the client terminal 500 are distributed via the Internet 600. Can be shared. By doing so, the burden of economical data processing performed by one computer can be reduced. In addition, a distribution service in which the server 400 performs heavy computation processing and periodically sends the result to the client terminal 500 becomes possible.

The economic data processing is not limited to a method of dividing economic data processing into past economic data and processing into economic data in the future, and various division methods can be adopted. An example For example, let the server 400 perform all past economic data processing and the majority of future economic data processing (up to the processing performed by the quantification means), and let the client terminal 500 perform the rest of future economic data processing. (Processing of the comprehensive quantification means) can also be performed. Further, both the processing of the quantification means and the total quantification means may be performed by the client terminal 500, and the economic data processing before that may be performed by the server 400. The economic data processing of the server 400 or the client terminal 500 is not limited to one, and may be performed by a plurality of servers.

In the second embodiment of the economic data processing apparatus, the random number generation unit 250 does not have a function as a predictive future economic data setting means and a function as a future provisional setting decision combination means. May be. In such a case, the forecast future economic data and the future provisional decision-making combination can be set by another device, and the result can be input to the present device. For this reason, the processing load of the present apparatus is reduced. Similarly, the economic data processing method and the information recording medium may not necessarily include the predicted future economic data overnight setting step and the temporary provisional setting decision-making combination step as essential steps. In addition, the second embodiment of the economic data processing device can be used for analyzing past economic data. In such a case, the control unit 258, which is the information receiving means, corrects the forecast historical economic data in the past period and the economic entity to correct the imbalance between income and expenditure in the past period. Information of the decision making combination of the plurality of decision making means to be performed, and initial conditions indicating the status of the plurality of decision making means before a certain time in the past.

In addition, the random number generator 250, which is a means for setting past economic data for prediction and a means for combining past decision making temporarily, generates a plurality of random numbers for past economic data for prediction and converts past economic data for prediction. Deemed as an actual economic overnight Then, one or more trials are performed to temporarily set a plurality of decision-making combinations at a predetermined time in the past.

The economic data calculation unit 252 as past economic data calculation means, for each of the trial acts, obtains a plurality of the past provisionally set decision-making combinations obtained and the second past which is the end point of the past time from the past predetermined time. Based on the time interval data up to the specified time and the initial conditions at the specified time in the past, a plurality of past economic data calculated at the specified time in the past are calculated, and each of the economic data from the specified time in the past to the second specified time in the past is calculated. In the past, the initial conditions for each past period are calculated from the past economic data. Then, based on the calculated initial condition and a plurality of past provisionally set decision-making combinations at a predetermined past time, the calculated past economic data at each past time is calculated. In addition, the evaluator 254, which is a predictive past decision-making combination determining means, calculates, for each trial action, predictive past economic data at the second past predetermined time and a plurality of calculation results at the second past predetermined time. One or more sets of the above-mentioned past provisional decision-making combinations that derived the calculated past economic data that best reproduces the predicted past economic data at the second past predetermined period by comparing the past economic data with each other. Is determined as one or more predicted past decision-making combinations at a predetermined time in the past.

Next, the economic data calculation unit 252, which is a quantification means, calculated at least one set of past past decision-making combinations and initial conditions before the past period at each of the past periods. Quantify the variability of differences between one or more calculated historical economic data and the predicted historical economic data.

Thereafter, the economic data calculation unit 252, which is a comprehensive quantification means, performs a comprehensive quantification from a predetermined time in the past to a second predetermined time in the past based on the quantified value performed in each past period.

Finally, the evaluation unit 254, which is a means of forecasting past economic data, The predicted historical economic data with the smallest value is predicted as the ideal historical economic data for the past period.

The control unit 258 as the information receiving means can receive the initial disturbance conditions or the disturbance processing data obtained by performing the disturbance processing for changing the value of the initial condition or the relative ratio between the decision making means.

Further, the economic data overnight calculation unit 252, which is a disturbed past economic data calculating means, can calculate past economic data in a past period based on the disturbed data. Then, in that case, the economic data calculation unit 252, which is a quantification means, compares the obtained calculated disturbed past economic data with the predicted past economic data at each of the past periods. Quantify the variation of the differences.

The random number generation unit 250, which is a random number generation unit, has a function of generating random numbers of relative ratios of a plurality of decision-making combinations and predicted past economic data. Further, the random number generation section 250 can also serve as a random number generating means for generating random numbers of the disturbance processing data. The perturbation range of the perturbation process should be within the range of plus 0.01 to plus 10% or minus 0.01 to minus 10% of the value before the perturbation process, and preferably plus or minus 3%. Within the range. The other components have the same functions as the components shown in FIG. Industrial applicability

As described above, the economic data processing apparatus, the economic data processing method, the economic data processing system, and the information recording medium according to the present invention grasp the range of available options and make appropriate decision-making even if the economic structure changes. It is also useful for generating potential scenarios of future economic conditions. The present invention also predicts future price movements of various products, and It is suitable for proposing market-based purchasing information to market participants.

Claims

The scope of the claims

1. Decision-combination information of a combination of multiple decisions made by the economic agent to correct the imbalance between income and expenditure at a given time, and the time interval until the economic agent updates the decision. An information receiving means for receiving information on a certain decision update time interval;

Based on the decision combination information, the decision update time interval information, and the economic data before the predetermined time, perform an economic data calculation operation of calculating a calculated economic data at the predetermined time, From the above-mentioned predetermined time to the second predetermined time after the elapse of the above-mentioned decision update time interval, the calculated economic data at each step within the decision update time interval and the economic data after each step Economic data calculating means for calculating the economic data calculated at the time of the post-step from the combination of the decision making at the time of the post-step;

An economic data processing device comprising:

2. The economy according to claim 1, further comprising a random number generating means for expressing each decision in the decision making combination information by a relative ratio and generating the relative ratio as a random number. Data processing

3. Under the decision update time interval, comparing a plurality of calculated economic data at the second predetermined time with actual economic data at the second predetermined time, The best computational economic data that best reproduces the economic data is selected, and the best decision-making combination that led to the best computational economic data is determined based on the decision update time interval. Claim 1 further comprising: a decision identification means for identifying a combination of an actual decision at a predetermined time and a combination. Item 3. The economic data processing device according to item 2 or 2.

