Gregory S Berman

US Patent:

7529703, May 5, 2009

Filed:

Nov 18, 2004

Appl. No.:

10/990960

Inventors:

Terry L. Benzschawel - New York NY, US
Chi Dzeng - New York NY, US
Gregory A. Berman - Highland Park NJ, US

Assignee:

Citigroup Global Markets, Inc. - New York NY

International Classification:

G06Q 40/00

US Classification:

705 36R

Abstract:

The present invention relates to methods and systems for devising and implementing automated artificial neural networks to predict market performance and direction movements of the U. S. Treasury market, mortgage option-adjusted spreads (OAS), interest rate swap spreads, and U. S. Dollar/Mexican Peso exchange rate. The methods and systems of the present invention employ techniques used in actual neural networks naturally occurring in biological organisms to develop artificial neural network models for predicting movements in the financial market that are capable of extracting in a very consistent fashion non-linear relationships among input variables of the models that are readily apparent to the human traders.