Intelligent agents for predictive modeling

摘要

An apparatus and method employing intelligent agents for predictive modeling is described and illustrated. In one embodiment, the invention is a system-of-systems for nonparametric, multifactor financial time-series modeling. The base system is not itself a model, but rather an environment for creating and dynamically managing a user's or other proprietary predictive model(s), which could be comprised of any number of user specified factors, indicators and trading systems (proprietary models) of other systems.