4. From the economic data calculation operation performed by combining a plurality of one or more decisions at the predetermined time, the economic data before the predetermined time, and the one or more decision update time intervals, before the predetermined time In response to external disturbance to economic data, or when the economic data calculation operation was independently attempted multiple times, the decision update time interval that led to the most stable calculated economic data and the intention at the predetermined time A decision update time interval identifying means for identifying a combination of the decision and a combination of the actual decision update time interval and the actual decision decision at the predetermined time;

The economic data processing device according to any one of claims 1 to 3, further comprising:

5. The economic data calculation means uses the combination of decisions at the predetermined time as the combination of decisions at each step time under the decision update time interval, and The economic data processing device according to any one of claims 1 to 4, wherein the economic data processing device calculates an overnight.

6. A random number adjusting means for adjusting the relative ratio of each best decision of the combination of the best decisions by adjusting a corrected random number is provided, and the economic data calculating means uses the corrected random number to The economic data processing device according to any one of claims 1 to 5, wherein the economic data is calculated.

7. The economic data calculating means quantifies the degree of change of each decision or the degree of bias toward a specific decision based on the time series transition of the combination of the best decisions. The economic data processing device according to any one of claims 1 to 6, characterized in that:

8. The economic data calculation means is based on the combination of the best decisions. The economic data processing device according to any one of claims 1 to 7, wherein a value of an imbalanced flow, which is a degree of imbalance between income and expenditure of the economic entity, is quantified. .

9. When the economic data calculating means calculates economic data that cannot actually occur, a calculating operation stopping means for stopping the calculation,

Counting means for counting the number of combinations of decision-makings whose calculation has been stopped;

The economic data processing device according to any one of claims 1 to 8, further comprising:

10. The economic data calculating means according to claim 9, wherein the economic data calculating means quantifies the difficulty of overcoming the economic situation based on the number of combinations of the decision-makings for which the calculation is stopped. Economic data processing device.

11. A data display means for displaying a plurality of the calculated economic data at the second predetermined time and a combination of the decision makings which led to the respective calculated economic data, is further provided. The economic data processing apparatus according to any one of claims 1 to 10, characterized in that:

12. Any one of claims 1 to 11 characterized by comprising at least one of an economic data file for storing economic data and a data input means for inputting data. Economic data processing device described in the item.

13 3. Decision-combination information of a combination of multiple decisions made by the economic agent to correct the imbalance between income and expenditure at a given time, and the time until the economic agent updates the decision An information receiving step of receiving information on the update time interval,

Calculation at the predetermined time based on the decision combination information, the information of the decision update time interval, and the economic data before the predetermined time In addition to performing the economic data calculation operation for calculating the above economic data, at each step within the decision update time interval from the predetermined time to the second predetermined time after the elapse of the decision update time interval An economic data calculation step of calculating the calculated economic data in the subsequent step from the calculated economic data in the above and the combination of the decision making in the subsequent step after each step;

An economic data processing method comprising:

14. A method according to claim 13, further comprising a random number generation step of representing each decision in said decision making combination information by a relative ratio and generating said relative ratio as a random number. Economic data processing method described in section.

15. Under the decision update time interval, comparing a plurality of calculated economic data at the second predetermined time with actual economic data at the second predetermined time, The best computational economic data that best reproduces the economic data of the above is selected and the best decision-making combination that led to the best computational economic data is based on the above decision-making update time interval. 15. The economic data processing method according to claim 13 or 14, further comprising a decision identification step of identifying a combination of an actual decision at a predetermined time.

16. The economic data calculation operation performed by combining a plurality of one or more decisions at the predetermined time, the economic data before the predetermined time, and the one or more decision update time intervals, For the external disturbance to economic data before the period, or when the economic data calculation operation was independently performed multiple times, the decision update time interval and the specified The combination of the decision-making at the time and the actual decision-updating time interval and the actual The economic data processing method according to any one of claims 13 to 15, further comprising a step of identifying a decision update time interval for identifying the combination with the combination.

17. The economic data calculation step includes calculating the economic data using the combination of the decisions at the predetermined time as the combination of the decisions at each step time based on the decision update time interval. The economic data processing method according to any one of claims 13 to 16, wherein the evening is calculated.

18. A random number adjusting step of adjusting a relative ratio of each best decision of the combination of the best decisions by adjusting a corrected random number, and the economic data calculating step includes using the corrected random number. The economic data processing method according to any one of claims 13 to 17, wherein the economic data for calculation is calculated.

19. The economic data calculation step is to quantify the degree of change of each decision or the degree of bias toward a specific decision based on the time series transition of the best decision combination. The economic data processing method according to any one of claims 13 to 18, wherein the method is characterized by the claims.

20. The economic data calculating step quantifies a value of an imbalance flow, which is a degree of imbalance between income and expenditure of an economic entity, based on the combination of the best decisions. The economic data processing method according to any one of paragraphs 13 to 19.

2 1. When the economic data calculation step calculates economic data that cannot actually occur, a calculation operation stopping step of stopping the calculation;

A counting step for counting the number of decision-making combinations whose calculation has been stopped;

Claims 13 to 20 further comprising: The economic data processing method according to item 1.

