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

Chi-Hua Chen*, Szu-Yin Lin, Hsu-Chia Chang, Chi-Chun Lo

*此作品的通信作者

研究成果: Conference contribution同行評審

3 引文 斯高帕斯(Scopus)

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.
原文English
主出版物標題BIOTECHNOLOGY, CHEMICAL AND MATERIALS ENGINEERING, PTS 1-3
頁面393-395
DOIs
出版狀態Published - 2012
事件International Conference on Biotechnology, Chemical and Materials Engineering (CBCME 2011) - Kunming, 中國
持續時間: 28 12月 201129 12月 2011

出版系列

名字BIOTECHNOLOGY, CHEMICAL AND MATERIALS ENGINEERING, PTS 1-3
ISSN(列印)1022-6680

Conference

ConferenceInternational Conference on Biotechnology, Chemical and Materials Engineering (CBCME 2011)
國家/地區中國
城市Kunming
期間28/12/1129/12/11

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