Intelligent agents for predictive modeling
First Claim
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1. A method for predicting securities prices and other data types comprising:
- a) Pre-processing securities price data and other data types using mathematical indicators to produce indicator output signals;
b) Entering the indicator output signals into a database;
c) Processing with advisors the indicator output signals to produce advisor output signals;
d) Entering the advisor output signals into a database;
e) Inputting the advisor output signals into a neural network to produce a prediction of a securities price or other data types;
f) Entering the neural network prediction into the database;
g) Processing output signal data with overlay advisors to produce overlay advisor output signals;
h) Entering the overlay advisor output signals into a database;
i) Inputting the overlay advisor output signals and lower-level neural network output signals into a second high-level neural network to produce a final prediction of securities price or other data types; and
j) Iteratively updating the neural network weights for all securities and other data types and system components upon receipt of new data.
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Abstract
An apparatus and method employing intelligent agents for predictive modeling is described and illustrated. In one embodiment, the invention is a system-of-systems for nonparametric, multifactor financial time-series modeling. The base system is not itself a model, but rather an environment for creating and dynamically managing a user'"'"'s or other proprietary predictive model(s), which could be comprised of any number of user specified factors, indicators and trading systems (proprietary models) of other systems.
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Citations
18 Claims
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1. A method for predicting securities prices and other data types comprising:
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a) Pre-processing securities price data and other data types using mathematical indicators to produce indicator output signals;
b) Entering the indicator output signals into a database;
c) Processing with advisors the indicator output signals to produce advisor output signals;
d) Entering the advisor output signals into a database;
e) Inputting the advisor output signals into a neural network to produce a prediction of a securities price or other data types;
f) Entering the neural network prediction into the database;
g) Processing output signal data with overlay advisors to produce overlay advisor output signals;
h) Entering the overlay advisor output signals into a database;
i) Inputting the overlay advisor output signals and lower-level neural network output signals into a second high-level neural network to produce a final prediction of securities price or other data types; and
j) Iteratively updating the neural network weights for all securities and other data types and system components upon receipt of new data. - View Dependent Claims (2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16)
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17. ) A machine-readable medium having instructions for:
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a) Pre-processing securities price data and other data types using mathematical indicators to produce indicator output signals;
b) Processing with advisors the indicator output signals to produce advisor output signals;
c) Inputting the advisor output signals into a neural network to produce a prediction of a securities price or other data types;
d) Processing output signal data with overlay advisors to produce overlay advisor output signals;
e) Inputting the overlay advisor output signals and lower-level neural network output signals into a second high-level neural network to produce a final prediction of securities price or other data types; and
f) Iteratively updating the neural network weights for all securities and other data types and system components upon receipt of new data.
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18. An apparatus for predicting securities prices and other data types comprising:
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means for processing securities price data and other data types using mathematical indicators to produce indicator output signals;
means for processing with advisors the indicator output signals to produce advisor output signals;
means for processing output signal data with overlay advisors to produce overlay advisor output signals; and
means for iteratively updating neural network weights for all securities and other data types and system components upon receipt of new data.
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Specification