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    • 2. 发明申请
    • SYSTEM AND METHOD FOR BEHAVIORAL FINANCE
    • 行为财务的系统和方法
    • WO2006010044A2
    • 2006-01-26
    • PCT/US2005/024356
    • 2005-07-08
    • GAPYX, LLCMCNAIR, Douglas
    • MCNAIR, Douglas
    • G06Q40/00
    • G06Q40/04G06Q20/10
    • A system suitable for an automated investment share price pattern search includes a computer, a historical information database accessible by the computer having historical information for a plurality of investments stored thereon, a connection to a supply of real-time or historical timeseries data, the data comprising real-time or historical data relating to a plurality of investments. Software executing on the computer generates an investment classification for the investment to be examined based upon the historical information and the real-time data relating to the investment or investments to be examined. The process gathers price and volume data of listed firms from arbitrarily many stock markets. The invention uses the statistics of asymmetric stochastic volatility (ASV) to classify and associate the recent fluctuations in share price with a recommended action: sell, buy, or hold.
    • 一种适用于自动化投资股票价格模式搜索的系统包括计算机,历史信息数据库,该计算机具有可存储在其上的多个投资的历史信息的计算机,与实时或历史时间序列数据的供应的连接,数据 包括与多个投资相关的实时或历史数据。 计算机上执行的软件将根据历史信息和与被检查投资相关的实时数据,对待审核的投资进行投资分类。 该过程从任意多的股票市场收集上市公司的价格和数量数据。 本发明使用不对称随机波动率(ASV)的统计分类,将近期股价波动与推荐行为进行分类和关联:卖出,买入或持有。