22. The economy according to claim 21, wherein the economic data calculation step quantifies the difficulty of overcoming an economic situation based on the number of combinations of decision-making that has been stopped. Data processing method.

23. The method further includes a data display step of displaying a plurality of the calculated economic data at the second predetermined time and a combination of the decision making that led to each of the calculated economic data. The economic data processing method according to any one of claims 13 to 22, characterized in that:

24. Any of claims 13 to 23, characterized by including at least one of an economic data file step for storing economic data and a data input step for inputting data. Or the economic data processing method according to item 1.

25. Decision-combination information of a combination of multiple decisions made by the economic agent to correct the imbalance between income and expenditure at a given time, and the time until the economic agent updates the decision An information receiving step of receiving information on the update time interval,

Based on the decision combination information, the decision update time interval information, and the economic data before the predetermined time, perform an economic data calculation operation of calculating a calculated economic data at the predetermined time, From the above-mentioned predetermined time to the second predetermined time after the elapse of the above-mentioned decision update time interval, the calculated economic data at each step within the decision update time interval and the economic data after each step An economic data calculation step of calculating the economic data calculated in the post-step from the combination of the decision making in the post-step;

An information recording medium storing a program including:

26. Relative ratio of each decision in the decision combination information 26. The information recording medium according to claim 25, wherein the information recording medium stores a program that includes a random number generation step of generating the relative ratio as a random number while representing the ratio as a random number.

27. Under the decision update time interval, comparing the plurality of calculated economic data at the second predetermined time with the actual economic data at the second predetermined time, The best computational economic data that best reproduces the data is selected, and the best decision-making combination that led to the best computational economic data is determined based on the decision update time interval at the predetermined value. 27. The information recording medium according to claim 25, further comprising: storing a program further comprising a decision identification step of identifying a combination of an actual decision at a time.

28. The economic data calculation operation performed by combining a plurality of one or more decisions at the predetermined time, the economic data before the predetermined time, and the one or more decision update time intervals. The time interval for the decision-making update that led to the most stable calculated economic data in response to external disturbances to economic data before the time period, or when the above-mentioned economic data calculation operation was independently attempted multiple times, A decision update time interval identifying step for identifying the combination of the decision at the time and the actual decision update time interval at the predetermined time and the combination of the actual decision,

28. The information recording medium according to any one of claims 25 to 27, further comprising a program stored therein.

29. In the economic data calculation step, based on the decision update time interval, a combination of the decision at the predetermined time is used as a combination of the decision at each step time, and the economic data on the calculation is calculated. 29. The information recording medium according to any one of claims 25 to 28, wherein evening is calculated.

30. The method further includes a random number adjusting step of adjusting the relative ratio of each best decision of the combination of the best decisions by adjusting a corrected random number. set forth in any one information recording medium of the second section 9 from the _second section 5 claims, characterized in that for calculating the economic data on calculation.

31. The economic data calculation step includes quantifying the degree of change in each decision or the degree of bias toward a particular decision based on the time series transition of the best decision combination. The information recording medium according to any one of claims 25 to 30, wherein the information recording medium is characterized by the claims.

32. The economic data calculating step quantifies a value of an imbalance flow, which is a degree of imbalance between income and expenditure of an economic entity, based on the combination of the best decisions. The information recording medium according to any one of paragraphs 25 to 31.

3 3. When the economic data overnight calculating step calculates an economic data that cannot occur in reality, a calculating operation stopping step of stopping the calculation;

The information recording medium according to any one of claims 25 to 32, wherein the information recording medium stores a program further comprising:

34. The information according to claim 33, wherein the economic data calculating step quantifies the difficulty of overcoming an economic situation based on the number of combinations of decision-making that has been stopped. recoding media.

35. A program further comprising a data display step of displaying a plurality of the calculated economic data at the second predetermined time and a combination of the decision making that led to each of the calculated economic data. The information according to any one of claims 25 to 34, wherein the information is stored. recoding media.

36. The method according to claim 25, wherein a program including at least one of an economic data file step for storing economic data and a data input step for inputting data is stored. The information recording medium according to any one of paragraphs 35 to 35.

3 7. At least, the projected future economic data for the future period, when economic data is not available, and the economic entities that carry out economic activities will be able to reduce the income and expenditures at certain times in the past and at certain times in the future. An information receiving means for receiving information on a combination of decision making means for correcting a plurality of decision making means for correcting an imbalanced state and an initial condition indicating the status of the plurality of decision making means before the above-mentioned certain period; ,

Means for setting a plurality of predicted future economic data,

A means for temporarily deciding a decision making combination that performs at least one trial to temporarily set the plurality of decision making combinations at a predetermined time in the future in the future assuming the forecast future economic data as actual economic data; For each of the trial acts, the obtained combination of the plurality of future provisional decision-making decisions obtained, the time interval data from the predetermined time in the future to the second predetermined time in the end of the future time, and Based on the above initial conditions at the past predetermined time, a plurality of calculated future economic data at the above predetermined future time are calculated, and at each future time from the above predetermined future time to the second predetermined future time, the above calculation is performed. Calculating the initial conditions at each of the above-mentioned future periods from the future economic data of Future economic data calculation means for calculating the calculated future economic data at each of the above-mentioned future periods, For each of the trial actions, the forecast future economic data at the second predetermined time is compared with the plurality of calculated future economic data at the second predetermined time, and the second future predetermined data is compared. One or more sets of the above-mentioned temporary provisional decision-making combinations that led to the calculated future economic data that best reproduces the above-mentioned forecast future economic data at the time Means for determining a combination of decision making and a predictive future decision making combination;

For each of the future periods, one or more calculated future economic data calculated from the one or more forecast future decision-making combinations and the initial conditions before the future period, and the predicted future economy A quantification means for quantifying the variation of the difference from

Comprehensive quantification means for performing comprehensive quantification from the predetermined time in the future to the second predetermined time in the future based on the quantified value performed for each of the future times,

Future economic data forecasting means for predicting the forecast future economic data in which the comprehensively quantified value is the smallest as the future economic data in the future period,

An economic data processing device comprising:

38. The information receiving means changes the value of the initial condition or the relative ratio between the decision making means and is obtained by performing at least one disturbance processing, and the disturbance processing is a disturbance initial condition or a disturbance relative ratio. Data can be accepted,

The apparatus further comprises a disturbed future economic data calculating means for calculating the calculated future economic data at the future time on the basis of the disturbance processing data, wherein the quantifying means comprises: Calculated disrupted future economic data obtained by means of future economic data calculation 38. The economic data processing apparatus according to claim 37, wherein a variation in a difference between the evening and the predicted future economic data is quantified.

