Method and system for forecasting market activity

Patent metadata

Field	Value
Publication number	US-2025117815-A1
Application number	US-202318377116-A
Country	US
Kind code	A1
Filing date	Oct 5, 2023
Priority date	Oct 5, 2023
Publication date	Apr 10, 2025
Grant date	—

Abstract

A method for using an artificial intelligence (AI) technique to forecast market activities by specific parties with respect to derivatives and other specific types of financial instruments is provided. The method includes: retrieving first information that relates to at least one form that corresponds to a government filing; generating, based on the first information, a first knowledge graph that relates to an entity, such as a commercial concern; retrieving second information that relates to historical actions performed by at least one person that is associated with the entity; and forecasting, based on the first knowledge graph and the second information, at least one proposed future transaction to be executed by the person with respect to the first entity. The forecasting is based on an application of an AI algorithm to the information retrieved from the government filing(s).

First claim

What is claimed is:

1 . A method for forecasting market activity, the method being implemented by at least one processor, the method comprising:
retrieving, by the at least one processor from an internet website, first information that relates to at least one form that corresponds to a government filing; generating, by the at least one processor based on the first information, a first knowledge graph that relates to a first entity; retrieving, by the at least one processor from a memory, second information that relates to historical actions performed by at least one person that is associated with the first entity; and forecasting, by the at least one processor based on the first knowledge graph and the second information, at least one proposed future transaction to be executed by the at least one person with respect to the first entity.

2 . The method of claim 1 , wherein the forecasting comprises applying, to the first knowledge graph, at least one artificial intelligence (AI) algorithm that is trained by using the second information.

3 . The method of claim 1 , wherein the generating of the first knowledge graph comprises using a Natural Language Processing (NLP) technique with respect to the at least one form.

4 . The method of claim 1 , wherein the generating of the first knowledge graph comprises applying at least one predetermined tree search algorithm to the first information.

5 . The method of claim 1 , wherein the at least one form is fileable with the federal government of the United States of America (USA) and is publicly available and includes at least one from among a Form NPORT, a Form NMFP, a Form ADV, and a Form 13F.

6 . The method of claim 5 , wherein the Form 13F includes at least one from among a Form 13F notice filing, a Form 13F combination report, and a Form 13F holdings report.

7 . The method of claim 1 , wherein the at least one proposed future transaction includes a transaction that relates to at least one derivative financial instrument.

8 . The method of claim 7 , wherein the at least one derivative financial instrument includes at least one from among a put option, a call option, a warrant, a swap, a futures contract, and an Equity Linked Notes instrument.

9 . The method of claim 1 , wherein when an amendment to the at least one form is filed, the method further includes revising the first knowledge graph based on the amendment.

10 . A computing apparatus for forecasting market activity, the computing apparatus comprising:
a processor; a memory; and a communication interface coupled to each of the processor and the memory, wherein the processor is configured to:
retrieve, from an internet website via the communication interface, first information that relates to at least one form that corresponds to a government filing;
generate, based on the first information, a first knowledge graph that relates to a first entity;
retrieve, from the memory, second information that relates to historical actions performed by at least one person that is associated with the first entity; and
forecast, based on the first knowledge graph and the second information, at least one proposed future transaction to be executed by the at least one person with respect to the first entity.

11 . The computing apparatus of claim 10 , wherein the processor is further configured to perform the forecasting by applying, to the first knowledge graph, at least one artificial intelligence (AI) algorithm that is trained by using the second information.

12 . The computing apparatus of claim 10 , wherein the processor is further configured to generate the first knowledge graph by using a Natural Language Processing (NLP) technique with respect to the at least one form.

13 . The computing apparatus of claim 10 , wherein the processor is further configured to generate the first knowledge graph by applying at least one predetermined tree search algorithm to the first information.

14 . The computing apparatus of claim 10 , wherein the at least one form is fileable with the federal government of the United States of America (USA) and is publicly available and includes at least one from among a Form NPORT, a Form NMFP, a Form ADV, and a Form 13F.

15 . The computing apparatus of claim 14 , wherein the Form 13F includes at least one from among a Form 13F notice filing, a Form 13F combination report, and a Form 13F holdings report.

16 . The computing apparatus of claim 10 , wherein the at least one proposed future transaction includes a transaction that relates to at least one derivative financial instrument.

17 . The computing apparatus of claim 16 , wherein the at least one derivative financial instrument includes at least one from among a put option, a call option, a warrant, a swap, a futures contract, and an Equity Linked Notes instrument.

18 . The computing apparatus of claim 10 , wherein when an amendment to the at least one form is filed, the processor is further configured to revise the first knowledge graph based on the amendment.

19 . A non-transitory computer readable storage medium storing instructions for forecasting market activity, the storage medium comprising a second set of executable code which, when executed by a processor, causes the processor to:
retrieve, from an internet website, first information that relates to at least one form that corresponds to a government filing; generate, based on the first information, a first knowledge graph that relates to a first entity; retrieve, from a memory, second information that relates to historical actions performed by at least one person that is associated with the first entity; and forecast, based on the first knowledge graph and the second information, at least one proposed future transaction to be executed by the at least one person with respect to the first entity.

20 . The storage medium of claim 19 , wherein when executed by the processor, the executable code further causes the processor to perform the forecasting by applying, to the first knowledge graph, at least one artificial intelligence (AI) algorithm that is trained by using the second information.

Assignees

• Jpmorgan Chase Bank Na

Inventors

• Watson William
• Cho Naan
• Balch Tucker Richard
• Veloso Manuela
• Adamson Jennifer

Classifications

• G06Q40/06

  Asset management; Financial planning or analysis · CPC title

• G06Q40/04

  Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange · CPC title

• G06Q30/0202 Primary

  Market predictions or forecasting for commercial activities · CPC title

• G06F40/40 Primary

  Processing or translation of natural language (natural language analysis G06F40/20; semantic analysis G06F40/30) · CPC title