Social media anomaly alerts about security trading using machine learning

Abstract

Systems, methods, and computer program products for alerting a user of an anomaly concerning a publicly traded financial product, such as a publicly traded financial security with potentially upcoming volatility, include obtaining online chatter from one or more social media platforms associated with the publicly traded financial product posted over a first time interval, determining, at the end of the first time interval, an anomaly concerning the publicly traded financial product based at least in part on the online chatter associated with the publicly traded financial product, and responsive to determining the anomaly, providing an alert to the user. Determining the anomaly is based at least in part on historical data regarding online chatter associated with the publicly traded financial product from a prior time interval before the first time interval.

Description

Attorney Docket No.: NRV0001WO SYSTEM AND METHOD FOR ALERTING A USER OF A SOCIAL MEDIA ANOMALY CONCERNING A PUBLICLY TRADED SECURITY USING ONE OR MORE MACHINE LEARNING MODELS

[0001] This application claims priority to U.S Provisional Patent Application No. 63 / 695,650, filed September 17, 2024 and titled SYSTEM AND METHOD FOR CREATING AND PLACING CAUTION BADGES ON SECURITIES, which is hereby incorporated by reference herein in its entirety. FIELD OF THE INVENTION

[0002] The present invention relates generally to systems, methods, and computer program products for identifying publicly traded securities that are subject to online social media influence, and more particularly, publicly traded securities likely to make significant market movements due to online social media influence. BACKGROUND OF THE INVENTION

[0003] Short term trading of publicly traded securities (i.e., financial instruments, such as stocks, bonds, and derivatives, that can be bought and sold on an organized marketplace, such as a stock exchange) has long been a central aspect of capital markets, and can be both opportunistic and risky. Investors of all types, including retail traders, institutional investors, portfolio managers, and financial advisors desire timely, accessible, and accurate / trustworthy information to make trading decisions. Existing systems that provide security related information to traders, such as brokerage platforms, market data feeds, and third-party analytics tools, have notable limitations.

[0004] In particular, the proliferation of the internet, social media, and now artificial intelligence (AI) has given rise to new forms of information generation and dissemination. These publicly available technologies have spread rapidly, and provide investors with faster access to information and advanced analytics. However, they also create new vulnerabilities. Influencers and other manipulative actors can instantly spread misleading or false information to influence public opinion and trading behavior. Their use of social media and other online platforms amplifies the risk and impact of traditional manipulative schemes, such as pump and dump operations, fabricated press releases / fake news, whisper campaigns,Attorney Docket No.: NRV0001WOAttorney Docket No.: NRV0001WOAttorney Docket No.: NRV0001WOAttorney Docket No.: NRV0001WOAttorney Docket No.: NRV0001WOAttorney Docket No.: NRV0001WOAttorney Docket No.: NRV0001WOAttorney Docket No.: NRV0001WOAttorney Docket No.: NRV0001WOAttorney Docket No.: NRV0001WOAttorney Docket No.: NRV0001WOAttorney Docket No.: NRV0001WOAttorney Docket No.: NRV0001WOAttorney Docket No.: NRV0001WOAttorney Docket No.: NRV0001WOAttorney Docket No.: NRV0001WOAttorney Docket No.: NRV0001WO ‘heightened chatter activity,’ and thus is a warning about real-time heightened chatter associated with the security, a situation where increased engagement can lead to volatile swings. Finally, security badge 125g is configured as with a horn or speaker shape, and signifies ‘Promotional Activity.’ This security badge indicates that the stock has historically had promotional activity in which past marketing campaigns and stock promotions have signaled patterns of artificial price movement. It will be appreciated that these caution badges of varying classifications give investors meaningful warnings about impending price movements and the potential reasons for the likely moves. It will be appreciated that other caution badge designs and alert classifications may be used.

[0070] Referring to FIG.5A, a process 200 for detecting an anomaly for a particular security based on social media posts is shown, in accordance with Step 104 of FIG.3. At Step 202, server 14 determines, for the particular security, the number of associated social media posts that have been made about the security over a first predetermined time period (e.g., five minutes). Processor 42 executes chatter analysis module 54 of anomaly detection module 50, and queries database 46 to retrieve social media data 72 associated with the particular security over the latest predetermined time period, and determines a total number of social media posts that referred to the particular security.

