Directory of Researchers
| KOBAYASHI Teruyoshi |  |
| Graduate School of Economics / Division of Economics | |
| Professor | |
| Business / Economics |
Researcher Profile and Settings
Affiliation
＜Faculty / Graduate School / Others＞
Graduate School of Economics / Division of Economics＜Related Faculty / Graduate School / Others＞
Faculty of Economics / Department of Economics, Center for Computational Social Science (CCSS)
Teaching
- Graduate School of Economics, 2021, Seminar
- Graduate School of Economics, 2021, Seminar
- Faculty of Economics, 2021, SeminarⅡ
- Faculty of Economics, 2021, Intermediate Macroeconomics
Research at Kobe
Research Activities
Research Interests
Research Areas
- Natural sciences / Mathematical physics and basic theory
- Humanities & social sciences / Theoretical economics
Awards
Sep. 2021 KDDI財団, KDDI Foundation Award 貢献賞
Mar. 2020 村尾育英会, 学術賞, 「社会・経済ネットワークの動的解析」
2004 大阪大学社会経済研究所, 森口賞入賞
2003 神戸大学経済経営研究所, 兼松フェローシップ
Published Papers
- May 2021, システム制御情報学会「システム／制御／情報」, 65 (5), 163 - 168, Japanese金融システムに潜むネットワーク上の連鎖破綻リスク
[Refereed][Invited]
International conference proceedings
- Corresponding, Elsevier BV, May 2021, European Economic Review, 134, 103707 - 103707, English
[Refereed]
Scientific journal
Densification and sparsification of social networks are attributed to two fundamental mechanisms: a change in the population in the system, and/or a change in the chances that people in the system are connected. In theory, each of these mechanisms generates a distinctive type of densification scaling, but in reality both types are generally mixed. Here, we develop a Bayesian statistical method to identify the extent to which each of these mechanisms is at play at a given point in time, taking the mixed densification scaling as input. We apply the method to networks of face-to-face interactions of individuals and reveal that the main mechanism that causes densification and sparsification occasionally switches, the frequency of which depending on the social context. The proposed method uncovers an inherent regime-switching property of network dynamics, which will provide a new insight into the mechanics behind evolving social interactions.
Springer Science and Business Media LLC, Feb. 2021, Scientific Reports, 11 (3160), International magazine[Refereed]
Scientific journal
- Nov. 2020, Physical Review E, 102 (052302), EnglishTwo types of densification scaling in the evolution of temporal networks
[Refereed]
Scientific journal
- Corresponding, 2020, Journal of Computational Social Science, English, Co-authored internationallyDetecting multi-timescale consumption patterns from receipt data: A non-negative tensor factorization approach
[Refereed]
Scientific journal
- Lead, Jan. 2019, Nature Communications, 10 (220), English, Co-authored internationally
[Refereed]
Scientific journal
- Dec. 2018, Journal of Banking & Finance, EnglishIdentifying relationship lending in the interbank market: A network approach
[Refereed]
Scientific journal
- Oct. 2018, 国民経済雑誌, 218, Japanese非負値テンソル分解による動的な社会・経済行動パターンの抽出
Research institution
- Jul. 2018, Scientific Reports, English
[Refereed]
Scientific journal
- Jun. 2018, EPJ Data Science, 7 (15), EnglishSocial dynamics of financial networks
[Refereed]
Scientific journal
- Jan. 2018, Journal of Computational Social Science, 1, 81 - 114, EnglishNetwork models of financial systemic risk: A review
[Refereed]
Scientific journal
- Nov. 2016, 国民経済雑誌, Japaneseネットワークにおける複数頂点組の力学的重要性に関する数値的検証
Scientific journal
- Nov. 2016, 國民經濟雜誌, 214 (5), 39 - 50, Japaneseネットワークにおける複数頂点組の力学的重要性に関する数値的検証
Scientific journal
A practical approach to protecting networks against epidemic processes such as spreading of infectious diseases, malware, and harmful viral information is to remove some influential nodes beforehand to fragment the network into small components. Because determining the optimal order to remove nodes is a computationally hard problem, various approximate algorithms have been proposed to efficiently fragment networks by sequential node removal. Morone and Makse proposed an algorithm employing the non-backtracking matrix of given networks, which outperforms various existing algorithms. In fact, many empirical networks have community structure, compromising the assumption of local tree-like structure on which the original algorithm is based. We develop an immunization algorithm by synergistically combining the Morone-Makse algorithm and coarse graining of the network in which we regard a community as a supernode. In this way, we aim to identify nodes that connect different communities at a reasonable computational cost. The proposed algorithm works more efficiently than the Morone-Makse and other algorithms on networks with community structure.
