Inventors:
Richard Davidian - New York NY, US
International Classification:
G06Q 30/02
G06Q 40/04
G06Q 40/06
G06N 3/02
Abstract:
A method to predict the near-term direction of the volatility of assets, be those assets markets such as the stock, bond, commodity or currency markets, or individual securities, be they individual stocks, bonds, commodities, or currencies, and/or futures or options on any of those assets or securities, by applying a set of rules that use technical factors as inputs, including but not limited to such factors as the return of price levels of said assets or securities, the daily and weekly returns of the volatility of said assets or securities and the absolute level of volatility of said assets or securities.