TRANSACTION SUPPORT SYSTEM, TRANSACTION SUPPORT METHOD, AND TRANSACTION SUPPORT PROGRAM

To provide a transaction support system, a transaction support method and a transaction support program in which future prices of various types of financial products can be predicted at high prediction accuracy in various market conditions.SOLUTION: A transaction support system 1 comprises: a prediction model generation part 3 for generating a plurality of prediction models that predicts a future price of a financial product based on past price information of a financial product and relevant information which affects a price. In the prediction model generation part 3, a period used for prediction of a future price out of the price information and relevant information is set as a total period range, and a plurality of prediction models are generated based on a unit period for generating a single prediction model out of the total period range, a generation cycle in which a prediction model is generated and a future point of time for which a future price is predicted.SELECTED DRAWING: Figure 1 【課題】様々な市況において、各種金融商品の将来価格を高い予測精度で予測できる、取引支援システム、取引支援方法および取引支援プログラムを提供すること。【解決手段】取引支援システム１であって、金融商品の過去の価格情報および価格に影響を及ぼす関連情報に基づいて、金融商品の将来価格を予測する複数の予測モデルを生成するため予測モデル生成部３を備え、予測モデル生成部３は、価格情報および関連情報のうち将来価格の予測に利用する期間を全期間範囲とし、この全期間範囲の中から１つの予測モデルを生成するための単位期間と、予測モデルを生成する生成周期と、将来価格を予測する将来時点とに基づいて、複数の予測モデルを生成する。【選択図】図１