A preferred embodiment comprises a method for obtaining predictive information (e.g., volatility) for inhomogeneous financial time series. Major steps of the method comprise the following: (1) financial market transaction data is electronically received by a computer over an electronic network; (2) the...http://www.google.ca/patents/US7702548?utm_source=gb-gplus-sharePatent US7702548 - Methods for analysis of financial markets
