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
June 2, 2015. Estimated Expiration Date is calculated based on simple USPTO term provisions. It does not account for terminal disclaimers, term adjustments, failure to pay maintenance fees, or other factors which might affect the term of a patent.Patent ReferencesSecurities brokerage-cash management system obviating float costs by anticipatory liquidation of short term assets Special purpose neurocomputer system for solving optimization problems Probabilistic inference gate Method and a system for selection of time series data Neural network with weight adjustment based on prior history of input signals Marketing research method and system for management of manufacturer's discount coupon offers Elevator control apparatus using neural network to predict car direction reversal floor Computer aided real-time decision support system and method Patent #: 5267148 InventorsAssigneeApplicationNo. 298905 filed on 08/31/1994US Classes:705/35Finance (e.g., banking, investment or credit)ExaminersPrimary: Chin, Tommy P.Assistant: Vincent, David Attorney, Agent or FirmForeign Patent References
International ClassH01J 001/00AbstractA 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. Each artificial neural network is trained using a number of fundamental and price and volume history input parameters about the security and the underlying index. The system combines the expected return/appreciation potential data for each security via an optimization process to construct an investment portfolio which satisfies predetermined aggregate statistics. The data processing system receives input from the capital market and periodically evaluates the performance of the investment portfolio, rebalancing it whenever necessary to correct performance degradations.Other References
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