METHOD AND DEVICE FOR ANALYZING MARKET TREND

摘要

PURPOSE: To provide a technique to analyze information observed on a market trend objectively and to give an appropriate evaluation to each piece of information in an observation result. CONSTITUTION: An input data arranging part 2a of an information processing device 2 rearranges data of market trend obtained from a result of observation of market trend and produces a predetermined form of data set. A wavelet transform processing part 2b implements a discrete system wavelet transform to the data set and, by a wavelet spectrum obtained from this, indicates an amount of information of an element value of data set for each rate of change. Also, a multiplex resolution analysis processing part 2c implements a reverse wavelet transform against each level of the obtained wavelet spectrum and obtains a result of the multiplex resolution analysis corresponding to each resolution level of the data set. A multiplex resolution analysis result processing part 2d adds up these results of the multiplex resolution analysis or implements a calculation of correlation with the data set or the like.