Pre-processing financial market data prior to machine learning training
US11704682B2 · kind B2 · utility
1Cited by
8References
10Claims
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Key dates
| Filing date | Jul 5, 2017 |
| Grant date | Jul 18, 2023 |
| Priority date | — |
| Expiry date | Jun 19, 2039 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06Q40/06
- WIPO fieldComputer technology
- WIPO sectorElectrical engineering
Abstract
Systems and methods for pre-processing data to facilitate efficient and accurate machine learning are provided. The data may include market data. The pre-processing may include partitioning the data into windows assigning categories to windows generate a series of vectors. The series of vectors then being input into a computer system that executes a machine learning algorithm to efficiently train a neural network used to identify structure or patterns therein.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.