Method and computer system for computing and displaying a phase space
AssigneeMevis Technology GmbH
InventorsCarl J. G. Evertsz, Wilhelm Berghorn
Life of this patent
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Abstract
A method and a computer system for computing and displaying a phase space relating the performance of a variable to its volatility in an intuitive and interactive way. The method and system enables a comparison of the performances of different stock values and the development of the performance over time. Further, a sub-space of the phase space is determined corresponding to a certain probability threshold of the variables considered.
Claims27
A method for computing a point in a phase space, the method comprising the steps of
- a) providing a first sequence of first data samples;
- b) calculating a volatility of the first sequence of first data samples;
- c) scaling the volatility with a factor, the factor being dependent on the length of the first sequence;
- d) calculating a difference between a first data sample and a last data sample of the first sequence;
- and
- e) determining a first and a second coordinate value of a point in phase space based on the volatility and the difference.
A method for computing a curve in a phase space, the method comprising the steps of
- a) providing a first sequence s of first data samples;
- b) determining a set of sub-sequences s0 to sK−1 of the first sequence;
- c) calculating a volatility of the sub-sequence si for each sub-sequence si of the set of sub-sequences s0 to sK−1;
- d) scaling the volatility with a factor dependent on the length of the sub-sequence si;
- e) calculating a difference between the first data sample and the last data sample of the sub-sequence si;
- and
- f) determining a first and a second coordinate values of points of a curve in phase space based on the volatilities and the differences.
A client computer system for computing a point in a phase space, the client computer system comprising
- a) a sequencer for deriving a first sequence of first data samples;
- b) a calculator for determining a volatility of the first sequence of first data samples and a difference between the first data sample and a last data sample of the first sequence;
- c) a scaler for scaling the calculated volatility with a factor dependent on the length of the first sequence;
- d) a plotter for determining a first and a second coordinate value of a point in a phase space based on the volatility and the difference.
A computer program product for use on a client computer comprising:
- a) a computer usable medium having computer readable program encoded thereon for performing the steps of;
- i) reading a first sequence of first data samples from a server computer;
- ii) calculating a volatility of the first sequence of first data samples;
- iii) scaling the volatility with a factor dependent on the length of the first sequence;
- iv) calculating a difference between the first data sample and a last data sample of the first sequence;
- and
- v) determining a first and a second coordinate value of a point in phase space based on the volatility and the difference.
Dependencies are inferred from the claim text.