WO2000079444A1 - Appareil, methode et systeme de traitement de donnees economiques et support porteur d'une information enregistree - Google Patents

Appareil, methode et systeme de traitement de donnees economiques et support porteur d'une information enregistree Download PDF

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Publication number
WO2000079444A1
WO2000079444A1 PCT/JP2000/004077 JP0004077W WO0079444A1 WO 2000079444 A1 WO2000079444 A1 WO 2000079444A1 JP 0004077 W JP0004077 W JP 0004077W WO 0079444 A1 WO0079444 A1 WO 0079444A1
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Prior art keywords
economic data
future
decision
past
economic
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PCT/JP2000/004077
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English (en)
Japanese (ja)
Inventor
Koichiro Matsuno
Koichi Hirano
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Koichiro Matsuno
Koichi Hirano
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Application filed by Koichiro Matsuno, Koichi Hirano filed Critical Koichiro Matsuno
Priority to AU54286/00A priority Critical patent/AU5428600A/en
Publication of WO2000079444A1 publication Critical patent/WO2000079444A1/fr

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    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q99/00—Subject matter not provided for in other groups of this subclass

Definitions

  • 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
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • An object of the present invention is to provide a data processing method, an economic data processing system, and an information recording medium.
  • 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.
  • 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.
  • 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.
  • 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.
  • the economic data calculating means includes a determination update time interval.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • past economic data was examined based on data on how each economic entity, such as households, businesses, and central banks, has made decisions.
  • 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
  • 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.
  • 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.
  • 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.
  • 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.
  • the amount of calculation can be reduced.
  • 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.
  • a plurality of calculated economic data at the specified time in the past are calculated
  • the second past which is the end point of the decision update time interval from the specified time in the past, is calculated.
  • the initial conditions are calculated from the calculated economic data, and the calculated initial conditions are compared with the past predetermined period.
  • 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.
  • 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.
  • 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.
  • 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 dressed economic delays due to disturbances in initial conditions. Therefore, more economic data transitions can be set.
  • 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.
  • 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.
  • 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.
  • 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;
  • 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.
  • 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 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.
  • 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.
  • 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
  • the initial conditions are calculated from the calculated economic data, and the calculated initial conditions and the past predetermined period are calculated.
  • 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.
  • 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 dressed economic data against disturbances such as initial conditions is reduced. Therefore, more economic data trends can be set.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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
  • 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.
  • 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 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 ⁇ or more calculated from the previous initial conditions and the predicted future economic data, and a quantified value for each future period
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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 satisfactory economic data against disturbances such as initial conditions is reduced. Therefore, more economic data trends can be set.
  • 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.
  • 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.
  • 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
  • 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
  • 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.
  • 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
  • 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
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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
  • 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.
  • 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.
  • 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.
  • 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
  • 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.
  • 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.
  • 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.
  • the forecast historical economic data referred to here includes actual economic data.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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
  • 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.
  • the forecast historical economic data referred to here includes actual economic data.
  • 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.
  • 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.
  • 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.
  • the amount of calculation can be reduced.
  • 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.
  • 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.
  • 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 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 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
  • 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
  • the forecast historical economic data referred to here includes actual economic data.
  • actual official discount rate as the forecasted past economic data
  • randomly generated values for other economic data calculate the degree of variation for each group of many virtual economic data You can also.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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. 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. 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. 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. 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.
  • 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.
  • economic entities five macroeconomic entities
  • Each of these five economic entities conducts economic activities through currency.
  • 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.
  • the commercial financial institution 3 may be divided into a public financial institution and a private financial institution.
  • private financial institutions may be divided into banks, trust companies, insurance companies, securities companies, and the like.
  • Fig. 1 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.
  • 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).
  • 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).
  • 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).
  • 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).
  • 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).
  • 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).
  • 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).
  • 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).
  • central bank 5 pays government treasury payment to government 4 (arrows 4 4).
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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
  • 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.
  • 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.
  • 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.
  • 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.
  • economic agents other than the central bank5 can take the following measures to eliminate the imbalanced flow.
  • 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.
  • 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.
  • 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 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.
  • 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.
  • 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.
  • 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.
  • a data input unit 57 which is a data input unit for the user to input data
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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).
  • 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).
  • 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).
  • the control unit 58 sets the decision parameter (Step S106), and passes the information to the economic data calculation unit 52.
  • 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).
  • 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).
  • 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.
  • 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.
  • 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.
  • 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).
  • 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.
  • 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.
  • 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.
  • a parallel computing technique may be used to improve the computation speed.
  • FIG. 13 is a diagram schematically showing an outline of a method for identifying a decision parameter at a predetermined time m.
  • 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.
  • 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.
  • a em_l represents the actual balance of the household's deposit one day before (m-1) at the specified time m.
  • the actual household account balance at m, m + 1, m + 2,... M + 8 is represented by A em, Aem + 1, A em + 2,.
  • the actual household deposit balance is represented by a black diamond.
  • the set of decision parameters at the predetermined time m is (xl, yl, zl), (x2, y2, z2), ( ⁇ 3, ⁇ 3, ⁇ 3), ⁇ (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.
  • These calculated household deposits may differ from the actual household deposits A em at the given time m.
  • the calculated household balance A sm is indicated by a white circle in Fig. 13.
  • 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.
  • the calculated household balance A sm (7) calculated from the seventh set of decision parameters is closest to the actual household balance A em.
  • 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.
  • 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.
  • the specified analysis period (At) and the analysis period are separated by the specified number of steps n, where ⁇ 1; 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, ⁇ t tends to become shorter and shorter as history progresses from the past to the present. Also, when compared between economic agents, ⁇ t 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.
  • a plurality (for example, 100 pairs) of combinations of ⁇ t 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.
  • a set of decision parameters at a predetermined time m is generated as a random number.
