Details of a Researcher - Takahashi, Hiroshi

Takahashi, Hiroshi

写真a

Affiliation: Graduate School of Business Administration (Hiyoshi)

Position: Professor

Related Websites

http://labs.kbs.keio.ac.jp/htakalab/

External Links

Profile Summary 【 Display / hide 】

'''''''Finance, Computer Science'''''''

Career 【 Display / hide 】

1994.04

-

1997.04

Researcher Fuji Film
1997.05

-

2005.09

Senior Researcher, Mitsui Trust and Banking
2005.10

-

2008.08

Associate Professor, Okayama University
2007

Kiel University Visiting Researcher
2007.12

-

2008.03

一橋大学大学院商学研究科非常勤講師（兼任）

Academic Background 【 Display / hide 】

1994.03

The University of Tokyo, Faculty of Engineering, Department of Applied Physics

University, Graduated
2002.03

University of Tsukuba, Graduate School, Division of Business Administration and Economic Policy, 経営システム科学専攻修士課程

Graduate School, Completed, Master's course
2004.03

University of Tsukuba, ビジネス科学研究科, 企業科学専攻博士課程

Graduate School, Completed, Doctoral course

Academic Degrees 【 Display / hide 】

Ph.D., University of Tsukuba, Coursework, 2004.03

Research Areas 【 Display / hide 】

Finance/Computer Science

Research Themes 【 Display / hide 】

ファイナンス，コンピュータサイエンスに関する研究,

1999

-

Present

　View Summary

金融市場における投資家行動と価格変動に関する研究

Books 【 Display / hide 】

ファイナンス

井上光太郎, 高橋大志, 池田直史, 中央経済社, 2020
Innovative Approaches in Agent-Based Modelling and Business Intelligence

Setsuya Kurahashi, Hiroshi Takahashi, Springer, 2018
Analyzing the Influence of Headline News on Credit Markets in Japan

Jotaki, Hiroaki, Yamashita, Yasuo, Takahashi, Satoru, Takahashi, Hiroshi, Springer, 2018
Can a Large Language Model Generate Plausible Business Cases from Agent-Based Simulation Results?

Takamasa Kikuchi, Yuji Tanaka, Masaaki Kunigami, Hiroshi Takahashi, Takao Terano, Springer Nature Switzerland, 2024

　View Summary

This paper describes new applications of a Large Language Model (LLM) for business domains. So far, we have conducted research on agent-based simulation models to uncover complex socio-technical systems. However, to let ordinary business people understand the models and their consequences, conventional validation or visualization methods are not enough. We must explain the plausible results through cases with natural languages. In our previous studies, we have reported a method for describing simulation results in natural language and grounding them with actual business case. Based on the results, we utilize a Large Language Model for the generation. From this study we have achieved the following results: (1) simulation results are comprehensively analyzed and systematically classified, and (2) the classification results are used as prompts for with a LLM or ChatGPT, and (3) the LLM generates plausible business cases with natural language. We have confirmed that the generated cases are coincide with previous manual generated explanations and easy to understand for ordinary business people.
- Access to Document (DOI)
Bitcoin Fraudulent Transaction Detection Vulnerability

2023
- Access to Document (DOI)

Papers 【 Display / hide 】

Interdependencies of female board member appointments

Matthias Raddant, Hiroshi Takahashi

International Review of Financial Analysis (ELSEVIER) 81 2022.05

Research paper (scientific journal), Joint Work, Last author, Accepted
Corporate boards, interorganizational ties and profitability: the case of Japan

Raddant Matthias, Takahashi Hiroshi

EMPIRICAL ECONOMICS (Empirical Economics) 62 ( 3 ) 1365 - 1406 2021.05

Research paper (scientific journal), Joint Work, Accepted, ISSN 0377-7332

　View Summary

We analyze the ties between 4000 Japanese corporations in the time period from 2004 until 2013. We combine data about the board composition with ownership relationships and indicators of corporate profitability. The board network exhibits some clustering, which can partly be explained by ownership relations, and a tendency to form ties to other corporations from the same sector. Connectivity in the board network (corporate board interlocks) and ownership network (shareholdings) does have an influence profitability. Firms that are linked to peers with above average profitability are more profitable than firms in other relationships. Hence, network effects partly explain why board interlocks and ownership ties are not always beneficial.
- Access to Document (DOI)
Can a Large Language Model Generate Plausible Business Cases from Agent-Based Simulation Results?