[0071] In certain embodiments, server 14 may be configured to remove posts which appear to be spam (e.g., posts that reference fifty different securities, and thus have very little influence because most people ignore them) from analysis. When querying database 46, processor 42 applies rules 58 in chatter analysis module of anomaly detection module 50. For example, rules 58 may include a rule instructing that if a post mentions more than ten different securities, it is to be ignored and / or removed from database 46. In this manner, spam posts are not counted in the tally. In other embodiments, rules 58 may include a rule 58 instructing to divide the number of followers of a person who posted a particular post by the number of stock tickers referenced in the post. If this ratio is above a certain threshold, then the post is retrieved and counted. If the ratio is below the predetermined threshold, then the post may be discounted.

[0072] In yet other embodiments, rules 58 may contain a rule instructing that if the author of a particular post has historically not had any influence on the movement of a stock, then the post may be ignored or discarded. Rules 58 may also contain a rule instructing processor 42 to determine the age of a poster’s account. If a poster’s account is, for example, over 18 months old, then that person will tend to have more influence in moving a stock. If anAttorney Docket No.: NRV0001WOAttorney Docket No.: NRV0001WOAttorney Docket No.: NRV0001WOAttorney Docket No.: NRV0001WOAttorney Docket No.: NRV0001WO rapid gains turning into sharp losses, then system 14 may be configured to log any turbulence which occurs.

[0087] At Step 330, processor 42, using chatter summarizer 68, which contains a third machine learning model MLM (3) 70, summarizes the online chatter for the security, and explains what all the chatter is about. MLM (3) 70 may include a large language model (LLM), and be part of alert generator 52 as shown, or hosted on a remote device or server whereby the chatter summary may be obtained by server 14. At Step 340, processor 42 outputs the alert and a summary of the chatter 340 to client device 12 via network interface 40 and network (I) 16.

[0088] Referring to FIG.6, the systems and methodologies described herein may be implemented using a wide variety of computing components and devices. An example computing device 400 is shown that may be used for one or more computing devices of anomaly detection and alert management system (e.g., server 14 and / or client device 12) for executing the various methodologies disclosed herein. One or a plurality of such computers 400 may implement server 14 and / or client device 12. Computing device 400 may comprise or be in remote communication with one or more external devices 428 and one or more processors, in addition to one or more processors 414 implemented therewith. It will be appreciated that FIG.6 provides only an illustration of one embodiment, and does not imply any limitations with regard to the environments in which different embodiments may be implemented. Many modifications to the depicted environment may be made.

[0089] As depicted, the computer 400 includes communications fabric 412, which provides communications between computer processor(s) 414, memory 416, persistent storage 418, communications unit 420, and input / output (I / O) interface(s) 422. Communications fabric 412 can be implemented with any architecture designed for passing data and / or control information between processors (such as microprocessors, communications and network processors, etc.), system memory, peripheral devices, and any other hardware components within a system. For example, communications fabric 412 can be implemented with one or more buses.

[0090] Memory 416 and persistent storage 418 are computer readable storage media. In the depicted embodiment, memory 416 includes random access memory (RAM) 424 and cache memory 426. In general, memory 416 can include any suitable volatile or non-volatile computer readable storage media.Attorney Docket No.: NRV0001WOAttorney Docket No.: NRV0001WOAttorney Docket No.: NRV0001WO stationary or portable program product apparatus or device for use with stand-alone systems or systems connected by a network or other communications medium.

[0098] The computer readable program instructions can be downloaded to respective computing / processing devices from a computer readable storage medium or to an external computer or external storage device via a network, for example, the Internet, a local area network, a wide area network and / or a wireless network. The network may comprise electrically-conductive transmission cables, optical transmission fibers, wireless transmission, routers, firewalls, switches, gateway computers and / or edge servers. A network adapter card or network interface in each computing / processing device receives computer readable program instructions from the network and forwards the computer readable program instructions for storage in a computer readable storage medium within the respective computing / processing device.

