To provide a technology capable of accurately predicting an upper limit for the transaction quantity per unit period.
A prediction device 1 predicts an upper limit for the daily transaction quantity in foreign exchange business based on transaction historic data. Specifically, the prediction device 1 takes: steps (S120 and S130) for performing statistical processing of transaction historic data and for calculating basic variations KL and KH that show an increment in the transaction quantity E for an exchange-rate variation G; steps (S160 and S170) for calculating the daily basic transaction quantity R (showing the transaction quantity under the assumption that there is no fluctuation of rates) in a past predetermined period, based on the basic variations KL and KH and the transaction historic data; a step (S200) for predicting an upper limit Vr for the transaction quantity in the case of no fluctuation of rates, based on a distribution of the basic transaction quantity R; and a step (S220) for predicting limit values Ug and Vg for the daily exchange-rate variation, based on a distribution of the exchange-rate variation specified from the transaction historic data. Then, the prediction device predicts the upper limit EM for the daily transaction quantity based on the values Vr, Ug, Vg, KL and KH.
JP2009059301A | 2009-03-19 | |||
JP2010061297A | 2010-03-18 | |||
JPH0736831A | 1995-02-07 |
JPN6012025170; 平田 飛仙 Takahisa HIRATA: 'DynamicSVDによるサーバ負荷予測手法について On Server Load Prediction Method Using Dynamic' 第70回(平成20年)全国大会講演論文集(4) インタフェース コンピュータと人間社会 , 20080313, P.4-537 〜 4-538, 社団法人情報処理学会 Information Processing Socie
JPN6012025171; 中村 正弘: 'コンピュータ・コスト"泥縄式管理"脱出の勧め' 日経コンピュータ 第145号 NIKKEI COMPUTER , 19870413, P.71-82, 日経マグロウヒル社 Nikkei-McGraw-Hill,Inc.
CSNJ200810067262; 平田 飛仙 Takahisa HIRATA: 'DynamicSVDによるサーバ負荷予測手法について On Server Load Prediction Method Using Dynamic' 第70回(平成20年)全国大会講演論文集(4) インタフェース コンピュータと人間社会 , 20080313, P.4-537 〜 4-538, 社団法人情報処理学会 Information Processing Socie
CSND200700635003; 中村 正弘: 'コンピュータ・コスト"泥縄式管理"脱出の勧め' 日経コンピュータ 第145号 NIKKEI COMPUTER , 19870413, P.71-82, 日経マグロウヒル社 Nikkei-McGraw-Hill,Inc.
Next Patent: TOUCH PANEL DEVICE AND DISPLAY UNIT EQUIPPED WITH TOUCH PANEL DEVICE