NATURE PUBLISHING GROUP, Nov. 2016, SCIENTIFIC REPORTS, 6, English[Refereed]
Scientific journal
Threshold models of global cascades have been extensively used to model real-world collective behavior, such as the contagious spread of fads and the adoption of new technologies. A common property of those cascade models is that a vanishingly small seed fraction can spread to a finite fraction of an infinitely large network through local infections. In social and economic networks, however, individuals' behavior is often influenced not only by what their direct neighbors are doing, but also by what the majority of people are doing as a trend. A trend affects individuals' behavior while individuals' behavior creates a trend. To analyze such a complex interplay between local- and global-scale phenomena, I generalize the standard threshold model by introducing a type of node called global nodes (or trend followers), whose activation probability depends on a global-scale trend, specifically the percentage of activated nodes in the population. The model shows that global nodes play a role as accelerating cascades once a trend emerges while reducing the probability of a trend emerging. Global nodes thus either facilitate or inhibit cascades, suggesting that a moderate share of trend followers may maximize the average size of cascades.
AMER PHYSICAL SOC, Dec. 2015, PHYSICAL REVIEW E, 92 (6), English[Refereed]
Scientific journal
The seniority of debt, which determines the order in which a bankrupt institution repays its debts, is an important and sometimes contentious feature of financial crises, yet its impact on system wide stability is not well understood. We capture seniority of debt in a multiplex network, a graph of nodes connected by multiple types of edges. Here an edge between banks denotes a debt contract of a certain level of seniority. Next we study cascading default. There exist multiple kinds of bankruptcy, indexed by the highest level of seniority at which a bank cannot repay all its debts. Self-interested banks would prefer that all their loans be made at the most senior level. However, mixing debts of different seniority levels makes the system more stable in that it shrinks the set of network densities for which bankruptcies spread widely. We compute the optimal ratio of senior to junior debts, which we call the optimal seniority ratio, for two uncorrelated Erdos-Renyi networks. If institutions erode their buffer against insolvency, then this optimal seniority ratio rises; in other words, if default thresholds fall, then more loans should be senior. We generalize the analytical results to arbitrarily many levels of seniority and to heavy-tailed degree distributions.
AMER PHYSICAL SOC, Jun. 2015, PHYSICAL REVIEW E, 91 (6), English[Refereed]
Scientific journal
- Dec. 2014, 国民経済雑誌, Japanese金融ネットワークとネットワーク理論 －現状と課題ー
[Invited]
Research institution
I show the equivalence between a model of financial contagion and the threshold model of global cascades proposed by Watts (2002). The model financial network comprises banks that hold risky external assets as well as interbank assets. It is shown that a simple threshold model can replicate the size and the frequency of financial contagion without using information about individual balance sheets. (C) 2014 The Author. Published by Elsevier B.V. This is an open access article under the CC BY license (http://creativecommons.org/licenses/by/3.0/).
ELSEVIER SCIENCE SA, Jul. 2014, ECONOMICS LETTERS, 124 (1), 113 - 116, English[Refereed]
Scientific journal
Many immunization strategies have been proposed to prevent infectious viruses from spreading through a network. In this work, we study efficient immunization strategies to prevent a default contagion that might occur in a financial network. An essential difference from the previous studies on immunization strategy is that we take into account the possibility of serious side effects. Uniform immunization refers to a situation in which banks are "vaccinated'' with a common low-risk asset. The riskiness of immunized banks will decrease significantly, but the level of systemic risk may increase due to the de-diversification effect. To overcome this side effect, we propose another immunization strategy, called counteractive immunization, which prevents pairs of banks from failing simultaneously. We find that counteractive immunization can efficiently reduce systemic risk without altering the riskiness of individual banks.
