http://rdf.ncbi.nlm.nih.gov/pubchem/patent/FR-3021792-A1
Outgoing Links
| Predicate | Object |
|---|---|
| assignee | http://rdf.ncbi.nlm.nih.gov/pubchem/patentassignee/MD5_bd9e968169ba973686079c2454ec9b86 |
| classificationCPCInventive | http://rdf.ncbi.nlm.nih.gov/pubchem/patentcpc/G06Q40-06 http://rdf.ncbi.nlm.nih.gov/pubchem/patentcpc/G06Q40-04 |
| classificationIPCInventive | http://rdf.ncbi.nlm.nih.gov/pubchem/patentipc/G06Q40-00 |
| filingDate | 2014-05-30-04:00^^<http://www.w3.org/2001/XMLSchema#date> |
| inventor | http://rdf.ncbi.nlm.nih.gov/pubchem/patentinventor/MD5_cd46f4eb76b243c930b88f28bd2eeea4 http://rdf.ncbi.nlm.nih.gov/pubchem/patentinventor/MD5_d1e847e0e90d5336c8cda374cb5af349 |
| publicationDate | 2015-12-04-04:00^^<http://www.w3.org/2001/XMLSchema#date> |
| publicationNumber | FR-3021792-A1 |
| titleOfInvention | METHOD FOR AUTOMATICALLY DETECTING SAFE FINANCIAL ASSETS AND ASSOCIATED SYSTEM. |
| abstract | The invention relates to a method for automatically detecting a jump in the price of a financial asset comprising the following steps: selecting a series of data relating to at least one financial asset from a database for any intra-day frequency, also spaced, over a defined number of days, called a "sample"; the process is characterized by the following steps: - transforming the sample data into a price change in the form of a simple or logarithmic yield or in the form of a yield relative to a moving average measure; - calculate the simple or logarithmic yield, or calculate the yield against a moving average measure to analyze a jump test and select the data series; performing at least one hopping detection test at a frequency at which a price dynamic is observed among the following tests: - performing simple daily and nightly hopping detection tests on said selected data for the daily frequency and / or, - performing intraday hopping detection tests on said selected data for a frequency greater than one day and / or performing acceleration tests and / or - performing daily tests with a periodicity on said selected data; - analyze the result of previously executed tests; and - determining the result of said tests so that the detected jump is the common denominator of all the tests executed. The invention also relates to the system for implementing the method above. |
| priorityDate | 2014-05-30-04:00^^<http://www.w3.org/2001/XMLSchema#date> |
| type | http://data.epo.org/linked-data/def/patent/Publication |
Incoming Links
Total number of triples: 21.