39. The information receiving means receives a plurality of past economic days in the past period,

Past provisional setting decision combination means for provisionally setting the plurality of decision combinations at the past predetermined time;

The plurality of past provisional decision-making combinations, data of a decision update time interval that is a time interval until the economic entity updates the past provisional decision-making combination, and a plurality of data within the decision update time interval. A plurality of economic data calculated at the past predetermined time based on the data of the unit time interval divided into the unit time and the initial condition before the predetermined time in the past; In each of the unit periods up to a second past predetermined period, which is the end point of the decision update time interval, the initial condition is calculated from the calculated economic data, and the calculated initial condition and a plurality of items in the past predetermined period are calculated. Past economic data to calculate the calculated economic data at each of the above unit periods from the above provisional setting decision-making combination A calculation means,

By comparing the past economic data at the second past predetermined time with the plurality of calculated economic data at the second past predetermined time, the past economic data at the second past predetermined time is reproduced best. The above-mentioned temporary provisional decision-making combination that led to the calculation economic de-coupling is combined with the decision-making combination at the past predetermined time and the decision-making combination determining means for determining the combination.

39. The economic data processing device according to claim 37 or 38, further comprising:

40. The relative ratio of the plurality of decision-making combinations and the predicted general 38. The economic data processing system according to claim 37, further comprising a random number generating means for generating at least one of the random numbers in the next economic data.

41. The economic data processing apparatus according to claim 38, further comprising: a random number generating means for generating random numbers of said random number processing data.

4 2. Add the disturbance range of the disturbance process to the value before the disturbance process.

41. The economic data processing device according to claim 38 or 41, wherein the economic data is within 3% or within minus 3%.

43. At least one of the quantification means and the overall quantification means is calculated using a standard deviation or a deviation, any one of claims 37 to 42. The economic data processing device according to the item.

4 4. Under the condition that at least one of the data of the decision update time interval and the data of the unit time interval is changed, the future economic data prediction means predicts a future economic data at the future time. The economic data processing apparatus according to any one of claims 37 to 43, wherein

4 5. Interpolation and smoothing of the multiple comprehensive evaluations obtained by the comprehensive quantification means, and partial differentiation with respect to the value of each product type at each time to give zero or more minimum points Claims 37 to 44, further comprising means for determining an optimal product trading combination for determining a combination of a plurality of products at the minimum point as an optimal trading combination. Item 6. The economic data processing device according to any one of the above items.

46. The method according to claim 37, further comprising: economic condition change prediction means for predicting a change in economic condition according to the magnitude of the value quantified by said comprehensive quantification means. Economic data as described in any one of the clauses Processing equipment.

4 7. At least, forecast future economic data for the future period, when economic data is not available, and the economic entities that carry out economic activities will be able to calculate the income and expenditures for the past and future periods. An information receiving step for receiving information on a combination of decision making methods combining a plurality of decision making means for correcting an imbalanced state, and an initial condition indicating the status of the plurality of decision making means before the above-mentioned certain time; ,

A step of setting a plurality of forecast future economic data for setting the forecast future economic data,

A step of assuming the predicted future economic data as actual economic data, and a step of temporarily setting the plurality of decision-making combinations at a predetermined time in the future of the future at least once in a trial provisional decision-making combination step. For each of the trial actions, the obtained combination of the plurality of temporary provisional decision-making obtained, time interval data from the predetermined time in the future to the second predetermined time in the end of the future time, and Based on the above initial conditions at the past predetermined time, a plurality of calculated future economic data at the above predetermined future time are calculated, and at each future time from the above predetermined future time to the second predetermined future time, the above calculation is performed. The above-mentioned initial conditions at each of the above-mentioned future periods are calculated from the future economic data of A future economic data calculation step of calculating future economic data for each of the above-mentioned future periods from a plurality of future provisional decision-making combinations;

For each trial action, the forecast future economic data at the second predetermined time is compared with the plurality of calculated future economic data at the second predetermined time, and the second future predetermined data is calculated. Calculated future economic data that best reproduces the projected future economic data A predictive future decision-making combination determining step of determining one or more sets of the above-mentioned temporary provisional decision-making combinations derived from the one or more sets of the predicted future decision-making combinations at the predetermined time in the future,

For each of the future periods, one or more calculated future economic data calculated from the one or more forecast future decision-making combinations and the initial conditions before the future period, and the predicted future economy A quantification step for quantifying the variance of the data and

A comprehensive quantification step of performing a comprehensive quantification from the predetermined time in the future to the predetermined time in the second future based on the quantified value performed in each of the above-mentioned future times;

A future economic data forecast step in which the forecast future economic data in which the value of the comprehensive quantification becomes the smallest is predicted as the future economic data in the future time,

An economic data processing method comprising:

48. The information receiving step is a disturbance process that is a disturbance initial condition or a disturbance relative ratio obtained by performing at least one disturbance process, which changes a value of the initial condition or a relative ratio between the decision making means. Data can be accepted,

Further comprising a disturbed future economic data calculating step of calculating the calculated future economic data at the future time based on the disturbance processing data;

In the quantifying step, in each of the future periods, the variance of a difference between the calculated perturbed future economic data obtained in the perturbed future economic data calculating step and the predicted future economic data is quantified. The economic data processing method according to claim 47, wherein the economic data is processed.

