Title: On the Design and Development of a Novel Real-Time Transaction Price Estimation System
Authors: Chen, Chi-Hua
Lin, Szu-Yin
Chang, Hsu-Chia
Lo, Chi-Chun
資訊管理與財務金融系 註:原資管所+財金所
Department of Information Management and Finance
Keywords: Stock market;Stock price;Transaction price estimation system
Issue Date: 2012
Abstract: 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.
URI: http://hdl.handle.net/11536/20335
http://dx.doi.org/10.4028/www.scientific.net/AMR.393-395.213
ISBN: 978-3-03785-307-8
ISSN: 1022-6680
DOI: 10.4028/www.scientific.net/AMR.393-395.213
Journal: BIOTECHNOLOGY, CHEMICAL AND MATERIALS ENGINEERING, PTS 1-3
Volume: 393-395
Begin Page: 213
End Page: 216
Appears in Collections:Conferences Paper