NATURE PUBLISHING GROUP, Jan. 2014, SCIENTIFIC REPORTS, 4, 3834, English[Refereed]
Scientific journal
The question of how to stabilize financial systems has attracted considerable attention since the global financial crisis of 2007-2009. Recently, Beale et al. [Proc. Natl. Acad. Sci. USA 108, 12647 (2011)] demonstrated that higher portfolio diversity among banks would reduce systemic risk by decreasing the risk of simultaneous defaults at the expense of a higher likelihood of individual defaults. In practice, however, a bank default has an externality in that it undermines other banks' balance sheets. This paper explores how each of these different sources of risk, simultaneity risk and externality, contributes to systemic risk. The results show that the allocation of external assets that minimizes systemic risk varies with the topology of the financial network as long as asset returns have negative correlations. In the model, a well-known centrality measure, PageRank, reflects an appropriately defined "infectiveness" of a bank. An important result is that the most infective bank needs not always to be the safest bank. Under certain circumstances, the most infective node should act as a firewall to prevent large-scale collective defaults. The introduction of a counteractive portfolio structure will significantly reduce systemic risk.© EDP Sciences Società Italiana di Fisica Springer-Verlag 2013.
Springer, Oct. 2013, European Physical Journal B, 86 (10), English[Refereed]
Scientific journal
This study examines the expectational stability of rational expectations equilibria (REE) under alternative Taylor rules when trend inflation is nonzero. We find that when trend inflation is high, the REE is likely to be expectationally unstable. This result holds true regardless of the nature of the data (such as contemporaneous, forecast, or lagged data) introduced in the Taylor rule. Our results suggest that high macroeconomic volatility during the period of high trend inflation can be explained well by introducing the concept of expectational stability. Copyright © Cambridge University Press 2011.
Cambridge University Press, Apr. 2013, Macroeconomic Dynamics, 17 (3), 681 - 693, English[Refereed]
Scientific journal
- 神戸大学経済経営学会, Feb. 2013, 国民経済雑誌, 207 (2), 65 - 78, Japanese金融市場と金融政策の波及経路
[Invited]
Research institution
- Sep. 2012, Discussion paper no.1213, Graduate School of Economics, Kobe Univ., EnglishDiversity among banks may increase systemic risk
Scientific journal
This paper presents a dynamic general equilibrium model that incorporates firm entry under credit rationing. Goods-producing firms in this model are bank dependent in the sense that they have no choice but to borrow funds from banks to cover labor wages that must be paid in advance of production. The results show that a cut in the policy rate enhances firm entry by mitigating the severity of credit rationing. This policy transmission is different from the conventional balance sheet channel in that a change in the policy rate directly affects borrowers credit availability. I also show that a sudden stop in the credit supply to new firms is most likely to occur shortly after a credit boom. This is because endogenous downward wage rigidity prohibits the credit risk of prospective firms from decreasing enough to re-equilibrate the loan market. (C) 2011 Elsevier B.V. All rights reserved.
ELSEVIER SCIENCE BV, Aug. 2011, JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 35 (8), 1245 - 1272, English[Refereed]
Scientific journal
- Policy Irreversibility and Interest Rate Smoothing
Many empirical studies argue that the inertial behavior of policy rates in industrialized countries can be well explained by a linear partial adjustment version of the Taylor rule. However, the explanatory power of the lagged interest rate has been questioned from various points of view. This paper formally examines a situation in which a central bank has an aversion to frequent policy reversals. Imposing an irreversibility constraint on the control space makes the lagged interest rate a state variable. However, the policy function cannot then be expressed as a partial adjustment form, even if the original Taylor rule would be the correct policy function in the absence of the irreversibility constraint. The simulation results reveal that conventional regression tends to falsely support the functionally misspecified partial adjustment model. This implies that the significant role of the lagged interest may simply reflect the central banks' aversion to policy reversal.