  • the set of this decision parameter overnight is 10 pieces.
  • 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.
  • 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 ⁇ t and n may be identified as actual ⁇ t and n. This method is also based on the above-mentioned stability that ⁇ 1: and n give similar results in all trials.
  • Equations 84a to 84i 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.
  • the decision parameter set (xbest, ybest, zbest) showing the smallest value is determined. Is determined as the relative ratio of
  • Equation 85 to Equation 107 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.
  • FIGS. 14 to 16 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • the decision parameters with higher reproducibility can be obtained by using the best decision parameters (Xbest, ybest, zbest) identified by the above evaluation.
  • (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.
  • the identification operation of each decision parameter after (m + 1) is performed.
  • 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 3 ⁇ 4 ( ⁇ 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.
  • the random number generation unit 50 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.
  • 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).
  • 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.
  • Step S208 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).
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • FIGS. 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.
  • 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)).
  • 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.
  • 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.
  • 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.
  • 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.
  • the economic data overnight calculation unit 52 calculates the economic data at each step time from m + l to m + n.
  • a set of decision parameters at a predetermined time m is fixed and used.
  • a set of decision parameters may be newly generated as a random number at each step time.
  • 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.
  • the tuning operation is provided for the tuning operation, only the corrected random number may be provided for the tuning operation.
  • 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.
  • the specificity of decision making is not limited to the calculation formula of Equation 114.
  • 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.
  • the difference between the maximum value and the minimum value in each decision parameter may be obtained, and the difference may be quantified.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • the display format can be any format such as graph only, graph and table, or table only.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • the overnight display section 255 can display the evaluation process of the evaluation section 254.
  • 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).
  • 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.
  • analysis conditions are input via the data input unit 257 (step S301).
  • 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.
  • 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).
  • 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).
  • the random number generation unit 250 generates decision parameters as random numbers in accordance with the type of the decision (step S305).
  • 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.
  • 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).
  • 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).
  • the economic data calculation unit 252 derives initial conditions at a predetermined time in the past (step S309).
  • 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).
  • 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).
  • the control unit 258 receives the information of the decision parameter for which the random number has been generated (Step S313).
  • 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.
  • 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.
  • Step S315) determines whether or not the number of trials stored in the memory 251 is reached in advance. 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.
  • 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.
  • 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.
  • the random number generation unit 250 generates a random number in order to disturb the initial condition of the past predetermined time (step S3118).
  • the control unit 258 receives information on the disturbance initial condition in which a random number has been generated (step S3119).
  • 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).
  • step S321 a random number is generated to disturb the initial condition of the future time following the predetermined time in the future.
  • the economic data overnight calculation unit 252 calculates the disturbed economic data in the future period using the disturbed data (step S32).
  • 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.
  • 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).
  • 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).
  • 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).
  • 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).
  • 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).
  • the data display unit 255 displays the obtained evaluation result on the screen in the form of a graph or a table (step S3311).
  • 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, 25, 25, 25, 25, 25, 25, 25, 25, 25, 25, 25, 25, 25, 25, 25, 25, 25, 25, 25, 25, 25, 25, 25, 25, 25, 25, 25, 25, 25, 25, and 27 are performed. May be.
  • a medium other than CD_ROM for example, a floppy disk, an optical disk, or the like may be used.
  • a parallel computing technique may
  • FIG. 40 is a diagram schematically showing an outline of a method for identifying decision parameters at a predetermined time m in the past.
  • 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.
  • 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.
  • 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.
  • 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.
  • a set of decision parameters at a predetermined time m in the past is (Xl, yl, zl), (x2, y2, z2), ( ⁇ 3, ⁇ 3, ⁇ 3), ⁇ ⁇ ( ⁇ 10, y 10, 0 10)
  • the calculated market price is represented by Asm.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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, ⁇ t tends to become shorter and shorter as history progresses from the past to the present. Also, when compared between economic agents, ⁇ t 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.
  • a plurality (for example, 100 sets) of combinations of ⁇ t 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.
  • a set of decision parameters at a predetermined time m in the past is generated as a random number.
  • this set of decision parameters is 10 pieces.
  • 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.
  • 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 ⁇ t 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 ⁇ t 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.
  • 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 ⁇ t.
  • 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 ⁇ t and n may be identified as actual ⁇ t 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.
  • ⁇ t and n have been treated as being common to all economic agents in this Macguchi economic model, ⁇ t and n can be fixed values that differ depending on each economic agent, or It may be a dynamic change value that depends on
  • the goal is to forecast future economic data (for example, market value, interest rate, and outstanding balance of financial instruments).
  • 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.
  • the end of the future period (t + k) is defined as the second future predetermined period.
  • 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.
  • we define the future time broadly as the time when actual economic data is not available.
  • the predetermined time in the future (t + 1) is set to 1
  • the next future time is (t + 2) one week after (t + 1)
  • the next future time is (t + 3) one week after (t + 2).
  • k in (t + k) be 3. Therefore, the second predetermined time in the future is (t + 3).
  • 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.
  • 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)
  • each decision parameter is set as w1, w2, w3.
  • 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).
  • 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.
  • 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, ⁇ 2), (x3, y3, z3), ... xl O, yl O, zl O).
  • 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) ”.
  • (x 2, y 2, ⁇ 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 compassion 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).
  • 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.
  • 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.
  • 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.
  • the disturbance processing may be independently performed plural times.
  • 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.
  • 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.
  • 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.
  • the rate of change of the market value before and after the disturbance is calculated using Equation 120.
  • 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.
  • 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.
  • Price movements of each financial product can be predicted.
  • 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.
  • 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.
  • 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.
  • the analysis period (n XA t) was set to 14 days, and the unit time interval ⁇ t was set to 7 days. You may do it. If n is short, or if n is long and ⁇ t 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 ⁇ t in the future. Units 1 and 11 have been used as common to all economic agents in this macroeconomic model.However, ⁇ t 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.
  • 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.
  • the combination of the decision parameters (h:] 3: a) is (0.02: 0.80: 0.18).
  • the combination of decision parameters ( ⁇ ′: ⁇ ′: ⁇ ′) 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
  • 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 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.
  • 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.
  • 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.
  • 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.
  • the set of decision parameters at the time is a set of decision parameters at a 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.
  • 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.
  • the display format can be any format such as a graph only, a graph and a table, or a table only.
  • 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.
  • ⁇ t 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.
  • 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 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.
  • 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.
  • 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.
  • the evaluator 504 predicts the predicted future economic data with the smallest total quantified value as the future economic data in the future period.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • the second embodiment of the economic data processing device can be used for analyzing past economic data.
  • 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.
  • 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 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.
  • 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.
  • 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.
  • 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.
  • 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
  • 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.

