Method and system for simulation and calibration of markets
US12293378B2 · kind B2 · utility
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15Claims
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Key dates
| Filing date | Oct 21, 2021 |
| Grant date | May 6, 2025 |
| Priority date | — |
| Expiry date | Apr 27, 2042 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06Q10/067
- WIPO fieldComputer technology
- WIPO sectorElectrical engineering
Abstract
A method for creating a realistic agent-based simulation of an over-the-counter market and using data from the real market to calibrate the simulator is provided. The method includes: assigning, to each of a group of agents, a type value that relates to a state of the respective agent; receiving agent-specific data that relates to market-based observations, market-based actions, and market-based rewards; generating a market simulation based on the assigned type values and the received agent-specific data; and calibrating the market simulation based on actual market data.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.