INFORMATION PROVIDING DEVICE AND INFORMATION PROVIDING METHOD

To provide an information providing device and an information providing method that efficiently and accurately estimate information on a financial product.SOLUTION: An information providing device 100 includes: a storage unit 101 that stores price information 125 of various financial products; and a...

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Hauptverfasser:	KIMURA SACHIYO, YAMAOKA MASANAO, OKUYAMA TAKUYA, OGAWA JUN
Format:	Patent
Sprache:	eng ; jpn
Schlagworte:	CALCULATING COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS COMPUTING COUNTING DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FORADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORYOR FORECASTING PURPOSES PHYSICS SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE,COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTINGPURPOSES, NOT OTHERWISE PROVIDED FOR
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Beschreibung
Zusammenfassung:	To provide an information providing device and an information providing method that efficiently and accurately estimate information on a financial product.SOLUTION: An information providing device 100 includes: a storage unit 101 that stores price information 125 of various financial products; and a calculation unit 104 that calculates, with respect to an actual price of each of the financial products indicated by the price information and each of the financial products, with respect to an estimated price that is determined based on sensitivity to other financial products, an Ising model in which a price increase/decrease event in the financial product is set as a spin, and a price sensitivity between the financial products is set as strength of interaction between the spins. The information providing device is configured to output, based on a result of the calculation, information on a future price of at least one of the financial products to a predetermined device.SELECTED DRAWING: Figure 4 【課題】金融商品に関する情報を効率的かつ精度良好に推定する。【解決手段】情報提供装置１００において、各種金融商品の価格情報１２５を格納した記憶部１０１と、前記価格情報が示す前記金融商品それぞれの実価格と当該金融商品それぞれに関して他金融商品との感応度に基づき定まる推定価格に関し、前記金融商品における価格増減事象をスピンとし、前記金融商品の間における価格の感応度を前記スピンの間の相互作用の強度として設定したイジングモデルを演算する演算部１０４を有し、前記演算の結果に基づき、前記金融商品のうち少なくともいずれか１つの金融商品について、将来における価格に関する情報を所定装置に出力する構成とする。【選択図】図４