The patent badge is an abbreviated version of the USPTO patent document. The patent badge does contain a link to the full patent document.
The patent badge is an abbreviated version of the USPTO patent document. The patent badge covers the following: Patent number, Date patent was issued, Date patent was filed, Title of the patent, Applicant, Inventor, Assignee, Attorney firm, Primary examiner, Assistant examiner, CPCs, and Abstract. The patent badge does contain a link to the full patent document (in Adobe Acrobat format, aka pdf). To download or print any patent click here.
Patent No.:
Date of Patent:
May. 05, 2009
Filed:
Nov. 18, 2004
Method and system for artificial neural networks to predict price movements in the financial markets
Terry L. Benzschawel, New York, NY (US);
Chi Dzeng, New York, NY (US);
Gregory A. Berman, Highland Park, NJ (US);
Terry L. Benzschawel, New York, NY (US);
Chi Dzeng, New York, NY (US);
Gregory A. Berman, Highland Park, NJ (US);
Citigroup Global Markets, Inc., New York, NY (US);
Abstract
The present invention relates to methods and systems for devising and implementing automated artificial neural networks to predict market performance and direction movements of the U.S. Treasury market, mortgage option-adjusted spreads (OAS), interest rate swap spreads, and U.S. Dollar/Mexican Peso exchange rate. The methods and systems of the present invention employ techniques used in actual neural networks naturally occurring in biological organisms to develop artificial neural network models for predicting movements in the financial market that are capable of extracting in a very consistent fashion non-linear relationships among input variables of the models that are readily apparent to the human traders.