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Development of Econometric Model using large-scale and real-time social science data
- Tic Data Analysis of a Financial Market and Risk Modeling of a Real Estate Market. 
Interview video about this project Name of Researcher:
Soichiro Moridaira
Professor, the Faculty of Policy Management and the Graduate School of Media & Governance, Keio University Masaaki Komai Professor, the Faculty of Policy Management and Graduate School of Media and Governance , Keio University Yasushi Yosida Visiting Lecturer of the Faculty of Policy Management, Keio University Researcher of the Sumitomo Life Insurance Research Institute Kousaku Kitamura Visiting Researcher of the Keio Research Institute, Keio University, Researcher of the Sumitomo Life Insurance Research Institute Akihiko Morinaga Researcher of the Sumitomo Life Insurance Research Institute Outline of Research:
As far as the latest database in social science, namely cross-section data is concerned, large-scale panel data is in dire need, while as for time series data the analysis using data accumulated by the minute or second is a pressing need. In this research, for the former case, analysis is conducted by using data on a money order, interest rates, and real estate investment trust price. As for the latter, it is carried out based on real estate data centering on newly built condominium price data.
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