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1 Slide Share

.pdf

12017/4/6

http://www.slideshare.net/mizutata/20170406x

http://www.mizutatakanobu.com/20170406x.pdf

http://www.mizutatakanobu.com/

http://www.slideshare.net/mizutata/20170406xhttp://www.mizutatakanobu.com/20170406x.pdfhttp://www.mizutatakanobu.com/

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2000 2002 2004 2005

2006 2010

2008 2011 20149 2007 2009

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2016/10/29 26Web

Slide Share .pdf

http://www.slideshare.net/mizutata/20161029x

http://www.mizutatakanobu.com/20161029x.pdf

2016/7/13

Slide Share .pdf

http://www.slideshare.net/mizutata/20160713

http://www.mizutatakanobu.com/20160713.pdf

URL

2017/2/28 182017 AI()

2016/10/5

Slide Share .pdf

http://www.slideshare.net/mizutata/20161005x

http://www.mizutatakanobu.com/20161005x.pdf

http://blogs.yahoo.co.jp/mizuta_ta/28581614.html

http://www.slideshare.net/mizutata/20161029xhttp://www.mizutatakanobu.com/20161029x.pdfhttp://www.slideshare.net/mizutata/20160713http://www.mizutatakanobu.com/20160713.pdfhttp://www.slideshare.net/mizutata/20161005xhttp://www.mizutatakanobu.com/20161005x.pdfhttp://blogs.yahoo.co.jp/mizuta_ta/28581614.html

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The White House, Office of the Press Secretary, Executive Order 13563 -- Improving Regulation and Regulatory Review January 18, 2011.

https://www.whitehouse.gov/the-press-office/2011/01/18/executive-order-13563-improving-regulation-and-regulatory-review

ERM2016.03 http://www2.deloitte.com/jp/ja/pages/financial-services/articles/ins/ins-regulator.html?Id=jp:2sm:3tw:4dcom_share:5awa:6dcom:financial_services

Our regulatory system must protect public health, welfare, safety, and our environment while promoting economic growth, innovation, competitiveness, and job creation . . . It must identify and use the best, most innovative, and least burdensome tools for achieving regulatory ends.

BARACK OBAMA

Our regulatory system must protect public health, welfare, safety, and our environment while promoting economic growth, innovation, competitiveness, and job creation . . . It must identify and use the best, most innovative, and least burdensome tools for achieving regulatory ends.

