Futures margin modeling system having seasonality detection

Number of patents in Portfolio can not be more than 2000

United States of America

PATENT NO 12141881
APP PUB NO 20230298113A1
SERIAL NO

18199495

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Abstract

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A physical container (e.g., a battery) may be filled up (charged) or emptied (discharged) with energy commensurate with requirements to post a particular amount of collateral. The disclosure provides computing systems and methods for processing data using a novel combination of wavelet techniques and rolling techniques to more efficiently detect seasonality in particular products (e.g., energy products) to more accurately model and determine collateral/margin requirements. A clearinghouse computing device may be configured to generate a margin requirement for a portfolio of products and may include a processor to process instructions that cause the clearinghouse computing device to perform wavelet decomposition and rolling methods on a historical database of records.

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Patent Owner(s)

Patent OwnerAddress
CHICAGO MERCANTILE EXCHANGE INC20 SOUTH WACKER DRIVE CHICAGO IL 60606

International Classification(s)

Inventor(s)

Inventor Name Address # of filed Patents Total Citations
Chen, Guo Chicago, US 68 340
Joshi, Nikhil New York, US 20 72
Liu, Shuo London, GB 108 187
Rossi, Sebastiano Zurich, CH 5 0
Weng, Jennifer Yingying Brooklyn, US 4 0
Xu, Xiaowen Chicago, US 8 9
Yang, Siwen Chicago, US 10 13
Yang, Zijiang Chicago, US 56 623

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