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In this article we discuss the distribution of asset price movements by the market potential function. From the principle of free energy minimization we analyze two different kinds of market potentials. We obtain a U-shaped potential when…

Statistical Finance · Quantitative Finance 2014-03-14 Dong Han Kim , Stefano Marmi

Earthquakes are among the most immediate and deadly natural disasters that humans face. Accurately forecasting the extent of earthquake damage and assessing potential risks can be instrumental in saving numerous lives. In this study, we…

Computer Vision and Pattern Recognition · Computer Science 2024-02-06 Koyu Mizutani , Haruki Mitarai , Kakeru Miyazaki , Soichiro Kumano , Toshihiko Yamasaki

This paper explores when the financial market lost the price formation function in prewar Japan in the sense of Fama's (1970) semi-strong form market efficiency using a new dataset. We particularly focus on the relationship between the…

Statistical Finance · Quantitative Finance 2021-06-04 Kenichi Hirayama , Akihiko Noda

This paper develops a method for estimating housing production functions when builders choose capital after observing local conditions that are unobserved by the econometrician. Because observed capital variation reflects both technological…

General Economics · Economics 2026-05-06 Yusuke Adachi

This study examines the adaptive market hypothesis (AMH) in Japanese stock markets (TOPIX and TSE2). In particular, we measure the degree of market efficiency by using a time-varying model approach. The empirical results show that (1) the…

Statistical Finance · Quantitative Finance 2016-10-18 Akihiko Noda

This study explores the time-varying structure of market efficiency in the prewar and wartime Japanese stock market using a new market capitalization-weighted stock price index, the equity performance index. We examine whether the adaptive…

Statistical Finance · Quantitative Finance 2024-05-17 Kenichi Hirayama , Akihiko Noda

This paper is the first study to examine the time instability of the APT in the Japanese stock market. In particular, we measure how changes in each risk factor affect the stock risk premiums to investigate the validity of the APT over…

Statistical Finance · Quantitative Finance 2024-03-18 Koichiro Moriya , Akihiko Noda

In this paper, we investigate the impact of mortgage rates on home prices, and how the impact may be used to help property purchase discussions at individual buyer level and to adjust home price indices across time. A mortgage-rate-adjusted…

General Finance · Quantitative Finance 2022-07-08 Honggao Cao

The stock market has been established since the 13th century, but in the current epoch of time, it is substantially more practicable to anticipate the stock market than it was at any other point in time due to the tools and data that are…

Statistical Finance · Quantitative Finance 2023-10-27 Ryan Chipwanya

To investigate the actual phenomena of transport on a complex network, we analysed empirical data for an inter-firm trading network, which consists of about one million Japanese firms and the sales of these firms (a sale corresponds to the…

General Finance · Quantitative Finance 2015-03-19 Hayafumi Watanabe , Hideki Takayasu , Misako Takayasu

Confronted with the spatial heterogeneity of real estate market, some traditional research utilized Geographically Weighted Regression (GWR) to estimate the house price. However, its kernel function is non-linear, elusive, and complex to…

Applications · Statistics 2022-02-10 Zimo Wang , Yicheng Wang , Sensen Wu

Smart city [1] planning is crucial as it should balance among resources and the needs of the city .It allows to achieve good eco-friendly industries, there by supporting both the nature and the stake holders. Setting up an industry is a…

Computers and Society · Computer Science 2014-06-20 Thomas Joseph

By fully accounting for the distinct tariff regimes levied on imported meat, we estimate substitution elasticities of Japan's two-stage import aggregation functions for beef, chicken and pork. While the regression analysis crucially depends…

Econometrics · Economics 2024-12-31 Satoshi Nakano , Kazuhiko Nishimura

In declining and ageing societies, local communities face the `risk of eventual extinction.' In Japan, a population equivalent to that of an entire city is lost every year, representing one of the most severe cases of population decline.…

Physics and Society · Physics 2025-11-18 Takaaki Aoki , Kohei Nagamachi , Tetsuya Shimane

In the trend towards the globalization of football and the increasing commercialization of professional football clubs, a methodology for calculating the firm value of clubs in non-western countries has yet to be established. This study…

Applications · Statistics 2024-06-25 Masaaki Kimura , Zen Walsh , Takuo Inoue , Toshiya Takahashi , Hideki Koizumi

Accurate prediction of house price, a vital aspect of the residential real estate sector, is of substantial interest for a wide range of stakeholders. However, predicting house prices is a complex task due to the significant variability…

Machine Learning · Computer Science 2024-09-10 Md Hasebul Hasan , Md Abid Jahan , Mohammed Eunus Ali , Yuan-Fang Li , Timos Sellis

This project aims at creating an investment device to help investors determine which real estate units have a higher return to investment in Madrid. To do so, we gather data from Idealista.com, a real estate web-page with millions of real…

General Finance · Quantitative Finance 2020-08-07 Monica Azqueta-Gavaldon , Gonzalo Azqueta-Gavaldon , Inigo Azqueta-Gavaldon , Andres Azqueta-Gavaldon

This study investigates the efficacy of machine learning models for predicting house rental prices in Ghana, addressing the need for accurate and accessible housing market information. Utilising a comprehensive dataset of rental listings,…

Machine Learning · Computer Science 2025-01-14 Philip Adzanoukpe

Understanding spatial openness is vital for improving residential quality and design; however, studies often treat its influencing factors separately. This study developed a quantitative framework to evaluate the spatial openness in housing…

Computer Vision and Pattern Recognition · Computer Science 2025-12-23 Takuya OKi , Yuan Liu

Public availability of Artificial Intelligence generated information can change the markets forever, and its factoring into economical dynamics may take economists by surprise, out-dating models and schools of thought. Real estate…

General Economics · Economics 2024-05-30 Viorel Silaghi , Zobaida Alssadi , Ben Mathew , Majed Alotaibi , Ali Alqarni , Marius Silaghi