Transactions involving assets sharing a common characteristic are represented as respective data points associated with values of the assets. The data points include transaction value information, and belong to sets associated with respective geographical areas. Data points of at least two of the sets are aggregated into a superset representing transactions of a larger geographical region. A hypothetical probability density function is represented by a parametrization that describes the data points of the superset. An index is formed of values associated with the assets using at least one of the determined parameters. Also, respective statistical values are determined for the data points with respect to a probability density function that fits a power law parameterization to the data points. A probability function descpbing the statistical values is evaluated as a measure of confidence that the probability density function of the data points is validly represented by the power law parametrization.
申请公布号
WO2008086194(A3)
申请公布日期
2008.10.16
申请号
WO2008US50258
申请日期
2008.01.04
申请人
RADAR LOGIC INCORPORATED;KAGARLIS, MARIOS A.;PETERSON, DAVID W.;EBERLEIN, ROBERT L.;FIDDAMAN, THOMAS S.
发明人
KAGARLIS, MARIOS A.;PETERSON, DAVID W.;EBERLEIN, ROBERT L.;FIDDAMAN, THOMAS S.