BARACK OBAMA

https://www.whitehouse.gov/the-press-office/2011/01/18/executive-order-13563-improving-regulation-and-regulatory-reviewhttps://www.whitehouse.gov/the-press-office/2011/01/18/executive-order-13563-improving-regulation-and-regulatory-reviewhttps://www.whitehouse.gov/the-press-office/2011/01/18/executive-order-13563-improving-regulation-and-regulatory-reviewhttps://www.whitehouse.gov/the-press-office/2011/01/18/executive-order-13563-improving-regulation-and-regulatory-reviewhttps://www.whitehouse.gov/the-press-office/2011/01/18/executive-order-13563-improving-regulation-and-regulatory-reviewhttps://www.whitehouse.gov/the-press-office/2011/01/18/executive-order-13563-improving-regulation-and-regulatory-reviewhttps://www.whitehouse.gov/the-press-office/2011/01/18/executive-order-13563-improving-regulation-and-regulatory-reviewhttps://www.whitehouse.gov/the-press-office/2011/01/18/executive-order-13563-improving-regulation-and-regulatory-reviewhttps://www.whitehouse.gov/the-press-office/2011/01/18/executive-order-13563-improving-regulation-and-regulatory-reviewhttps://www.whitehouse.gov/the-press-office/2011/01/18/executive-order-13563-improving-regulation-and-regulatory-reviewhttps://www.whitehouse.gov/the-press-office/2011/01/18/executive-order-13563-improving-regulation-and-regulatory-reviewhttps://www.whitehouse.gov/the-press-office/2011/01/18/executive-order-13563-improving-regulation-and-regulatory-reviewhttps://www.whitehouse.gov/the-press-office/2011/01/18/executive-order-13563-improving-regulation-and-regulatory-reviewhttps://www.whitehouse.gov/the-press-office/2011/01/18/executive-order-13563-improving-regulation-and-regulatory-reviewhttps://www.whitehouse.gov/the-press-office/2011/01/18/executive-order-13563-improving-regulation-and-regulatory-reviewhttps://www.whitehouse.gov/the-press-office/2011/01/18/executive-order-13563-improving-regulation-and-regulatory-reviewhttps://www.whitehouse.gov/the-press-office/2011/01/18/executive-order-13563-improving-regulation-and-regulatory-reviewhttps://www.whitehouse.gov/the-press-office/2011/01/18/executive-order-13563-improving-regulation-and-regulatory-reviewhttps://www.whitehouse.gov/the-press-office/2011/01/18/executive-order-13563-improving-regulation-and-regulatory-reviewhttps://www.whitehouse.gov/the-press-office/2011/01/18/executive-order-13563-improving-regulation-and-regulatory-reviewhttp://www2.deloitte.com/jp/ja/pages/financial-services/articles/ins/ins-regulator.html?Id=jp:2sm:3tw:4dcom_share:5awa:6dcom:financial_serviceshttp://www2.deloitte.com/jp/ja/pages/financial-services/articles/ins/ins-regulator.html?Id=jp:2sm:3tw:4dcom_share:5awa:6dcom:financial_serviceshttp://www2.deloitte.com/jp/ja/pages/financial-services/articles/ins/ins-regulator.html?Id=jp:2sm:3tw:4dcom_share:5awa:6dcom:financial_serviceshttp://www2.deloitte.com/jp/ja/pages/financial-services/articles/ins/ins-regulator.html?Id=jp:2sm:3tw:4dcom_share:5awa:6dcom:financial_serviceshttp://www2.deloitte.com/jp/ja/pages/financial-services/articles/ins/ins-regulator.html?Id=jp:2sm:3tw:4dcom_share:5awa:6dcom:financial_serviceshttp://www2.deloitte.com/jp/ja/pages/financial-services/articles/ins/ins-regulator.html?Id=jp:2sm:3tw:4dcom_share:5awa:6dcom:financial_serviceshttp://www2.deloitte.com/jp/ja/pages/financial-services/articles/ins/ins-regulator.html?Id=jp:2sm:3tw:4dcom_share:5awa:6dcom:financial_serviceshttp://www2.deloitte.com/jp/ja/pages/financial-services/articles/ins/ins-regulator.html?Id=jp:2sm:3tw:4dcom_share:5awa:6dcom:financial_services

John McMillan (2002, 2007)

7

8

, 2007/3/29 http://www.nttpub.co.jp/search/books/detail/100001751

http://www.nttpub.co.jp/search/books/detail/100001751http://www.nttpub.co.jp/search/books/detail/100001751http://www.nttpub.co.jp/search/books/detail/100001751

9

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*

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Multi Agent Model Agentheterogeneous

Agent Based Model Agenthomogeneous

Artificial Market Model: Agent Based Model

Agent Based Model, Multi-Agent Model, Artificial Market Model

20

SCIENCE

Battiston et al. (2016) Complexity theory and financial regulation-Economic policy needs interdisciplinary network analysis and behavioral modeling-, Science 19 Feb 2016, Vol. 351, Issue 6275, pp. 818-819. http://science.sciencemag.org/content/351/6275/818

21

http://science.sciencemag.org/content/351/6275/818http://science.sciencemag.org/content/351/6275/818

22

DSGEDSGE

EU

Integrated Macro-Financial Modelling for Robust Policy Design Work Package 7: Bridging agent-based and dynamic-stochastic-general-equilibrium modelling approaches for building policy-focused macro financial models http://www.macfinrobods.eu/research/workpackages/WP7/wp7.html