WALTER DE GRUYTER GMBH, 2010, B E JOURNAL OF MACROECONOMICS, 10 (1), EnglishScientific journal
Many empirical studies argue that the inertial behavior of policy rates in industrialized countries can be well explained by a linear partial adjustment version of the Taylor rule. However, the explanatory power of the lagged interest rate has been questioned from various points of view. This paper formally examines a situation in which a central bank has an aversion to frequent policy reversals. Imposing an irreversibility constraint on the control space makes the lagged interest rate a state variable. However, the policy function cannot then be expressed as a partial adjustment form, even if the original Taylor rule would be the correct policy function in the absence of the irreversibility constraint. The simulation results reveal that conventional regression tends to falsely support the functionally misspecified partial adjustment model. This implies that the significant role of the lagged interest may simply reflect the central banks' aversion to policy reversal. Copyright © 2010 The Berkeley Electronic Press.
Walter de Gruyter GmbH, 2010, B.E. Journal of Macroeconomics, 10 (1), English[Refereed]
Scientific journal
Until 1994, the US prime rate was said to be sticky because of its irresponsiveness to short-term interest rates. After the Fed started the practice of announcing its intended funds rate in 1994, however. the prime rate has come to react immediately to shifts in the target rate. This paper attempts to explain how the Fed's policy announcements changed the behavior of the prime rate by using a simple menu cost model. It shows that an increase in the expected duration of funds rate targets was essential to the improvement in the target rate pass-through. (c) 2009 Elsevier B.V. All rights reserved.
ELSEVIER SCIENCE BV, Dec. 2009, JOURNAL OF BANKING & FINANCE, 33 (12), 2253 - 2266, English[Refereed]
Scientific journal
- Mar. 2008, International Journal of Central Banking, EnglishIncomplete interest rate pass-through and optimal monetary policy
[Refereed]
Scientific journal
- Jun. 2005, Applied Economics, EnglishOptimal monetary policy and the role of hybrid inflation-price-level targets
[Refereed]
Scientific journal
This paper investigates the incentives of a central bank in a country whose currency is the anchor of a monetary union. It is shown that if actual monetary policies of the central bank cannot be perfectly observed, then, the central bank comes to have an incentive to give a larger weight to its own country's interests at the expense of partner countries. The analysis then derives a deterrence condition such that the anchor country's central bank has no incentive to renege. This model will explain the behavior of the Bundesbank in July 1992 and the succeeding secession of Italy and the UK from the Exchange Rate Mechanism (ERM). © 2004 Elsevier Inc. All rights reserved.
2005, International Review of Economics and Finance, 14 (1), 1 - 15, English[Refereed]
Scientific journal
- May 2004, Scottish Journal of Political Economy, EnglishHybrid inflation-price-level targeting in an economy with output persistence
[Refereed]
Scientific journal
- Apr. 2004, Journal of Macroeconomics, EnglishMonetary policy uncertainty and interest rate targeting
[Refereed]
Scientific journal
This paper addresses issues regarding the relationship between short- and long-term interest rates. In the real world, an expansionary (contractionary) policy is normally followed by a fall (rise) in long-term rates. However, there exist exceptional cases in which short- and long-term rates move in opposite directions. This paper attempts to provide a formal explanation for such unusual phenomena using a variety of new Keynesian models. It turns out that the simultaneous occurrence of different economic shocks, to which the central bank should react, can explain this behaviour of long rates. © Blackwell Publishing Ltd. 2004.
Blackwell Publishing Ltd, 2004, International Finance, 7 (2), 261 - 286, English[Refereed]
Scientific journal
- Mar. 2003, Economics Letters, EnglishMultiplicative uncertainty in a model without inflationary bias
[Refereed]
Scientific journal
MISC
- Sequential locality of graphs and its hypothesis testing
Adjacency matrix is the most fundamental and intuitive object in graph analysis that is useful not only mathematically but also for visualizing the structures of graphs. Because the appearance of an adjacency matrix is critically affected by the ordering of rows and columns, or vertex ordering, statistical assessment of graphs together with their vertex sequences is important in identifying the characteristic structures of graphs. In this study, we propose a hypothesis testing framework that assesses how locally vertices are connected to each other along a specified vertex sequence, which provides a statistical foundation for an optimization problem called envelope reduction. The proposed tests are formulated based on a combinatorial approach and a block model with intrinsic vertex ordering. This work offers a novel perspective to a wide range of graph data obtained through experiments in different fields of science and helps researchers to conclude their findings with statistical guarantees.
