Appeal 2007-0114
Application 10/990,960
1. A computerized method for predicting a price movement in a
financial market comprising:
generating at least one output value, comprising:
choosing an output variable indicative of price
movements in a financial market;
choosing a plurality of input variables that are market-
related to the output variable;
obtaining market data for the output variable and the
input variables over a predetermined time period;
constructing at least one training set of data from the
obtained market data for the output variable and the input variables;
calculating a weight to be assigned to each of the input
variables using the at least one training set of data to reflect a
correlation between the output variable and the input variable as found
in the obtained market data; and
generating an output value for the output variable to
predict a next price movement in the financial market based on the
calculating of the weights; and
predicting the next price movement in the financial
market based on a majority of output values being substantially the
same.
3. The computerized method of claim 2, wherein the choosing
input variables comprises:
calculating a variable from a plurality of existing financial
variables available in the financial market; and
choosing the calculated variable as a second one of the plurality
of input variables.
8. A computer-readable medium on which is encoded program
code, the program code comprising:
program code for generating at least one output value,
comprising:
program code for choosing an output variable indicative of
price movements in a financial market;
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