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  • Business, Economics & Management (AREA)
  • Physics & Mathematics (AREA)
  • General Business, Economics & Management (AREA)
  • General Physics & Mathematics (AREA)
  • Engineering & Computer Science (AREA)
  • Theoretical Computer Science (AREA)
  • Management, Administration, Business Operations System, And Electronic Commerce (AREA)

Abstract

Cet appareil de traitement de données économiques, qui est pourvu d'une unité de commande (58) destinée à recevoir une information relative à des combinaisons de décisions d'un agent économique ainsi qu'une information relative à une périodicité de mise à jour de décision, comporte également une unité de calcul de données économiques (52) permettant de calculer des données économiques, d'après l'information relative aux combinaisons de décisions d'agent économique, l'information relative à la périodicité de mise à jour de décision et des données économiques antérieures à un moment prédéterminé, ainsi que de calculer des données économiques en vue de calculs ultérieurs en fonction de données économiques aux fins d'un calcul utilisé à chaque stade et de combinaisons de décisions ultérieures postérieures à chaque stade de calcul. L'invention concerne également une méthode de traitement de données et un support porteur d'une information enregistrée dans lequel est mémorisé un programme d'exécution de ladite méthode.
PCT/JP2000/004077 1999-06-23 2000-06-22 Appareil, methode et systeme de traitement de donnees economiques et support porteur d'une information enregistree WO2000079444A1 (fr)

Priority Applications (1)

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AU54286/00A AU5428600A (en) 1999-06-23 2000-06-22 Economic data processing device, economic data processing method, economic data processing system, and information recorded medium

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JP17636099 1999-06-23
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CN111768282B (zh) * 2020-06-30 2023-11-28 深圳赛安特技术服务有限公司 数据分析方法、装置、设备及存储介质

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