Method for determining a supplemental transaction changing a decided transaction to satisfy a target

• US 5,313,560 A
• Filed: 05/08/1991
• Issued: 05/17/1994
• Est. Priority Date: 05/11/1990
• Status: Expired due to Fees

• Current Assignee: Hitachi, Ltd.
• Original Assignee: Hitachi, Ltd.
• Inventors: Yasunobu, Chizuko, Maruoka, Tetsuya, Hirose, Tadashi, Kida, Mayumi, Miyagawa, Yoshiya, Ino, Kouichiro
• Primary Examiner(s): MacDonald, Allen R.
• Application Number:
  US07/697,932
• Time in Patent Office: 1,105 Days
• Field of Search: 395/61, 395/900, 395/54, 395/906, 395/925, 364/401, 364/402, 364/408
• US Class Current: 706/50
• CPC Class Codes: G06N 5/04 Inference or reasoning models
• CPC Class Codes: G06Q 40/04 Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange
• CPC Class Codes: Y10S 706/90 Fuzzy logic
• CPC Class Codes: Y10S 706/925 Business

Abstract

A method of supporting the decision-making on the basis of a table type data is disclosed, which comprises the processes of defining a knowhow relating to the interpretation of the table type data, storing the knowhow in a storage unit, effecting the reasoning by application of the knowhow thus defined, and evaluating the knowhow thus defined. (a) Information is applied by way of an input unit for starting any of the process of defining a knowhow, effecting the reasoning by application of the knowhow and ending the system process, (b) the information thus inputted is discriminated to execute a corresponding process of operation, and (c) if the corresponding process of operation is other than ending, the process is returned to step (a).

Claims

1. A method of supporting decision-making for determining a supplemental transaction required for optimizing a decided transaction capable of being evaluated by a function applied from an information storage means, the method comprising steps of:

analyzing a characteristic of an evaluation function of the decided transaction providing a total sum of evaluation functions of individual transactions making up the decided transaction;

setting a regulation target for regulating said characteristic; and

,

determining the supplemental transaction changing the decided transaction to satisfy said regulation target.

2. The method of supporting the decision-making according to claim 1, wherein said setting the regulation target includes setting the regulation target of the evaluation function of the decided transaction and a value of a differential function relating to a parameter determined by an environment making up parameters of the evaluation function thereof.

3. The method of supporting the decision-making according to claim 1, wherein said setting the regulation target includes designating parameters of the evaluation function and setting a selected one of an optimum value and a target value of a differential function and the evaluation function associated with the designated parameter value.

4. The method of supporting the decision-making according to claim 1, wherein said setting the regulation target includes setting the regulation target of a value of the evaluation function and a differential function thereof by use of a symbol representing a qualitative characteristic.

5. The method of supporting the decision-making according to claim 4, wherein the symbol representing the qualitative characteristic of the evaluation function and the differential function thereof include one of a plurality of symbols of value indicating `positive`, `negative`, `zero,`, `ambiguous`, `increase` and `decrease`.

6. The method of supporting the decision-making according to claim 1, wherein said setting the regulation target includes attaching an order of priority to and weighting each regulation target for the evaluation function and a differential function thereof.

7. The method of supporting the decision-making according to claim 1, wherein said setting the regulation target includes providing a standard regulation target.

8. The method of supporting the decision-making according to claim 1, wherein said determining the supplemental transaction includes selecting an allowable range of a parameter of the evaluation function for the supplemental transaction and the individual transactions included in combinations thereof which is determinable with other than environmental parameters, and determining a parameter of the evaluation function within the allowable range.

9. The method of supporting the decision-making according to claim 8, wherein the allowable range is designated by maximum and minimum values of individual parameters and/or constraints to be satisfied by a plurality of parameters in the allowable range of parameters.

10. The method of supporting the decision-making according to claim 8, wherein a strategy selection rule of IF-THEN type having an IF part and THEN part is used in strategy selection, a strategy being proposed in the THEN part, the IF part confining characteristics of the evaluation function and a differential function thereof for the strategy described in the corresponding THEN part.

11. The method of supporting the decision-making according to claim 8, wherein the characteristic of the evaluation function and a differential function thereof is confined at an IF part of a strategy selection rule by use of symbols representing qualitative characteristics of the evaluation function and the differential function thereof.

12. The method of supporting the decision-making according to claim 11, wherein the symbols representing the qualitative characteristics of the evaluation function and the differential function thereof comprise at least one of a plurality of symbols of value indicating `positive`, `negative`, `zero`, `ambiguous`, `increase` and `decrease`.

13. The method of supporting the decision-making according to claim 8, wherein said step of determining the supplemental transaction comprises steps of:

calculating the evaluation function and the differential function while setting a part of the parameter of the evaluation function and changing only independent ones of parameters of a transaction making up a strategy; and

,

displaying a state of satisfaction of the regulation target in accordance with a change in the independent ones of the parameters.

14. The method of supporting the decision-making according to claim 8, wherein said determining the supplemental transaction includes changing a selected one of a strategy selected at a strategy selecting step and a parameter regulated at a parameter regulation step.

15. The method of supporting the decision-making according to claim 1, wherein an allowable range is designated by maximum and minimum values of individual parameters and/or constraints to be satisfied by a plurality of parameters in the allowable range of parameters.

16. The method of supporting the decision-making according to claim 1, wherein a strategy selection rule of IF-THEN type having an IF part and a THEN part is used in strategy selection, a strategy being proposed in the THEN part, the IF part confining characteristics of the evaluation function and a differential function thereof for the strategy described in the THEN part.

17. The method of supporting the decision-making according to claim 1, wherein the characteristic of the evaluation function and a differential function thereof is confined at an IF part of a strategy selection rule by use of symbols representing qualitative characteristics of the evaluation function and the differential function thereof.

18. The method of supporting the decision-making according to claim 17, wherein the symbols representing the qualitative characteristics of the evaluation function and the differential function thereof include those symbols of value indicating `positive`, `negative`, `zero`, `ambiguous`, `increase` and `decrease`.

19. The method of supporting the decision-making according to claim 1, wherein said determining the supplemental transaction comprises steps of:

calculating the evaluation function and a differential function while setting parameters of the evaluation function and changing only independent ones of the parameters of a transaction making up a strategy; and

,

displaying a state of satisfaction of the regulation target in accordance with a change in the independent ones of the parameters.

20. The method of supporting the decision-making to claim 1, wherein said determining the supplemental transaction includes changing a selected one of a strategy selected at a strategy selecting step and a parameter regulated at a parameter regulation step.

21. The method of supporting the decision-making according to claim 1, wherein the analyzing is capable of being executed by any one of setting a regulation target, selecting a strategy and regulating a parameter.

22. The method of supporting the decision-making according to claim 1, wherein the analyzing includes analysis of characteristics of the evaluation function of the decided transaction, analysis of characteristics of the evaluation function of the supplemental transaction and analysis of characteristics of the evaluation function after addition of the supplemental transaction to the decided transaction.

23. The method of supporting the decision-making according to claim 1, wherein the method may be returned from any of the steps of setting a regulation target, selecting the strategy and regulating the parameter to the step preceding thereto respectively.

24. The method of supporting the decision-making according to claim 1, wherein said transaction is an executable financial transaction, said evaluation function is a payoff function, and said environmental parameter is the one determined by the trend of the market.