22 Nov. 2021, arXiv, 2111.11267 - Unstable diffusion in social networks
How and to what extent will new activities spread through social ties? Here, we develop a more sophisticated framework than the standard mean-field approach to describe the diffusion dynamics of multiple activities on complex networks. We show that the diffusion of multiple activities follows a saddle path and can be highly unstable. In particular, when the two activities are sufficiently substitutable, either of them would dominate the other by chance even if they are equally attractive ex ante. When such symmetry-breaking occurs, any average-based approach cannot correctly calculate the Nash equilibrium - the steady state of an actual diffusion process.
Corresponding, 28 Sep. 2021, arXiv, 2109.14560Technical report
- Lead, Mar. 2021, arXiv, 2103.09417, EnglishDynamics of diffusion on monoplex and multiplex networks: A message-passing approach
Technical report
- Lead, Jan. 2021, Japanese Economic ReviewEditorial: Introduction to the special issue "Economics and Complex Networks"
Introduction scientific journal
- Lead, May 2020, arXiv:2005.09445, EnglishA simple model for the macroscopic fluctuations of temporal networks
Technical report
- Corresponding, 2020, Journal of Computational Social Science, in press, English, Co-authored internationallyDetecting multi-timescale consumption patterns from receipt data: A non-negative tensor factorization approach
[Refereed]
- Apr. 2019, Discussion Paper No.1906, Graduate School of Economics, Kobe University, EnglishIrreversible monetary policy at the zero lower bound
Technical report
- Feb. 2018, arXiv, EnglishExtracting the multi-timescale activity patterns of online financial markets
Technical report
- Aug. 2017, arXiv:1708.08594, EnglishSignificant ties: Identifying relationship lending in temporal interbank networks
Technical report
- Mar. 2017, arXiv:1703.10832, EnglishSocial dynamics of financial networks
Technical report
- Jun. 2016, Discussion Paper Series, Graduate School of Economics, 1616, EnglishImmunizing networks by targeting collective influencers at a mesoscopic level
Technical report
- 日本評論社, Mar. 2016, 経済セミナー, Japanese金融政策と物価上昇率２％目標
[Invited]
Introduction commerce magazine
- Kobe University, Aug. 2015, Kobe University Discussion Paper 1529, EnglishTrend-driven information cascades on random networks
Technical report
- Jan. 2015, arXiv, 1501.05400, EnglishCascades in multiplex financial networks with debts of different seniority
Technical report
- 2011, Economic Science, 59巻3号, Japanese金利平価とフォワード・プレミアム・パズル
Introduction scientific journal
- Lead, Apr. 2022, arXiv, 2204.00804
Technical report
- Last, Jan. 2022, arXiv, 2201.09489Identifying the temporal dynamics of densification and sparsification in human contact networks
Books etc
- Single work, 中央経済社, 29 Jan. 2020, ISBN: 4502332011金融政策(第2版) (【ベーシック+】)
- Single work, 中央経済社, Feb. 2015, Japanese金融政策
Textbook
Presentations
- Mini Workshop on: "Network and Search", 15 Mar. 2022Diffusion of competing goods on networks
[Invited]
Oral presentation
- DC Conference, 16 Oct. 2021Unstable diffusion in social networks
Oral presentation
- 日本経済学会秋季大会, 09 Oct. 2021Diffusion dynamics on monoplex and multiplex networks
Oral presentation
- CompleNet Live 2021, 24 May 2021, EnglishScaling relations reveal the switching dynamics of temporal networks
Oral presentation
- Eurasian Summit for Models of Society, 03 Mar. 2021, EnglishThe switching mechanisms of densification in temporal networks
[Invited]
Invited oral presentation
- NetSci 2020 satellite workshop “Complexity Meets Finance: Data, Methods and Policy Implications”, 18 Sep. 2020, EnglishTwo types of densification scaling in social and financial networks
[Invited]
Invited oral presentation
- NetSci-X 2020, 22 Jan. 2020, EnglishDiurnal dynamics of financial systemic risk
Oral presentation
