Abstract: A system for management, correlation and combination of various analysis techniques, or “advisors.” Graphical user interface (GUI) controls and displays are provided to allow a user to configure different aspects of an analysis system. A financial analysis application allows a user to designate instruments whose data points, factors or other relevant data can be pre-processed with indicators. The outputs of the indicators are provided to advisors for calculation and grouping. A user is able to select the types of raw data to use, the instruments, the factors, the data feeds and other sources for data, the indicators that perform processing and the advisors that perform analysis, grouping and outputting of results for combining using machine learning mechanisms. A user can set or adjust other parameters such as modeling frequency, scheduled processing, whether the system is running a simulation or is designed for higher performance execution.

Abstract: 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.