4 9. The information receiving step includes a plurality of past economies in the past period. Accept data,

A past provisionally set decision-making combination step of temporarily setting the plurality of decision-making combinations at the past predetermined time;

The plurality of past provisional decision-making combinations, data of a decision update time interval that is a time interval until the economic entity updates the past provisional decision-making combination, and a plurality of data within the decision update time interval. A plurality of economic data calculated at the past predetermined time based on the data of the unit time interval divided into the unit time and the initial condition before the predetermined time in the past; In each of the unit periods up to a second past predetermined period, which is the end point of the decision update time interval, the initial condition is calculated from the calculated economic data, and the calculated initial condition and a plurality of items in the past predetermined period are calculated. Past economic data to calculate the calculated economic data at each of the above unit periods from the above provisional setting decision-making combination A calculation step,

The past economic data at the second past predetermined time is compared with the plurality of calculated economic data at the second past predetermined time, respectively. The above-mentioned temporary provisional decision-making combination leading to the economic data to be well reproduced is defined as a decision-making combination at the past predetermined time in the past and a decision-making combination determining step of deciding.

49. The economic data processing method according to claim 47 or 48, further comprising:

50. The system according to claim 47, further comprising a random number generation step of generating a random number for at least one of the relative ratio of the plurality of decision-making combinations and the predicted future economic data. The economic data processing method described.

51. The economic data processing method according to claim 48, further comprising a disturbance random number generation step of generating a random number for the disturbance processing data.

52. The claim 48 or 51, wherein the disturbance range of the disturbance process is within a range of plus 3% or minus 3% of a value before the disturbance process. Economic data processing method as described.

53. At least one of the quantification step and the overall quantification step is calculated using a standard deviation or a deviation. Or the economic data processing method described in paragraph 1.

5 4. Under the condition that at least one of the data of the decision update time interval and the data of the unit time interval is changed, the future economic data prediction step predicts the future economic data at the future time. The method for processing economic data according to any one of claims 47 to 53, wherein the method is carried out.

5 5. Interpolation and smoothing of the multiple comprehensive evaluations obtained in the overall quantification step, partial differentiation with respect to the value of each type of multiple products at each time to give one or more minimum points Claims 47 to 54 further comprising a step of determining an optimum product trading combination to detect and determine a combination of a plurality of products at the minimum point as an optimal trading combination. The economic data processing method according to any one of the above.

56. The method according to claim 47, further comprising: an economic situation change prediction step of predicting a change in economic situation according to the magnitude of the value quantified in said comprehensive quantification step. The economic data processing method according to any one of the preceding items.

5 7. At least in the future, when economic data is not available Of the future economic data projected in the above, and the multiple decision-making measures taken by the economic actor to carry out economic activities in order to correct the imbalance between income and expenditure at some time in the past and at some time in the future An information receiving step of receiving information on a combination of decisions and initial conditions indicating the states of the plurality of decision making means before the certain time,

A step of setting a plurality of predicted future economic data,

For each trial action, the forecast future economic data at the second predetermined time is compared with the plurality of calculated future economic data at the second predetermined time, and the second future predetermined data is calculated. One or more sets of the above-mentioned temporary provisional decision-making combinations that led to the calculated future economic data that best reproduces the above-mentioned projected future economic data at the time Decision combination and decision A predictive future decision combination decision step,

For each of the future periods, one or more calculated future economic data calculated from the one or more forecast future decision-making combinations and the initial conditions before the future period, and the predicted future economy A quantification step for quantifying the variation of the difference from the data;

A future economic data forecasting step in which the forecast future economic data in which the value of the comprehensive quantification becomes the smallest becomes the future economic data in the future time, and

An information recording medium storing a program including:

58. The information receiving step is a disturbance process that is a disturbance initial condition or a disturbance relative ratio obtained by performing at least one disturbance process that changes a value of the initial condition or a relative ratio between the decision making means. Data can be accepted,

In the quantifying step, in each of the future periods, the variance of a difference between the calculated perturbed future economic data obtained in the perturbed future economic data calculating step and the predicted future economic data is quantified. The information recording medium according to claim 57, wherein the information recording medium is converted into an information recording medium.

5 9. The information receiving step receives past economic data in the plurality of past periods,

Tentatively setting the plurality of decision-making combinations at the past predetermined time. Past decision-making combination steps

The plurality of past provisional decision-making combinations, data of a decision update time interval that is a time interval until the economic entity updates the past provisional decision-making combination, and a plurality of data within the decision update time interval. Calculating a plurality of calculated economic data at the predetermined time in the past based on the data of the unit time interval divided into the unit time and the initial condition before the predetermined time in the past; At each of the unit times from a predetermined time to a second past predetermined time which is the end point of the decision update time interval, the initial condition is calculated from the calculated economic data, and the calculated initial condition and the past Past economic data for calculating calculated economic data at each of the above unit periods from a plurality of the above-mentioned temporary setting decision-making combinations at a predetermined period A calculation step,

By comparing the past economic data at the second past predetermined time with the plurality of calculated economic data at the second past predetermined time, the past economic data at the second past predetermined time is reproduced best. The above-mentioned temporary provisional decision-making combination that led to the calculated economic data is combined with the above-mentioned decision-making combination at a predetermined time in the past and the decision-making combination-deciding step to be determined.

The information recording medium according to claim 57 or 58, further comprising a program stored therein.

