Patent Document ID: 8095447
Application ID: 12029056
Patent Status: 1

Claim One:
1. A non-transitory computer-readable medium containing instructions for causing a computer system to process data according to a predictive modeling system, the predictive modeling system comprising: multiple artificial agents responsive to an input data set corresponding to a past behavior of a financial instrument over time, wherein: each artificial agent produces an estimated data set based upon a predictive analysis associated with that artificial agent performed on at least a portion of the input data set, wherein the estimated data set comprises: a predicted future behavior of the financial instrument over a predetermined time period based upon a set of indicia corresponding to the past behavior of the financial instrument; and a market conditions data set, wherein the market conditions data set comprises an estimate of at least one of liquidity of a market, strategy of a counterparty, and an effect of information leak; each artificial agent comprises a different predictive analysis program to produce a distinct estimated data set; and each artificial agent determines a predictability value for quantifying an accuracy of the estimated data set produced by that artificial agent as compared to an actual future behavior for the financial instrument over the predetermined time period; an agent factory responsive to the input data set, wherein the agent factory produces the artificial agents in response to the input data set; and a management system in communication with the agent factory, wherein the management system at least one of activates and retires at least one artificial agent according to that artificial agent's predictability value and a predetermined threshold value.