[0099] Computer readable program instructions for carrying out operations of the present invention may be assembler instructions, instruction-set-architecture (ISA) instructions, machine instructions, machine dependent instructions, microcode, firmware instructions, state-setting data, configuration data for integrated circuitry, or either source code or object code written in any combination of one or more programming languages, including an object oriented programming language such as Smalltalk, C++, or the like, and procedural programming languages, such as the "C" programming language, a multi-paradigm programming language like Python, or other suitable programming languages.

[0100] The computer readable program instructions may execute entirely on the user's computer, partly on the user's computer, as a stand-alone software package, partly on the user's computer and partly on a remote computer or entirely on the remote computer or server. In the latter scenario, the remote computer may be connected to the user's computer through any type of network, including a local area network (LAN) or a wide area network (WAN), or the connection may be made to an external computer (for example, through the Internet using an Internet Service Provider). In some embodiments, electronic circuitry including, for example, programmable logic circuitry, field-programmable gate arrays (FPGA), or programmable logic arrays (PLA) may execute the computer readable program instructions by utilizing state information of the computer readable program instructions to personalize the electronic circuitry, in order to perform aspects of the present invention.

[0101] Aspects of the present invention are described herein with reference to flowchart illustrations and / or block diagrams of methods, apparatus (systems), and computerAttorney Docket No.: NRV0001WO program products according to embodiments of the invention. It will be understood that each block of the flowchart illustrations and / or block diagrams, and combinations of blocks in the flowchart illustrations and / or block diagrams, can be implemented by computer readable program instructions. These computer readable program instructions may be provided to a processor of a computer, or other programmable data processing apparatus to produce a machine, such that the instructions, which execute via the processor of the computer or other programmable data processing apparatus, create means for implementing the functions / acts specified in the flowchart and / or block diagram block or blocks. These computer readable program instructions may also be stored in a computer readable storage medium that can direct a computer, a programmable data processing apparatus, and / or other devices to function in a particular manner, such that the computer readable storage medium having instructions stored therein comprises an article of manufacture including instructions which implement aspects of the function / act specified in the flowchart and / or block diagram block or blocks.

[0102] References herein to software performing various functions generally refer to computer systems or processors performing those functions under software control. The computer systems of embodiments of the present invention may alternatively be implemented by any type of hardware and / or other processing circuitry. The various functions of the computer or other processing systems may be distributed in any manner among any number of software and / or hardware modules or units, processing or computer systems and / or circuitry, and the computer or processing systems may be disposed locally or remotely of each other and communicate via any suitable communications medium (e.g., LAN, WAN, Intranet, Internet, hardwire, modem connection, wireless, etc.).

[0103] For example, the functions of embodiments of the present invention may be distributed among various end-user / client and server systems, and / or any other intermediary processing devices. The software and / or algorithms described herein and illustrated in the figures may be modified in any manner that accomplishes the functions described herein.

[0104] The software of embodiments of the present invention may be available on a non-transitory computer useable medium (e.g., magnetic or optical mediums, magneto-optic mediums, floppy diskettes, CD-ROM, DVD, memory devices, etc.) of a stationary or portable program product apparatus or device for use with stand-alone systems or systems connected by a network or other communications medium.Attorney Docket No.: NRV0001WO

[0105] Computer readable program instructions for carrying out operations of the present invention may be assembler instructions, instruction-set-architecture (ISA) instructions, machine instructions, machine dependent instructions, microcode, firmware instructions, state-setting data, configuration data for integrated circuitry, or either source code or object code written in any combination of one or more programming languages, including an object oriented programming language such as Smalltalk, C++, or the like, and procedural programming languages, such as the “C” programming language or similar programming languages. The computer readable program instructions may execute entirely on the user's computer, partly on the user's computer, as a stand-alone software package, partly on the user's computer and partly on a remote computer or entirely on the remote computer or server. In the latter scenario, the remote computer may be connected to the user's computer through any type of network, including a local area network (LAN) or a wide area network (WAN), or the connection may be made to an external computer (for example, through the Internet using an Internet Service Provider).

