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:
Jul. 14, 2009
Filed:
Apr. 06, 2001
Applicants:
Andrew W. Lo, Lexington, MA (US);
Harry Mamaysky, Stamford, CT (US);
Jiang Wang, Lexington, MA (US);
Inventors:
Andrew W. Lo, Lexington, MA (US);
Harry Mamaysky, Stamford, CT (US);
Jiang Wang, Lexington, MA (US);
Assignee:
Massachusetts Institute of Technology, Cambridge, MA (US);
Primary Examiner:
Int. Cl.
CPC ...
G06Q 40/00 (2006.01);
U.S. Cl.
CPC ...
Abstract
A data processing system and method for developing predictions regarding future asset price movements, based on pattern detection in a time sequence of historical price data. The system includes computer implementation of a kernal regression to effect a smooth estimator of the non-linear price-time relationship. As tested against known patterns, the system provides an expectation regarding a future price movement.