In order to figure out and to forecast the emergence phenomena of social systems, we propose several probabilistic models for the analysis of financial markets, especially around a crisis. We first attempt to visualize the collective behaviour of markets during a financial crisis through...

Statistical properties of order-driven double-auction markets with Bid-Ask spread are investigated through the dynamical quantities such as response function. We first attempt to utilize the so-called {\it Madhavan-Richardson-Roomans model} (MRR for short) to simulate the stochastic process of...

Quantum annealing is a novel method for combinatorial optimization problems. In this paper, we discuss the appropriate choice of quantum fluctuations in quantum annealing. The existence of room of choices of quantum fluctuations is an advantage of quantum annealing over simulated annealing. We...

Data Envelopment Analysis (DEA) has become an established tool in comparative analyses of efficiency strategies in both the public and the private sector. The aim of this paper is to present and apply a newly developed, adjusted DEA model – emerging from a blend of a Distance Friction...

The 12 March 2001 landslide at a slate quarry in Okayama, Japan killed three workers. Composite studies based on field surveys of the landslide slope, interviews with local residents and quarry workers, and inspections of hydrological and seismological data have been used to clarify the causes...

Data Envelopment Analysis (DEA) has become an established tool in comparative analyses of efficiency strategies in both the public and the private sector. The aim of this paper is to present and apply a newly developed, adjusted DEA model – emerging from a blend of a Distance Friction...

Social inequality manifested across different strata of human existence can be quantified in several ways. Here we compute non-entropic measures of inequality such as Lorenz curve, Gini index and the recently introduced k index analytically from known distribution functions. We characterize the...

We carry out a large-scale empirical data analysis to examine the efficiency of the so-called pairs trading. On the basis of relevant three thresholds, namely, starting, profit-taking, and stop-loss for the `first-passage process' of the spread (gap) between two highly-correlated stocks, we...

We propose a simple probabilistic model to explain the spatial structure of the rent distribution of housing market in city of Sapporo. Here we modify the mathematical model proposed by Gauvin et. al. Especially, we consider the competition between two distances, namely, the distance between...