On the Design and Development of a Novel Real-Time Transaction Price Estimation System

摘要：

　　In global open economy,transaction price estimation is an important issue in finance under stock price fluctuation.However,the transaction price is depend on the investors expect price which is difficult to be captured in used and implemented models for transaction price estimation.Therefore,this paper proposes the Transaction Price Estimation Model (TPEM) and designs a novel Real-time Transaction Price Estimation System (RTPES) which adopts the TPEM based on the efficient market hypothesis to estimate the investors expect price.In experiments,the simulation results show that the average accuracy of TPEM is 99.37%.This approach is feasible for stock investment decision-making.

关键词： Stock market Stock price Transaction price estimation system

作者: Chi-Hua Chen Szu-Yin Lin Hsu-Chia Chang Chi-Chun Lo

作者单位: Institute of Information Management, National Chiao-Tung University,1001, University Road, Hsinchu, Taiwan 300, ROC

会议类型: 国际会议

会议名称: the 2011 International Conference on Biotechnology, Chemical and Materials Engineering (2011生物,化学与材料工程国际会议(CBCME 2011))

会议地点: 昆明

会议语种:英文

页码: 213-216

在线出版日期: 2011-12-28（万方平台首次上网日期，不代表论文的发表时间）