Patent ID: 6456982
Filing Date: 2002-09-24
Classification: G06Q

Abstract:
A method for using an apparatus to generate output by processing input market data in accordance with factors defined by testing for accuracy, the method including the steps of:controlling a data processing system apparatus comprising a digital electrical computer with the processor operably connected to memory, means for receiving input data, and means for outputting processed market data, the processor controlled with logic means so that the system performs a step of processing input data entered at the means for inputting data to calculate projected market data respectively for each of a plurality of variables, and a step of generating output including the projected data at the means for outputting processed data; wherein the step of controlling includes directing the logic means with factors defined by testing for accuracy by preprocessing at least a portion of input test market data entered at the means for inputting data to calculate projected test data for each of the variables and preprocessing the projected test data to derive processed data equal to a portion of the input test data; and the step of processing includes computing V&af;[1,n]=n*(M&af;[n])2-&Sum;k=1n-1&it;(V&af;[n-k+1,k])2,wherein V represents a discrete volatility matrix and is a portion of the projected data, M is a vector representing a portion of the input data, n represents an index number and k represents a summation coefficient.