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US 2006/0218074 A1Published application
Automated trading platform
OwnerWolf Kohninventor
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Abstract
Embodiments of the present invention include forecasting methods and systems and methods and systems for responding to forecasts. In one embodiment of the present invention, financial market trends are automatically forecast, allowing for automatic generation of specific market-transaction recommendations. An automated trading program embodiment of the present invention includes a short-term price forecaster and a controller that makes transaction recommendations.
Claims3
A method for generating a real time state forecast signal for a financial instrument, the method comprising:
- receiving information about a market instrument;
- transforming the received market-instrument information into a synchronous signal;
- estimating uncertainty in the market-instrument information;
- estimating parameters of a model characterizing the instrument dynamics;
- and
- determining a nominal state forecast signal for the financial instrument.
3 more elements
Dependencies are inferred from the claim text.