[0106] The computer readable program instructions may be provided to a processor of a computer, or other programmable data processing apparatus such that the instructions, which execute via the processor of the computer or other programmable data processing apparatus, create means for implementing the functions / acts specified in the flowchart and / or block diagram block or blocks. The computer readable program instructions can be stored in a computer readable storage medium that can direct a computer, a programmable data processing apparatus, and / or other devices to function in a particular manner. Alternatively, the computer readable program instructions can be loaded onto a computer, other programmable data processing apparatus, or other device to cause a series of operational steps to be performed on the computer, other programmable apparatus or other device to produce a computer implemented process, such that the instructions which execute on the computer, other programmable apparatus, or other device implement the functions / acts specified in the flowchart and / or block diagram block or blocks. Electronic Circuitry

[0107] In certain embodiments, electronic circuitry including, for example, programmable logic circuitry, field-programmable gate arrays (FPGA), or programmable logic arrays (PLA) may execute the computer readable program instructions by utilizing state information of the computer readable program instructions to personalize the electronic circuitry, in order to perform aspects of the present invention. It will be understood that eachAttorney Docket No.: NRV0001WO block of the flowchart illustrations and / or block diagrams, and combinations of blocks in the flowchart illustrations and / or block diagrams, can be implemented by computer readable program instructions. Computing Environment

[0108] The environment of the present invention embodiments may include any number of computer or other processing systems (e.g., client or end-user systems, server systems, etc.) and databases or other repositories arranged in any desired fashion, where the present invention embodiments may be applied to any desired type of computing environment (e.g., cloud computing, client-server, network computing, mainframe, stand- alone systems, etc.). The computer or other processing systems employed by the present invention embodiments may be implemented by any number of any personal or other type of computer or processing system (e.g., desktop, laptop, PDA, mobile devices, etc.), and may include any commercially available operating system and any combination of commercially available and custom software. These systems may include any types of monitors and input devices (e.g., keyboard, mouse, voice recognition, etc.) to enter and / or view information.

[0109] The various functions of the computer or other processing systems may be distributed in any manner among any number of software and / or hardware modules or units, processing or computer systems and / or circuitry, where the computer or processing systems may be disposed locally or remotely of each other and communicate via any suitable communications medium (e.g., LAN, WAN, Intranet, Internet, hardwire, modem connection, wireless, etc.). For example, the functions of the present invention embodiments may be distributed in any manner among the various end-user / client and server systems, and / or any other intermediary processing devices. The software and / or algorithms described above and illustrated in the flowcharts may be modified in any manner that accomplishes the functions described herein. In addition, the functions in the flowcharts or description may be performed in any order that accomplishes a desired operation.

[0110] It will be appreciated that the environment of embodiments of the present invention may include any number of computers or other processing systems (e.g., client or end-user systems, server systems, etc.) and databases or other repositories in different arrangements and applied to different types of computing environments (e.g., cloud computing, client-server, network computing, mainframe, stand-alone systems, etc.). The computer(s) or other processing systems employed by embodiments of the present inventionAttorney Docket No.: NRV0001WO may be implemented by one or more personal or other types of computers or processing systems (e.g., desktop, laptop, PDA, mobile devices, etc.), and may include commercially available operating systems and a combination of commercially available and custom software (e.g., communications software, server software, a word processing module, one or more pre-processors, template processors, a feed generator module, a document manager, etc.). These systems may include monitors and input devices (e.g., keyboard, mouse, voice recognition, etc.) to enter and / or view information. Communication Network

[0111] The communication network may be implemented by any number of any type of communications network (e.g., LAN, WAN, Internet, Intranet, VPN, etc.). The computer or other processing systems of the present invention embodiments may include any conventional or other communications devices to communicate over the network via any conventional or other protocols. The computer or other processing systems may utilize any type of connection (e.g., wired, wireless, etc.) for access to the network. Local communication media may be implemented by any suitable communication media (e.g., local area network (LAN), hardwire, wireless link, Intranet, etc.).

