| 摘要 |
A system suitable for an automated investment share price pattern search includes a computer, a historical information database accessible by the computer having historical information for a plurality of investments stored thereon, a connection to a supply of real-time or historical timeseries data, the data comprising real-time or historical data relating to a plurality of investments. Software executing on the computer generates an investment classification for the investment to be examined based upon the historical information and the real-time data relating to the investment or investments to be examined. The process gathers price and volume data of listed firms from arbitrarily many stock markets. The invention uses the statistics of asymmetric stochastic volatility (ASV) to classify and associate the recent fluctuations in share price with a recommended action: sell, buy, or hold.
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