- Complex Networks 2019, Dec. 2019, English, International conferenceFire sales as multistate contagion on bipartite networks
Poster presentation
- キヤノングローバル戦略研究所「経済・社会への分野横断的研究会」, 08 Nov. 2019, English, International conferenceCharacterizing the dynamics of financial networks
[Invited]
Invited oral presentation
- RIMS共同研究「マクロ経済動学の非線形数理」, 17 Oct. 2019, Japanese, Domestic conference銀行間取引ネットワークのダイナミクス
[Invited]
Public discourse
- Macroeconomics workshop, Apr. 2019, English, 東京大学, Domestic conferenceUncovering the network dynamics in financial markets
[Invited]
Public discourse
- 次世代の科学技術を支える数値解析学の基盤整備と応用展開, Nov. 2018, Japanese, 京都大学数理解析研究所, Domestic conference社会・経済ネットワークの数理モデルとその解法
[Invited]
Invited oral presentation
- 慶應マクロセミナー, Oct. 2018, Japanese, Domestic conferenceNetwork approaches to analyzing the financial system
[Invited]
Invited oral presentation
- ネットワーク科学セミナー2018, Aug. 2018, Japanese, Domestic conference金融ネットワークのモデルと実データ解析
[Invited]
Invited oral presentation
- 第6回 数理モデリング研究会, Jul. 2018, Japanese, Domestic conferenceThe backbone of temporal networks
Public discourse
- NetSci2018 satelite meeting (SPFEN), Jun. 2018, English, International conferenceIdentifying significant ties in temporal interbank networks
Oral presentation
- NetSci2018, Jun. 2018, English, International conferenceBackboning temporal networks
Oral presentation
- ネットワーク科学と経済学の接点, Dec. 2017, Japanese, Domestic conferenceテンポラル金融ネットワークのデータ解析
Public discourse
- 日本銀行金融研究所セミナー, Oct. 2017, Japanese, Domestic conferenceTemporal dynamics of interbank networks
Public discourse
- ネットワーク科学セミナー２０１７, Aug. 2017, Japanese, 統計数理研究所, Domestic conferenceIdentification of significant ties: An application to temporal interbank networks
Poster presentation
- 第4回 数理モデリング研究会, Jul. 2017, Japanese, 高等セミナーハウス, Domestic conference銀行間ネットワークにおける取引パターンの検出
Oral presentation
- 人工知能学会 (OS19 金融情報学-ファイナンスにおける人工知能応用-), Jun. 2017, Japanese, ウインクあいち, Domestic conference銀行間ネットワークのデータ解析とモデリング
[Invited]
Invited oral presentation
- NetSci2017, Jun. 2017, English, JW Marriott, Indianapolis, International conferenceTemporal dynamics of interbank networks
Oral presentation
- Kobe Workshop on Computational and Network Science 2016, Sep. 2016, English, Kobe U. Integrated research center, International conferenceImmunizing networks by targeting collective influencers
[Invited]
Invited oral presentation
- APEC-SSS, Aug. 2016, English, 東京大学, International conferenceA community-based collective influence algorithm for immunizing networks
Oral presentation
- Applied Econometrics conference, Jun. 2016, English, Alamoana Hotel, Honolulu, Hawaii, USA, International conferenceCascades in multiplex financial networks with debts of different seniority
Oral presentation
- 複雑ネットワーク ウインターセッション, Mar. 2016, Japanese, 茨城大学, Domestic conference金融システミックリスクへのネットワーク論的アプローチ
Public discourse
- 金融工学・数理計量ファイナンスの諸問題 2015, Dec. 2015, Japanese, 大阪大学中之島センター, Domestic conferenceCascades in multiplex financial networks with debts of different seniority
Oral presentation
- Annual Conference by Four Universities of Japan and China Rethinking 0f East Asian Economy in 21th Century, Nov. 2015, English, Kobe University, International conferenceCascades in multiplex financial networks with debts of different seniority
Oral presentation
- ネットワークの科学, Aug. 2015, Japanese, 国際高等研究所, Domestic conference金融市場におけるシステミック・リスクへのネットワーク論的アプローチ
[Invited]
Invited oral presentation
- 第44回数値解析シンポジウム, Jun. 2015, Japanese, ぶどうの丘, Domestic conference大規模ネットワークにおける複数ノード組に対する重要度の特徴付け
Oral presentation
- 金融ネットワーク研究会, Jan. 2015, Japanese, 京急観音崎ホテル, Domestic conference金融ネットワーク研究の潮流
Public discourse
- Systemic Risk: Mathematical Modelling and Interdisciplinary Approaches, Sep. 2014, English, Isaac Newton Institute, Cambridge University, International conferenceAsset correlation and network fragility: How should we intervene?
