Storage device in which a computer program for estimating a risk starting from a distribution of data is recorded, and device for the estimation of a risk of randomly distributed data with a coherence bond

摘要

The device has computer control program containing instructions. The instructions calculate a theoretical volume equal to quotient of volume of an order by a predetermined coefficient and theoretical volume processing duration on a market value. Extreme values of data distribution above a predetermined quantile are eliminated. A variation range of the value on the market is calculated for a predetermined duration. An independent claim is also included for a device for estimating a scale of risk of data distributed with coherence link.