CPC G06N 7/01 (2023.01) [G06F 16/258 (2019.01)] | 20 Claims |
1. An apparatus comprising at least one processor and at least one memory coupled to the processor, wherein the processor is configured to at least:
receive, via a network, a datastream comprising a set of time-series data associated with an option data object;
determine a first forecasted performance level based at least in part on a portion of the time-series data associated with a first period of time and a first decay rate;
receive, via the network, an indication of an event associated with the datastream comprising an identification of a time at which a change in an operating parameter occurred;
based at least in part on receiving the indication of the event, determine a second decay rate;
determine a second forecasted performance level based at least on applying the second decay rate to a portion of the time-series data associated with a time period prior to the time at which the change in the operating parameter occurred; and
determine, based on at least the first forecasted performance level and the second forecasted performance level, a ranking of the option data object.
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