Takamasa Kikuchi, Yuji Tanaka, Masaaki Kunigami, Hiroshi Takahashi, Takao Terano

Software Engineering, Artificial Intelligence, Networking and Parallel/Distributed Computing (Springer Nature Switzerland) 147 - 162 2024.05

ISSN 1860-949X
- Access to Document (DOI)
Research using an agent-based model that forms the basis of a delivery model for gasoline and light oil on the spread of next-generation automobiles in Japan

Watanabe Emiko, Takahashi Hiroshi

Abstracts of Annual Conference of Japan Society for Management Information (THE JAPAN SOCIETY FOR MANAGEMENT INFORMATION (JASMIN)) 202311 ( 0 ) 128 - 130 2024.01

　View Summary

<p>In this research, we used an agent-based model (ABM) to forecast the spread of electric vehicles (EVs), one of the next-generation vehicles. We constructed two models to predict the spread of EVs: a consumer model that uses general consumers who own private cars as agents, and a corporate model that uses companies that own vehicles for business purposes as agents. Ultimately, the predictions of these models are used as one of the necessary data to predict the future demand for gasoline and diesel oil, and the results are reflected in the gasoline and light oil distribution model.</p>
- Access to Document (DOI)
- CiNii Research
Visualization of changes in the technological domain of pharmaceutical companies using patent document vectors

Sawai Yuki, Takahashi Hiroshi

Abstracts of Annual Conference of Japan Society for Management Information (THE JAPAN SOCIETY FOR MANAGEMENT INFORMATION (JASMIN)) 202311 ( 0 ) 207 - 210 2024.01

　View Summary

<p>Patents in pharmaceutical companies are the result of R&D investment, and can be regarded as one of the indicators that represent the results of exploratory research for the creation of new drugs, as well as reflect the company's strategy for the technological domain. Therefore, if patent documents are quantified, it is possible not only to objectively grasp the degree of concentration or expansion of technological fields, but also to make comparisons between companies. In this study, we attempted to visualize the transition of the technological domain of Japanese, European, and American pharmaceutical companies by quantifying the technology travel distance using vector expressions extracted from patent abstracts.</p>
- Access to Document (DOI)
- CiNii Research

Papers, etc., Registered in KOARA 【 Display / hide 】

Analyzing asset price formation in financial markets through machine learning

Takahashi, Hiroshi

学事振興資金研究成果実績報告書 (慶應義塾大学) 2021
Analyzing asset price formation in financial markets through machine learning

Takahashi, Hiroshi

学事振興資金研究成果実績報告書 (慶應義塾大学) 2020
Analyzing asset price formation in financial markets through machine learning

Takahashi, Hiroshi

学事振興資金研究成果実績報告書 (慶應義塾大学) 2019
Analyzing the relationship between corporate governance system and asset pricing

Takahashi, Hiroshi

科学研究費補助金研究成果報告書 2018
Analyzing the relationship between corporate actions and asset pricing

Takahashi, Hiroshi

科学研究費補助金研究成果報告書 2015

Reviews, Commentaries, etc. 【 Display / hide 】

情報技術が産業・ビジネスに与える影響　－技術革新と資本配分－

TAKAHASHI Hiroshi

統計 69 ( 1 ) 8 - 14 2018

Article, review, commentary, editorial, etc. (scientific journal), Single Work
対談：金融経済とAI、現在とこれから

高橋大志，鶴岡慶雅

経済セミナー 699 7 - 19 2017

Article, review, commentary, editorial, etc. (scientific journal), Joint Work
Editorial: Tipping points in societies

Kurahashi, S, Chappin, E, Jager, W, Takahashi, H

FRONTIERS IN PHYSICS (Frontiers in Physics) 11 2023

ISSN 2296-424X
- Access to Document (DOI)
Corporate boards, interorganizational ties and profitability: the case of Japan

高橋大志

Empirical Economics (Springer Science and Business Media {LLC}) 2021.05

Other, Single Work
- Access to Document (DOI)
Network effects and the appointment of female board members in Japan

Matthias Raddant, Hiroshi Takahashi

arXiv preprint arXiv:2007.03980 2020

Other, Joint Work

　View Summary

We investigate the dynamics in the networks of Japanese corporates and its
interplay with the appointments of female board members. We find that corporate
boards with women show homophily with respect to gender while the respective
firms often have above average profitability. We also find that new
appointments of women are more likely at boards which observe female board
members at other firms to which they are tied by either ownership relations or
corporate board interlocks.

Presentations 【 Display / hide 】

Financial and business economic research through artificial intelligence

Hiroshi TAKAHASHI

Smart Digital Futures 2024 (Portugal) ,

2024.06
,
Oral presentation (keynote)
ライフプランニング検討に向けたシミュレーションベースの定量的ペルソナデザイン

菊地剛正, 高橋大志

経営情報学会2024年度年次大会,

2024
経営財務研究における情報技術の利活用‐データ分析、計算機シミュレーションおよび関連トピック‐

高橋大志

日本経営財務研究学会第48回全国大会,

2024
,
Oral presentation (invited, special)
資産運用における情報技術の利活用について

高橋大志

東京ファイナンスフォーラム　第34回研究会 (東京都立大学丸の内サテライトキャンパス,千代田区、東京都) ,

2023.01
,
金融工学研究センター
資産運用と情報技術の利活用

高橋大志

信託協会信託経済研究会,

2022.09
,
信託協会

Research Projects of Competitive Funds, etc. 【 Display / hide 】

Constructing an analysis platform for asset price evaluation through information technology and unstructured data

2020.04

-

2024.03

MEXT,JSPS, Grant-in-Aid for Scientific Research, Grant-in-Aid for Scientific Research (C), Principal investigator

