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SYSTEM AND METHOD FOR AUTOMATED STOCK MARKET OPERATION

  • US 20090089222A1
  • Filed: 09/23/2008
  • Published: 04/02/2009
  • Est. Priority Date: 09/28/2007
  • Status: Abandoned Application
First Claim
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1. A method of predicting the value of a stock, comprising:

  • i) inputting M previous time period values for the stock into a M-order finite impulse response (FIR) filter, the M-order finite impulse filter having a filter order M, a least mean square (LMS) prediction algorithm with step-size mu, and M adjustable filter coefficients;

    ii) obtaining an output from the M-order FIR filter, the output from the M-order FIR filter being a predicted next time period value for the stock;

    iii) comparing the predicted next time period value for the stock with an actual next time period value for the stock to calculate a prediction error;

    iv) inputting the calculated prediction error into an adaptive algorithm to obtain an adjustment for the M adjustable filter coefficients; and

    v) applying the adjustment for the M adjustable filter coefficients and repeating all steps until halted.

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