60. A program further comprising a random number generating step of generating a random number for at least one of the relative ratio of the plurality of decision-making combinations and the predicted future economic data. The information recording medium according to claim 57, wherein

6. A program according to claim 5, wherein a program further comprising a random number generating step of generating random numbers for said random number processing data is stored. An information recording medium according to item 8.

62. The claim 58 or 61, wherein the disturbance range of the disturbance process is within a range of plus 3% or minus 3% of the value before the disturbance process. Information recording medium as described.

63. At least one of the quantification step and the overall quantification step is calculated using a standard deviation or a deviation, wherein any one of claims 57 to 62 is calculated. Or the information recording medium described in paragraph 1.

6 4. Under the condition that at least one of the data of the decision update time interval and the data of the unit time interval is changed, the future economic data forecasting step predicts future economic data at the future time. The information recording medium according to any one of claims 57 to 63, characterized by:

6 5. Interpolation and smoothing of the multiple comprehensive evaluations obtained in the overall quantification step, partial differentiation with respect to the value of each type of multiple products at each period to give one or more minimum points 57. A program according to claim 57, further comprising a step of detecting and determining a combination of a plurality of products at the minimum point as an optimal trading combination and a step of determining an optimal product trading combination. The information recording medium according to any one of paragraphs 6 to 64.

6. A program which further includes an economic situation change prediction step of predicting a change in economic situation according to the magnitude of the value quantified in the comprehensive quantification step. 57. The information recording medium according to any one of paragraphs 7 to 65.

6 7. The first computer that processes historical economic data,

An economic data processing system that is connected to the first computer via a communication network and has a second computer that seeks future economic data. So,

The first computer is

At a predetermined time in the past, a plurality of decision-making combinations that combine multiple decision-making means that economic agents performing economic activities perform to correct the imbalance between income and expenditure at a certain time in the past are provisionally set. Provisional setting

The plurality of past provisional decision-making combinations, the data of the decision update time interval, which is the time interval until the economic entity updates the past provisional decision-making combination, and a plurality of data within the decision update time interval. Based on the data of the unit time interval divided into the unit time of the above and the initial condition indicating the status of the plurality of decision making means before the above-mentioned predetermined time, a plurality of calculated economic data at the above-mentioned predetermined time are calculated. In each of the unit periods from the past predetermined time to the second past predetermined time which is the end point of the decision update time interval, the initial conditions are calculated from the calculated economic data, and the calculated initial conditions are calculated. And the plurality of tentatively-set decision-making combinations in the past predetermined time, the calculation in each unit time A past economic data calculating means for calculating the completed economic data, and comparing the past economic data at the second past predetermined time with the plurality of calculated economic data at the second past predetermined time. A decision-making combination determining means for determining the past provisional decision-making combination that derives the calculated economic data that best reproduces the past economic data at a predetermined time in the past with the decision-making combination at the predetermined time in the past; With

The second computer is

The data transmitted from the first computer and containing the decision-making combination at the past predetermined time and the time when economic data is not available A combination of forecasted future economic data for all future periods and multiple decision-making measures taken by the economic entity to remedy the imbalance between income and expenditure in the past or at some time in the future An information receiving means for receiving information of the determined combination,

Means for setting a plurality of predicted future economic data,

A means for temporarily deciding a decision making combination that performs at least one trial to temporarily set the plurality of decision making combinations at a predetermined time in the future in the future assuming the forecast future economic data as actual economic data; For each of the trial actions, the obtained combination of the plurality of temporary provisional decision-making obtained, time interval data from the predetermined time in the future to the second predetermined time in the end of the future time, and Based on the above initial conditions at the past predetermined time, a plurality of calculated future economic data at the above predetermined future time are calculated, and at each future time from the above predetermined future time to the second predetermined future time, the above calculation is performed. The above-mentioned initial conditions at each of the above-mentioned future periods are calculated from the future economic data of the above, and the calculated above-mentioned initial conditions and the above-mentioned plural numbers at the above-mentioned future predetermined period are calculated. Future economic data calculation means for calculating the calculated future economic data at each of the above-mentioned future periods,

For each of the trial actions, the forecast future economic data at the second predetermined time is compared with the plurality of calculated future economic data at the second predetermined time, and the second future predetermined data is compared. One or more sets of the above-mentioned temporary provisional decision-making combinations that led to the calculated future economic data that best reproduces the above-mentioned forecast future economic data at the time Means for determining a combination of decision making and a predictive future decision making combination; For each of the future periods, one or more calculated future economic data calculated from the one or more forecast future decision-making combinations and the initial conditions before the future period, and the predicted future economy A quantification means for quantifying the variation of the difference from the data,

An economic data processing system comprising:

6 8. An information receiving means for receiving information necessary for forecasting the economic downturn in the future,

Each future period calculated from a plurality of calculated future economic data calculated in each future period from a predetermined period in the future to the end of the future period, considering the plurality of predicted future economic data as actual economic data. Future economic data that calculates the calculated future economic data at each of the above-mentioned future times from the initial conditions indicating the status of the decision making means in, and the future tentatively-set decision-making combinations in which a plurality of future decision-making combinations are tentatively set. The calculating means compares the predicted future economic data at the end point of the future time with the plurality of calculated future economic data at the end point to calculate the predicted future economic data at the end point. Combine one or more of the above-mentioned temporary provisional decision-making combinations that led to the best-reproduced calculated future economic data. And future decisions combination determining means on the prediction determining the one or more sets of future decision sets only combination of prediction in ordinary life, in each of the future time, the future intentions on the one or more sets of predicted One or more calculated future economic data calculated from the determined combination and the initial conditions before the future time, and a quantification means for quantifying a variation in a difference between the predicted future economic data and the predicted future economic data;

