The increasing evolution of social systems leads to increased immediacy of action and future unpredictability. The center views such social systems as nonlinear “complex systems” and aims to analyze mathematical structures and promote creative problem solving collaboration across industry, government, and academia. Analyses of financial markets will be one of the most important research objectives. Frequent market instability and turmoil impact various social, business, and government initiatives. Using advanced time series and network analysis methods, we will initially explore the scientific basis for effective “prediction and control” of financial crises.

The center is conducting data analysis in collaboration with the Financial Services Agency (FSA) under a basic agreement on cooperation and collaboration between FSA and the University of Tokyo.

• Estimation of Exogenous and Endogenous Factors in Stock Market Transactions and Quantification of Market States
• Construction of Early Warning Signals of Market Instability Based on Dynamical Network Marker (DNM) Theory

For more details, please visit our Research page.