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SETTLEMENT NONFULFILLMENT PROBABILITY CALCULATION DEVICE, SETTLEMENT NONFULFILLMENT PROBABILITY CALCULATION METHOD AND PROGRAM
SETTLEMENT NONFULFILLMENT PROBABILITY CALCULATION DEVICE, SETTLEMENT NONFULFILLMENT PROBABILITY CALCULATION METHOD AND PROGRAM
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机译:沉降非履行概率计算装置,沉降非履行概率计算方法和程序
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摘要
PROBLEM TO BE SOLVED: To calculate probability that a seller of securities causes settlement nonfulfillment on a settlement day.;SOLUTION: This calculation device has: a teacher data holding part 116 holding a settlement destination index showing settlement nonfulfillment results of the seller, a settlement amount index showing whether easily procuring the securities that are transaction targets in a market by a settlement amount, and a price fluctuation index showing magnitude of price fluctuation of the securities that are the transaction targets until the settlement day as teacher data correlatively to presence/absence of the settlement nonfulfillment; and a probability calculation part 160 calculating the settlement nonfulfillment probability that the seller causes the settlement nonfulfillment in a new transaction, by use of a neural network which has learned by the teacher data. The calculation device also has: a teacher data update part 118 adding new teacher data to the teacher data holding part 116 on the basis of a settlement result of the new transaction; and a learning control part 140 making the neural network for the probability learn when the teacher data update part 118 adds the teacher data.;COPYRIGHT: (C)2005,JPO&NCIPI
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