Comprehensive quantification means for performing comprehensive quantification from the predetermined time in the future to the end point based on the quantified value performed for each future time,

An economic data processing device comprising:

6 9. An information receiving step for receiving information necessary for forecasting future economic data,

Each future period calculated from a plurality of calculated future economic data calculated in each future period from a predetermined period in the future to the end of the future period, considering the plurality of predicted future economic data as actual economic data. Future economic data that calculates the calculated future economic data at each of the above-mentioned future times from the initial conditions indicating the status of the decision making means in, and the future tentatively-set decision-making combinations in which a plurality of future decision-making combinations are tentatively set. Calculation steps,

The predicted future economic data at the end point of the future time is compared with the plurality of calculated future economic data at the end point to reproduce the predicted future economic data at the end point best. One or more sets of the above-mentioned temporary provisional decision-making combinations that led to the calculated future economic data are combined with one or more sets of the above-mentioned future decision-making combinations at the specified time in the future. In each of the above-mentioned future periods, one piece calculated from the above one or more sets of predicted future decision-making combinations and the above initial conditions before the above-mentioned future period. A quantification step for quantifying a variation in difference between the calculated future economic data and the predicted future economic data,

An overall quantification step of performing an overall quantification from the predetermined time in the future to the end point based on the quantified value performed for each of the future periods; and A future economic data forecasting step of forecasting future economic data as future economic data at the above-mentioned future time;

An economic data processing method comprising:

70. An information receiving step for receiving information necessary for predicting future economic data;

The predicted future economic data at the end point of the future time is compared with the plurality of calculated future economic data at the end point to reproduce the predicted future economic data at the end point best. One or more sets of the above-mentioned temporary provisional decision-making combinations that led to the calculated future economic data are combined with one or more sets of the above-mentioned future decision-making combinations at the specified time in the future. A decision combination decision step; and, in each of the future periods, one or more calculated future economic data calculated from the at least one set of predicted future decision making combinations and the initial conditions before the future period, Difference from forecasted future economic data A quantification step for quantifying the variation,

An information recording medium storing a program including:

7 1. Predicted historical economic data during the past period when economic data is available, and the economic activity of the economic activity should be taken to correct the imbalance in income and expenditure in the past period. Information receiving means for receiving information on a decision-making combination obtained by combining a plurality of decision-making means to be performed, and initial conditions indicating the states of the plurality of decision-making means before a certain time in the past; Means for setting historical data on forecasts for setting multiple data;

Past provisional setting decision-making combination means that considers the forecasted past economic data as actual economic data and performs one or more trial actions to provisionally set the above-mentioned plurality of decision-making combinations at a predetermined past time in the past. And for each of the trial acts, the obtained plurality of past provisional setting decision-making combinations, time interval data from the past predetermined time to the second past predetermined time, which is the end point of the past time, Based on the above-mentioned initial conditions of the past predetermined time and, a plurality of calculated past economic data at the past predetermined time is calculated, and the above-described calculation is performed at each past time from the past predetermined time to the second past predetermined time. The above initial conditions at each of the past periods are calculated from the above past economic data, and the calculated initial conditions and the plurality of initial conditions at the predetermined past time are calculated. From the past tentatively-set decision-making combinations of the past Completed data calculation means,

For each of the trial actions, the forecasted past economic data at the second past predetermined time is compared with the plurality of calculated past economic data at the second past predetermined time, and the second past predetermined data is compared. At least one set of the above-mentioned temporary provisional decision-making combinations that led to the calculated past economic data that best reproduces the above-mentioned predicted past economic data at the time Means for determining a combination of decision making and a past decision making decision

At each of the past periods, at least one calculated past economic data calculated from the at least one set of predicted past decision making combinations and the initial conditions before the past period, and Quantification means for quantifying the variability of differences from historical economic data of

A comprehensive quantification means for performing a comprehensive quantification from the past predetermined time to the second past predetermined time based on the quantified value performed at each of the past times,

A past economic data predicting means for predicting the predicted past economic data having the smallest value of the comprehensive quantification as ideal past economic data in the past period,

An economic data processing device comprising:

72. The information receiving means changes the value of the initial condition or the relative ratio between the decision making means, and is obtained by performing at least one disturbance processing. The disturbance processing is a disturbance initial condition or a disturbance relative ratio. Data can be accepted,

The apparatus further comprises a disturbed past economic data calculating means for calculating the calculated past economic data at the past time based on the disturbing processing data, wherein the quantifying means comprises: The scattered past economic data obtained by the disturbed past economic data calculating means and a variation in a difference between the predicted past economic data and the predicted past economic data are quantified. Economic data processing equipment.

73. A random number generating means for generating a random number for at least one of a relative ratio of the plurality of decision-making combinations and the predicted historical economic data, is further provided. Economic data processing described in item 1

74. The economic data processing apparatus according to claim 72, further comprising: a random number generating means for generating a random number of said random number processing data.

75. The perturbation range of the perturbation process should be within the range of plus 0.01 to plus 10% or minus 0.01 to minus 10% of the value before the perturbation process. The economic data processing apparatus according to claim 38, 41, 72 or 74, characterized in that:

7 6. Forecasted historical economic data during the past period when economic data is available, and the economic activity of the economic activity, in order to correct the imbalanced income and expenditure in the past period. An information receiving step for receiving information on a decision-making combination obtained by combining a plurality of decision-making means to be performed, and an initial condition indicating a status of the plurality of decision-making means before a certain time in the past;

A forecast past economic data setting step for setting a plurality of forecast past economic data,