Oral presentation
- 金融ネットワークに関する勉強会, Jul. 2014, Japanese, 日本銀行 金融機構局, Domestic conference金融ネットワークのモデル化
Public discourse
- 金融ネットワーク研究会, Jun. 2014, Japanese, ＮＥＣ 芝クラブ, Domestic conference金融ネットワークモデル
Public discourse
- Modern monetary economics workshop, Sep. 2013, Japanese, 神戸大学, Domestic conferenceEfficient immunization strategy to prevent financial contagion
Oral presentation
- 決済の経済学 ワークショップ, Jun. 2013, English, 日本銀行金融研究所, 日本銀行本店, International conferenceNetwork versus portfolio structure in financial systems
[Invited]
Invited oral presentation
- バブル・金融危機ワークショップ, Feb. 2013, Japanese, 神戸大学経済経営研究所, Domestic conferenceNetwork versus portfolio structure in financial systems
Oral presentation
- Workshop on banking and industrial network at RIETI, Jan. 2011, English, RIETI, 東京, Domestic conferenceFirm entry, credit availability and monetary policy
Invited oral presentation
- Workshop on Macroeconomics, Nov. 2010, English, 大阪大学, 大阪市, Domestic conferenceFirm entry, credit availability and monetary policy
Invited oral presentation
- RIEB workshop on mathematical economics, 2010, English, 神戸大学, 神戸市, Domestic conferenceFirm entry, credit availability and monetary policy
Oral presentation
- Joint Lunch Seminar, 2010, English, ECB, Frankfurt, Germany, International conferenceFirm entry, credit availability and monetary policy
Invited oral presentation
- 第170 回地域科学ワークショップ, 04 Mar. 2022社会・経済ネットワークにおける連鎖現象と調整ゲーム
[Invited]
Public discourse
- ブロックチェーン研究会, 03 Dec. 2021Temporal dynamics of densification and sparsification in human contact networks
[Invited]
- データサイエンス・AIイノベーション研究推進センター・経済経営研究所ジョイントセミナー, 14 Oct. 2021社会・経済システムのネットワーク解析
[Invited]
Public discourse
Research Projects
- Japan Society for the Promotion of Science, Grants-in-Aid for Scientific Research Grant-in-Aid for Scientific Research (S), Grant-in-Aid for Scientific Research (S), Kobe University, Aug. 2020 - Mar. 2025, Coinvestigator
- 日本学術振興会, 科学研究費補助金/基盤研究(B), Apr. 2019 - Mar. 2022, Principal investigator
Competitive research funding
- 学術研究助成基金助成金／基盤研究(C), Apr. 2016 - Mar. 2019, Principal investigator
Competitive research funding
- 科学研究費補助金／基盤研究(S), Apr. 2015 - Mar. 2020
Competitive research funding
- 科学研究費補助金／基盤研究(A), Apr. 2015 - Mar. 2019
Competitive research funding
- 学術研究助成基金助成金／若手研究(B), Apr. 2013 - Mar. 2016, Principal investigator
Competitive research funding
- 科学研究費補助金／基盤研究(A), Oct. 2012 - Mar. 2015
Competitive research funding
- 科学研究費補助金／基盤研究(A), 2011
Competitive research funding
Academic Contribution
- Program Committee, NetSci-X 2022
Program Committee, NetSci-X 2022
Mar. 2022Academic society etc
- Guest Editor, Japanese Economic Review
Guest Editor, Japanese Economic Review
Jan. 2021Review
- Program Committee, NetSci 2020
Program Committee, NetSci 2020
Sep. 2020Academic society etc
- Program Committee, NetSci-X 2020
Program Committee, NetSci-X 2020
Jan. 2020Academic society etc
- Guest Editor, Applied Network Science
Guest Editor, Applied Network Science
2020Review
- Program Committee, CCS 2019
Program Committee, CCS 2019
Sep. 2019Academic society etc
- Academic Editor, PLOS ONE
Academic Editor, PLOS ONE
2018 - PresentReview