Patents by Inventor Chi Dzeng

Chi Dzeng has filed for patents to protect the following inventions. This listing includes patent applications that are pending as well as patents that have already been granted by the United States Patent and Trademark Office (USPTO).

  • Method and system for artificial neural networks to predict price movements in the financial markets
    Patent number: 7529703
    Abstract: The present invention relates to methods and systems for devising and implementing automated artificial neural networks to predict market performance and direction movements of the U.S. Treasury market, mortgage option-adjusted spreads (OAS), interest rate swap spreads, and U.S. Dollar/Mexican Peso exchange rate. The methods and systems of the present invention employ techniques used in actual neural networks naturally occurring in biological organisms to develop artificial neural network models for predicting movements in the financial market that are capable of extracting in a very consistent fashion non-linear relationships among input variables of the models that are readily apparent to the human traders.
    Type: Grant
    Filed: November 18, 2004
    Date of Patent: May 5, 2009
    Assignee: Citigroup Global Markets, Inc.
    Inventors: Terry L. Benzschawel, Chi Dzeng, Gregory A. Berman
  • Method and system for artificial neural networks to predict price movements in the financial markets
    Publication number: 20050131790
    Abstract: The present invention relates to methods and systems for devising and implementing automated artificial neural networks to predict market performance and direction movements of the U.S. Treasury market, mortgage option-adjusted spreads (OAS), interest rate swap spreads, and U.S. Dollar/Mexican Peso exchange rate. The methods and systems of the present invention employ techniques used in actual neural networks naturally occurring in biological organisms to develop artificial neural network models for predicting movements in the financial market that are capable of extracting in a very consistent fashion non-linear relationships among input variables of the models that are readily apparent to the human traders.
    Type: Application
    Filed: November 18, 2004
    Publication date: June 16, 2005
    Inventors: Terry Benzschawel, Chi Dzeng, Gregory Berman