专利快速检索-快速检索全球专利，免费商用专利数据库-IPRDB

1. 发明申请

US20090198634A1 MODELING FINANCIAL INSTRUMENTS USING BID AND ASK PRICES 失效
公开(公告)号：US20090198634A1
公开(公告)日：2009-08-06
申请号：US12422615
申请日：2009-04-13
申请人： Ralph Bruce Ferguson , Liam Cheung , Ronald Scott Boyd
发明人： Ralph Bruce Ferguson , Liam Cheung , Ronald Scott Boyd
IPC分类号： G06Q40/00
CPC分类号： G06Q40/06 , G06Q20/10 , G06Q40/00 , G06Q40/04
摘要： A method for modeling an investment significant parameter of a financial instrument, using a computer. At least one series of historical bid prices of the financial instrument or historical ask prices of the financial instrument is provided. A financial model type that has at least one variable parameter is selected. The variable parameter(s) of the selected financial model type is initialized. The series of historical bid prices and/or historical ask prices is applied to the initialized financial model type to estimate the variable parameter(s). The resulting model of the financial instrument may be used to predict future values of the investment significant parameter of the financial instrument. These predicted future values may be used to determine whether to perform automated trades of the financial instrument.

2. 发明申请

US20090192949A1 MODELING FINANCIAL INSTRUMENTS USING BID AND ASK PRICES 有权
标题翻译：使用投标价格建立金融工具
公开(公告)号：US20090192949A1
公开(公告)日：2009-07-30
申请号：US12418951
申请日：2009-04-06
申请人： Ralph Bruce Ferguson , Liam Cheung , Ronald Scott Boyd
发明人： Ralph Bruce Ferguson , Liam Cheung , Ronald Scott Boyd
IPC分类号： G06Q40/00
CPC分类号： G06Q40/06 , G06Q20/10 , G06Q40/00 , G06Q40/04
摘要： A method for modeling an investment significant parameter of a financial instrument, using a computer. At least one series of historical bid prices of the financial instrument or historical ask prices of the financial instrument is provided. A financial model type that has at least one variable parameter is selected. The variable parameter(s) of the selected financial model type is initialized. The series of historical bid prices and/or historical ask prices is applied to the initialized financial model type to estimate the variable parameter(s). The resulting model of the financial instrument may be used to predict future values of the investment significant parameter of the financial instrument. These predicted future values may be used to determine whether to perform automated trades of the financial instrument.
摘要翻译：一种使用计算机建模金融工具投资重要参数的方法。提供金融工具的历史拍卖价格或金融工具的历史买卖价格至少一系列。选择具有至少一个可变参数的财务模型类型。所选财务模型类型的变量参数被初始化。将一系列历史出价和/或历史要约价格应用于初始化的金融模型类型以估计可变参数。所得到的金融工具模型可用于预测金融工具投资重要参数的未来价值。这些预测的未来价值可用于确定是否执行金融工具的自动交易。

3. 发明授权

US08090644B2 Modeling financial instruments using bid and ask prices 有权
标题翻译：使用买卖价格建立金融工具
公开(公告)号：US08090644B2
公开(公告)日：2012-01-03
申请号：US12418951
申请日：2009-04-06
申请人： Ralph Bruce Ferguson , Liam Cheung , Ronald Scott Boyd
发明人： Ralph Bruce Ferguson , Liam Cheung , Ronald Scott Boyd
IPC分类号： G06Q40/00
CPC分类号： G06Q40/06 , G06Q20/10 , G06Q40/00 , G06Q40/04
摘要： A method for modeling an investment significant parameter of a financial instrument, using a computer. At least one series of historical bid prices of the financial instrument or historical ask prices of the financial instrument is provided. A financial model type that has at least one variable parameter is selected. The variable parameter(s) of the selected financial model type is initialized. The series of historical bid prices and/or historical ask prices is applied to the initialized financial model type to estimate the variable parameter(s). The resulting model of the financial instrument may be used to predict future values of the investment significant parameter of the financial instrument. These predicted future values may be used to determine whether to perform automated trades of the financial instrument.
摘要翻译：一种使用计算机建模金融工具投资重要参数的方法。提供金融工具的历史拍卖价格或金融工具的历史买卖价格至少一系列。选择具有至少一个可变参数的财务模型类型。所选财务模型类型的变量参数被初始化。将一系列历史出价和/或历史要约价格应用于初始化的金融模型类型以估计可变参数。所得到的金融工具模型可用于预测金融工具投资重要参数的未来价值。这些预测的未来价值可用于确定是否执行金融工具的自动交易。

4. 发明授权

US08156035B2 Modeling financial instruments using bid and ask prices 失效
公开(公告)号：US08156035B2
公开(公告)日：2012-04-10
申请号：US12422615
申请日：2009-04-13
申请人： Ralph Bruce Ferguson , Liam Cheung , Ronald Scott Boyd
发明人： Ralph Bruce Ferguson , Liam Cheung , Ronald Scott Boyd
IPC分类号： G06Q40/00
CPC分类号： G06Q40/06 , G06Q20/10 , G06Q40/00 , G06Q40/04
摘要： A method for modeling an investment significant parameter of a financial instrument, using a computer. At least one series of historical bid prices of the financial instrument or historical ask prices of the financial instrument is provided. A financial model type that has at least one variable parameter is selected. The variable parameter(s) of the selected financial model type is initialized. The series of historical bid prices and/or historical ask prices is applied to the initialized financial model type to estimate the variable parameter(s). The resulting model of the financial instrument may be used to predict future values of the investment significant parameter of the financial instrument. These predicted future values may be used to determine whether to perform automated trades of the financial instrument.

5. 发明授权

US07542939B2 Modeling financial instruments using bid and ask prices 失效
标题翻译：使用买卖价格建立金融工具
公开(公告)号：US07542939B2
公开(公告)日：2009-06-02
申请号：US11263508
申请日：2005-10-31
申请人： Ralph Bruce Ferguson , Liam Cheung , Ronald Scott Boyd
发明人： Ralph Bruce Ferguson , Liam Cheung , Ronald Scott Boyd
IPC分类号： G06Q40/00
CPC分类号： G06Q40/06 , G06Q20/10 , G06Q40/00 , G06Q40/04
摘要： A method for modeling an investment significant parameter of a financial instrument, using a computer. At least one series of historical bid prices of the financial instrument or historical ask prices of the financial instrument is provided. A financial model type that has at least one variable parameter is selected. The variable parameter(s) of the selected financial model type is initialized. The series of historical bid prices and/or historical ask prices is applied to the initialized financial model type to estimate the variable parameter(s). The resulting model of the financial instrument may be used to predict future values of the investment significant parameter of the financial instrument. These predicted future values may be used to determine whether to perform automated trades of the financial instrument.
摘要翻译：一种使用计算机建模金融工具投资重要参数的方法。提供金融工具的历史拍卖价格或金融工具的历史买卖价格至少一系列。选择具有至少一个可变参数的财务模型类型。所选财务模型类型的变量参数被初始化。将一系列历史出价和/或历史要约价格应用于初始化的金融模型类型以估计可变参数。所得到的金融工具模型可用于预测金融工具投资重要参数的未来价值。这些预测的未来价值可用于确定是否执行金融工具的自动交易。

你已经成功收藏专利！

检索式保存成功!

IPRDB

热门服务

关于我们

友情链接

联系方式