Assuming the forecasted past economic data as actual economic data, a past provisional setting decision-making combination step in which one or more trial actions to provisionally set the plurality of decision-making combinations at a predetermined past time in the past period are performed When, For each of the trial actions, the obtained plurality of past provisional setting decision-making combinations, time interval data from the past predetermined time to the second past predetermined time that is the end point of the past time, and the past predetermined time Based on the above initial conditions of the timing and, a plurality of calculated past economic data at the past predetermined time is calculated, and at each past time from the past predetermined time to the second past predetermined time, The above-mentioned initial conditions at each of the above-mentioned past periods are calculated from the past economic data, and the above-mentioned initial conditions and the above-mentioned plurality of past provisionally set decision-making combinations at the above-mentioned predetermined past time are used to calculate each of the above-mentioned past periods, respectively. A past economic data overnight calculating step of calculating a calculated past economic data overnight in

For each of the trial actions, the forecasted past economic data at the second past predetermined time is compared with the plurality of calculated past economic data at the second past predetermined time, and the second past predetermined data is compared. At least one set of the above-mentioned temporary provisional decision-making combinations that led to the calculated past economic data that best reproduces the above-mentioned predicted past economic data at the time A step of determining a combination of decision making and a past past decision making decision;

For each of the past periods, one or more calculated past economic data calculated from the one or more forecast past decision combinations and the initial conditions before the past period, A quantification step to quantify the variability of the differences from

A comprehensive quantification step for performing a comprehensive quantification from the past predetermined time to the second past predetermined time based on the quantified value performed for each of the past times,

The past economic data, which forecasts the past economic data at which the comprehensively quantified value becomes the smallest, as ideal past economic data at the past time, Data prediction step,

An economic data processing method comprising:

7 7. The information receiving step is a disturbance process that is a disturbance initial condition or a disturbance relative ratio obtained by performing at least one disturbance process that changes a value of the initial condition or a relative ratio between the decision making means. Data can be accepted,

Further comprising a disturbed past economic data calculating step of calculating the calculated past economic data at the past time based on the perturbation processing data;

In the quantifying step, in each of the past periods, the calculated disturbed past economic data obtained in the disturbed past economic data calculating step, and the dispersion of the difference between the predicted past economic data and the predicted past economic data. The economic data processing method according to claim 76, wherein the economic data is quantified.

78. The method according to claim 76, further comprising a random number generating step of generating at least one of a relative ratio of the plurality of decision-making combinations and the predicted historical economic data. The economic data processing method described.

79. The economic data processing method according to claim 77, further comprising a disturbance random number generation step of generating a random number of said disturbance processing data.

80. The perturbation range of the perturbation process is set to a range of plus 0.01 to plus 10% or a minus 0.11 to minus 10% of the value before the perturbation process. The economic data processing method according to claim 48, 51, 77 or 79, characterized in that:

8 1. Forecasted historical economic data in past periods when economic data One night, the information of the decision-making combination that combines the multiple decision-making means that the economic entity performing economic activity performs to correct the imbalanced state of income and expenditure at a certain time in the past, and An information receiving step for receiving an initial condition indicating a state of a plurality of decision making means before a certain time,

A past provisional setting decision-making combination step in which the above-mentioned forecasted past economic data is regarded as actual economic data, and a trial action for temporarily setting at least one of the plurality of decision-making combinations at a predetermined past time in the past time is performed at least once. When,

For each of the trial actions, the obtained plurality of past provisional setting decision-making combinations, time interval data from the past predetermined time to the second past predetermined time that is the end point of the past time, and the past predetermined time Based on the above initial conditions of the timing and, a plurality of calculated past economic data at the past predetermined time is calculated, and at each past time from the past predetermined time to the second past predetermined time, The above-mentioned initial conditions at each of the above-mentioned past periods are calculated from the past economic data, and the above-mentioned initial conditions and the above-mentioned plurality of past provisionally set decision-making combinations at the above-mentioned predetermined past time are used to calculate each of the above-mentioned past periods, respectively. A past economic data calculation step for calculating the calculated past economic data in

For each of the trial actions, the forecasted past economic data at the second past predetermined time is compared with the plurality of calculated past economic data at the second past predetermined time, and the second past predetermined data is compared. One or more of the past provisional decision-making combinations that led to the calculated historical economic data that best reproduces the predicted historical economic data at the time One or more predictive past decision-making combinations at a time and a predictive past decision-making combination determining step;

At each of the past periods, at least one calculated past economic data calculated from the at least one set of predicted past decision making combinations and the initial conditions before the past period, and A quantification step to quantify the variability of the differences from

A comprehensive quantification step for performing a comprehensive quantification from the past predetermined time to the second past predetermined time based on the quantified value performed at each of the past times,

A past economic data predicting step of predicting the predicted past economic data having the smallest value of the comprehensive quantification as ideal past economic data in the past period,

An information recording medium characterized by storing a program including:

8 2. The information receiving step is a disturbance process that is a disturbance initial condition or a disturbance relative ratio obtained by performing at least one disturbance process, which changes a value of the initial condition or a relative ratio between the decision making means. Data can be accepted,

Further comprising a disturbed past economic data calculating step of calculating the calculated past economic data at the past time based on the disturb processing data;

The quantification step includes, for each of the past periods, a variation in difference between the calculated disturbed past economic data obtained by the disturbed past economic data calculation step and the predicted past economic data. The information recording medium according to claim 81, wherein the information recording medium is quantified.

8 3. A random number generating step of generating a random number at least one of the relative ratio of the plurality of decision-making combinations and the predicted historical economic data. The information recording medium according to claim 81, further comprising:

84. The information recording medium according to claim 82, wherein a program further comprising a disturbance random number generation step of generating a random number for said disturbance processing data is stored.

85. The disturbance range of the disturbance processing is set to a range of plus 0.01 to plus 10% or minus 0.01 to minus 10% of the value before the disturbance processing. The information recording medium according to claim 58, 61, 82, or 84, characterized in that: