Asset price forecasting
Number of patents in Portfolio can not be more than 2000
United States of America Patent
Stats
-
Feb 26, 2008
Grant Date -
N/A
app pub date -
Oct 19, 2000
filing date -
Jul 13, 2000
priority date (Note) -
In Force
status (Latency Note)
Importance
Abstract
Provided is a technique forecasting the direction in which the price of an asset will move by identifying a group of exogenous variables that are likely to influence observed prices of an asset. Then, historical data for values of the exogenous variables and historical data for the observed prices of the asset over a time period are processed to obtain a formula for calculating price estimates for the asset as a function of the exogenous variables. The formula is calculated using an input set of observed values for the exogenous variables at given point in time, so as to obtain a price estimate for the asset at the given point in time. Then, a similarity measure is determined by comparing the price estimate for the asset at the given point in time to the observed price for the asset at the given point in time. Finally, a direction in which the observed price of the asset will move is forecast based on the similarity measure.
First Claim
Family
International Classification(s)
Cited Art Landscape
Patent Citation Ranking
Advertisement
Advertisement
Advertisement
Recipient Email Address
Recipient Email Address
Comment
Recipient Email Address
Add to Portfolio(s)
To add this patent to one, or more, of your portfolios, simply click the add button.
This Patent is in these Portfolios:
Add to additional portfolios:
Last Refreshed On:
Changes done successfully