| 摘要 |
Among other things, transactions involving assets (for example, real estate assets) that share a common characteristic are represented as respective data points associated with values of the assets, the data points including transaction value information. Parameters are determined 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 comprises a power law. The parameters do not include an offset parameter representing possible shifts in the value spectrum over time. An index is formed of values associated with the assets using at least one of the determined parameters. The parameters may include at least one shape parameter determined by fitting data over multiple days and at least one position parameter determined by fitting data either over a single day or multiple days, the probability density function for at least one of the components comprising a power law. A subindex is formed of values of the assets that are associated with a subset of fewer than all of the data points of the set, the subset being selected to represent a range of one or more of a demographic, geographic, value, or other attribute of the transactions.
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