| 摘要 |
The present invention describes a computer-based method comprising representing transactions involving assets that share a common characteristic, as respective data points associated with values of the assets, the data points including transaction value information, determining parameters that fit probability density functions to at least one component of a value spectrum of the data points, the probability density function for at least one of the components comprising a power law, the parameters not including an offset parameter representing possible shifts in the value spectrum over time, and forming an index of values associated with the assets using at least one of the determined parameters. |