[0112] The various systems and methodologies described herein may also include one or more servers arranged in a distributed structure with support from data centers located anywhere in the world. Implementations may be communicatively linked, cross-platformed to display information to the user relevant to his or her inquiry or search, and function on more than one computer architecture, operating system, application software, application programming interface (API), web application, etc. It will be appreciated that computer program instructions used by systems described herein and / or the apps for use with the systems may include computer executable code in one of a variety of languages, including C, C++, Java, JavaScript, etc., and that all system components and system processors may be operatively coupled or associated with one another wirelessly, via hardware, software, and / or through cloud-based computing. User Interface

[0113] The present invention embodiments may employ any number of any type of user interface (e.g., Graphical User Interface (GUI), command-line, prompt, etc.) for obtaining or providing information (e.g., to receive a user’s selection of publicly tradedAttorney Docket No.: NRV0001WO securities to monitor and to convey market data and alerts regarding the selected publicly traded securities to the user). The interface may include any number of any types of input or actuation mechanisms (e.g., buttons, icons, fields, boxes, links, etc.) disposed at any locations to enter / display information and initiate desired actions via any suitable input devices (e.g., mouse, keyboard, etc.). The interface screens may include any suitable actuators (e.g., links, tabs, etc.) to navigate between the screens in any fashion. Terminology / Definitions

[0114] As used herein, the singular forms "a", "an" and "the" are intended to include the plural forms as well, unless the context clearly indicates otherwise. It will be further understood that the terms "comprises", "comprising", "includes", "including", "has", "have", "having", "with" and the like, when used in this specification, specify the presence of stated features, integers, steps, operations, elements, and / or components, but do not preclude the presence or addition of one or more other features, integers, steps, operations, elements, components, and / or groups thereof.

[0115] The descriptions of the various embodiments of the present invention have been presented for purposes of illustration, but are not intended to be exhaustive or to limit the present invention to the embodiments disclosed. Many modifications and variations will be apparent to those of ordinary skill in the art without departing from the scope and spirit of the present invention. For example, while the alert classifier module is described as being implemented using a set of rules, it will be appreciated that it may be implemented as a machine learning model, such as a neural network trained to classify alerts using suitable training data (e.g., known combinations of alert factors and respective known classifications for the known combinations of alert factors). Additionally, while the client device has been described as obtaining market data directly from a market feed, it will be appreciated that the server may obtain market data from a market feed and provide it to the client device. It will also be appreciated that the machine learning model used to detect anomalies in online chatter may be re-trained periodically (e.g., daily) with more recent data (e.g., based on the previous x days of data, where x days preferably corresponds to several weeks of data). These and other modifications and variations are intended to be encompassed by the present disclosure.

Claims

Attorney Docket No.: NRV0001WO What is claimed:

1. A system for alerting a user of an anomaly concerning a publicly traded financial product, comprising: one or more processors; and a memory storing instructions that, when executed by the one or more processors, cause the one or more processors to: obtain online chatter from one or more social media platforms associated with the publicly traded financial product posted over a first time interval; determine, at the end of the first time interval, an anomaly concerning the publicly traded financial product based at least in part on the online chatter associated with the publicly traded financial product; and responsive to determining the anomaly, cause an alert to be provided to the user.

2. The system of claim 1, further comprising instructions stored in the memory that, when executed by the one or more processors, cause the one or more processors to obtain historical data regarding online chatter associated with the publicly traded financial product from a prior time interval before the first time interval; and wherein the determination of the anomaly is based at least in part on the historical 3. The system of claim 2, wherein the determination of the anomaly is based at least in part on comparing a number of posts in the online chatter associated with the publicly traded financial product over the first time interval with a threshold determined using the historical data.

4. The system of claim 3, wherein the threshold is determined, at least in part, by feeding the historical data into a first machine learning model trained to determine an average and a standard deviation of a number of posts in the online chatter over the prior time interval in the historical data.

5. The system of claim 4, wherein the determination of the anomaly is based at least in part on the number of posts in the online chatter associated with the publicly traded financialAttorney Docket No.: NRV0001WOAttorney Docket No.: NRV0001WOAttorney Docket No.: NRV0001WOAttorney Docket No.: NRV0001WO

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