　View Summary

本提案では，近年飛躍的な進展を遂げている情報技術を通じ資産価格評価のための分析基盤・分析の枠組みを確立し，その利点・課題を明らかにすることを研究目的とする．本提案では，複数の事業領域を持ち高精度な評価を必要とする比較的規模の大きな企業に焦点を当て，最先端の自然言語処理技術および非構造化データ（文書データ等）を用い価格形成を明らかにする．更に，本提案では情報技術の進展が市場における価格形成に与える影響を計算機シミュレーションにより明らかにする．具体的な計画項目は，① 情報技術を通じた資産価格評価分析基盤の確立および企業価値評価の実証分析，② 情報技術の進展が市場の効率性に与える影響の解明である．
Agent-based data assimilation models for model_based policy making

2017.04

-

2022.03

University of Tsukuba, Grants-in-Aid for Scientific Research, Kurahashi Setsuya, Grant-in-Aid for Scientific Research (B), No Setting

　View Summary

Through participatory simulation studies, we analysed various factors as being necessary for social system models, such as rational decision-making, habitual behaviour and unexpected decisions by humans. In early 2020, when these studies were underway, a new coronavirus outbreak occurred, and the government declared a state of emergency. In response to this situation, we built an infectious disease policy model for the new coronavirus infection based on agent-based health policy gaming & simulation to predict the impact of human behaviour and policy.
Analyzing the relationship between corporate governance system and asset pricing

2016

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2019

Keio University, Grant-in-Aid for Scientific Research, TAKAHASHI Hiroshi, Grant-in-Aid for Scientific Research (C), Research grant, No Setting

　View Summary

In this research, we analyze the influence of corporate governance on asset prices through information technology and empirical analysis. As a result of intensive analysis, we made findings that companies that play a central role in the relationship between companies can be identified through data analysis. We also found the strong relationship between the foreign shareholder ratio and the outside directors through empirical analysis. Furthermore, we analyzed Reuters News, which is one of the most widely used news in asset management practices using neural language models, and found that there is a close relationship between news about corporate activities and asset prices.
企業価値と組織構造の関連性についての研究

2012

-

2015

Grant-in-Aid for Scientific Research, Research grant, Principal investigator
企業のコーポレートアクションと金融資産価格変動に関する研究

2011

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2016

Grant-in-Aid for Scientific Research, Research grant, Principal investigator

Intellectual Property Rights, etc. 【 Display / hide 】

レーザーダイオード励起固体レーザー，特許第3602283号(P3602283)

Date applied：特願2000-347828 1997.01

Date issued：特許第3602283号 2005.10

Patent, Joint
資産運用支援システム

Date applied：特願2000-347828 2000.11

Patent, Joint

Awards 【 Display / hide 】

経営情報学会　論文賞

2023, 経営情報学会

Type of Award： Award from Japanese society, conference, symposium, etc.
人間中心設計推進機構(HCD)研究発表会優秀講演賞

2023

Type of Award： Award from Japanese society, conference, symposium, etc.
都市住宅学会賞著作賞

2021

Type of Award： Award from Japanese society, conference, symposium, etc.
JSAI Incentive Award

藤原匠平，松本裕介，菅愛子，高橋大志, 2020, 人工知能学会, 特許分析を通じた企業価値算定手法の構築 -特許文書ベクトルによる IPO 公開価格の評価-

Type of Award： Award from Japanese society, conference, symposium, etc.
Securities Analysts Journal Prizes

2016, The Securities Analysts Association of Japan, Quantifying News Tone to Analyze the Tokyo Stock Exchange with Deep Learning

Courses Taught 【 Display / hide 】

SEMINAR IN FINANCIAL MANAGEMENT

2024
RESEARCH SEMINAR IN FINANCIAL MANAGEMENT

2024
INFORMATION TECHNOLOGY

2024
INDIVIDUAL RESEARCH C (EMBA)

2024
INDIVIDUAL RESEARCH B (EMBA)

2024

Courses Previously Taught 【 Display / hide 】

財務理論

Keio University

2018.04

-

2019.03
,
Autumn Semester, Lecture, Within own ｆaculty, 30people
情報技術

Keio University

2018.04

-

2019.03
,
Autumn Semester, Lecture, Within own ｆaculty, 30people
財務管理

Keio University

2018.04

-

2019.03
,
Autumn Semester, Other, Lecture, Within own ｆaculty, 50people

Memberships in Academic Societies 【 Display / hide 】

日本ファイナンス学会,

2000

-

Present
日本証券アナリスト協会,

2000

-

Present
経営情報学会,

2007

-

Present
情報処理学会,

2006

-

Present
シミュレーション学会,

2003

-

Present

Committee Experiences 【 Display / hide 】

2018

-

Present

Chair of Collaboration Conference for Industry-Government-Academia Discussion on Promotion of Big Data Utilization, Ministry of Internal Affairs and Communications
2023.06

-

Present

経営情報学会　学会誌編集長・理事, 経営情報学会
2022.06

-

Present

農林水産省 2025年農林業センサス研究会委員, Ministry of Agriculture, Forestry and Fisheries
2018

-

2022

経営系専門職大学院認証評価委員会委員, 大学基準協会
2018

-

Present

証券アナリストジャーナル編集委員, 日本証券アナリスト協会