Patent
Forecasting using interpolation modeling
G. Michael Phillips,M. Chapman Findlay,William P. Jennings,Stephen A. Klein,Mark E. Rice +4 more
- 08 Sep 1999
147
TL;DR: In this paper, the value of a target variable is predicted by obtaining historical values for the target variable at each of several time points and obtaining previously predicted values and currently predicted values for each predictor variables, the predictor variables being different from the target variables.
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Abstract: The value of a target variable is predicted by obtaining historical values for the target variable at each of several time points and obtaining previously predicted values and currently predicted values for each of several predictor variables, the predictor variables being different from the target variable. Values are assigned to parameters of a forecasting model to obtain the best fit of the previously predicted values for the predictor variables to the historical values for the target variable. Finally, a value of the target variable is predicted from the currently predicted values for at least a subset of the predictor variables using the forecasting model and the values assigned to the parameters of the forecasting model.
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Citations
Patent
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Yingwei Cui,Narayanan Shivakumar,Alexander Paul Carobus,Deepak Jindal,Steve Lawrence +4 more
- 27 Aug 2003
TL;DR: In this paper, a content-targeting ad system is provided with a user behavior (e.g., selection, click, conversion, etc.) feedback mechanism, and the performance of individual ads, or groups of ads, may be tracked on a per document or per host basis.
423
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Daniel Stewart Butterfield,Caterina Fake,Callum James Henderson-Begg,Serguei Mourachov +3 more
- 08 Feb 2006
TL;DR: In this paper, a new class of metrics known as "interestingness" is proposed to rank media objects based on the quantity of user-entered metadata concerning the media object.
266
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Automated systems and methods for generating statistical models
Cheng (Kenneth) Xu,Peter Wachtell +1 more
- 02 Aug 2002
TL;DR: In this paper, a set of variables may be selected in accordance with a goal of the model and applied to a plurality of statistical model types and the results from each statistical model type may be analyzed.
186
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System and method for money management in electronic trading environment
Michael J. Burns,Robert A. West,Harris Brumfield,Peter F. Ziemkiewicz +3 more
- 30 Jan 2004
TL;DR: In this article, a money management module detects a new order, intercepts the order and determines if the order matches one or more predefined filters, then conditions associated with the applicable filter(s) are applied to the order.
165
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Financial game with combined assets
Jean-Francois Pascal Nicolas,Jean Luc Cadranel +1 more
- 26 Dec 2007
TL;DR: In this paper, the authors present a method for a financial forecasting game wherein players can take positions on specific very high leverage option-type products under the form of a game, including related mathematical modeling methods which can be used to operate these option type products.
152
References
The Cambridge dictionary of statistics
TL;DR: The Cambridge dictionary of statistics as discussed by the authors is a dictionary for statistics, which is used in the English language for the purpose of statistical analysis and data analysis, and can be found here.
Patent
Data processing system and method for financial debt instruments
Robert Stanley Tull,David M. Weisberger,John Vincent H. Fox,Myriam Joelle Karsenty +3 more
- 05 Apr 1995
TL;DR: A data processing system and method for implementing and control of a financial debt instrument which is issued for a limited period of time and is traded as a listed security is described in this article.
456
Patent
Simulation method and system for the valuation of derivative financial instruments
Miloje S. Makivic
- 15 Aug 1997
TL;DR: In this article, a path-integral approach based on the probability distribution of the complete histories of an underlying security is presented for the pricing of financial instruments such as derivative securities.
297
Patent
Method and system for jointly estimating cash flows, simulated returns, risk measures and present values for a plurality of assets
Michael J. Sandretto
- 06 Apr 1995
TL;DR: In this paper, the authors proposed a method for estimating future asset values and asset-specific variables using estimated economic variables and estimated asset specific variables, assuming different estimates of the economic variables that affect asset values.
287
Patent
Predictive neural network means and method for selecting a portfolio of securities wherein each network has been trained using data relating to a corresponding security
Dean S. Barr,Ganesh Mani +1 more
- 31 Aug 1994
TL;DR: In this article, a data processing system and method for selecting securities and constructing an investment portfolio is based on a set of artificial neural networks which are designed to model and track the performance of each security in a given capital market and output a parameter which is related to the expected risk adjusted return for the security.
282