22

http://www.macfinrobods.eu/research/workpackages/WP7/wp7.htmlhttp://www.macfinrobods.eu/research/workpackages/WP7/wp7.htmlhttp://www.macfinrobods.eu/research/workpackages/WP7/wp7.html

Braun-Munzinger et. al. Staff working paper no. 592 an agent-based model of dynamics in corporate bond trading http://www.bankofengland.co.uk/research/Pages/workingpapers/2016/swp592.aspx

23

http://www.bankofengland.co.uk/research/Pages/workingpapers/2016/swp592.aspxhttp://www.bankofengland.co.uk/research/Pages/workingpapers/2016/swp592.aspx

24

24

Toshiyuki Sakiyama and Tetsuya Yamada Market Liquidity and Systemic Risk in Government Bond Markets: A Network Analysis and Agent-Based Model Approach http://www.imes.boj.or.jp/research/abstracts/english/16-E-13.html () https://www.boj.or.jp/research/wps_rev/lab/lab16j09.htm/

JPX

http://www.imes.boj.or.jp/research/abstracts/english/16-E-13.htmlhttp://www.imes.boj.or.jp/research/abstracts/english/16-E-13.htmlhttp://www.imes.boj.or.jp/research/abstracts/english/16-E-13.htmlhttp://www.imes.boj.or.jp/research/abstracts/english/16-E-13.htmlhttp://www.imes.boj.or.jp/research/abstracts/english/16-E-13.htmlhttp://www.imes.boj.or.jp/research/abstracts/english/16-E-13.htmlhttps://www.boj.or.jp/research/wps_rev/lab/lab16j09.htm/https://www.boj.or.jp/research/wps_rev/lab/lab16j09.htm/

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http://www.jpx.co.jp/corporate/research-study/

working-paper/tvdivq0000008q5y-att/

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JPX

http://www.jpx.co.jp/corporate/research-study/working-paper/ 38

JPX Vol.2 (2013130)

http://www.jpx.co.jp/corporate/research-study/working-paper/http://www.jpx.co.jp/corporate/research-study/working-paper/http://www.jpx.co.jp/corporate/research-study/working-paper/http://www.jpx.co.jp/corporate/research-study/working-paper/http://www.jpx.co.jp/corporate/research-study/working-paper/http://www.jpx.co.jp/corporate/research-study/working-paper/http://www.jpx.co.jp/corporate/research-study/working-paper/

2013330

http://www.sankeibiz.jp/macro/news/130330/eca1303300801002-n1.htm 39

http://www.sankeibiz.jp/macro/news/130330/eca1303300801002-n1.htmhttp://www.sankeibiz.jp/macro/news/130330/eca1303300801002-n1.htmhttp://www.sankeibiz.jp/macro/news/130330/eca1303300801002-n1.htmhttp://www.sankeibiz.jp/macro/news/130330/eca1303300801002-n1.htm

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53

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54 54

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55

VaR

* 2016 III

http://www.slideshare.net/mizutata/20160805 http://www.mizutatakanobu.com/20160805.pdf * (2014) , 2014926 8404 http://www.mizutatakanobu.com/jphd.htm * Mizuta (2016) A Brief Review of Recent Artificial Market Simulation Studies for Financial Market Regulations And/Or Rules, SSRN Working Paper Series http://ssrn.com/abstract=2710495

http://www.slideshare.net/mizutata/20160805http://www.slideshare.net/mizutata/20160805http://www.mizutatakanobu.com/20160805.pdfhttp://www.mizutatakanobu.com/20160805.pdfhttp://www.geocities.jp/mizuta_ta/jphd.htmhttp://www.geocities.jp/mizuta_ta/jphd.htmhttp://ssrn.com/abstract=2710495http://ssrn.com/abstract=2710495