Patents Assigned to Goldman Sachs & Co. LLC
  • Patent number: 11049034
    Abstract: A method is provided for solving a computational problem that is reducible to a problem of counting solutions to an associated decision problem. The method includes estimating a number of the solutions to the decision problem using a quantum computer by determining if there is at least one simultaneous solution to both (i) the decision problem and (ii) an associated hashing problem. The method also includes increasing a precision of the estimated number of the solutions to the decision problem using the quantum computer by determining if there are multiple solutions to the decision problem that are simultaneously solutions to the associated hashing problem. The method further includes outputting or using the estimated number of the solutions to the decision problem as a solution to the computational problem.
    Type: Grant
    Filed: September 8, 2017
    Date of Patent: June 29, 2021
    Assignee: Goldman Sachs & Co. LLC
    Inventors: Paul Burchard, Anthony Daoud
  • Patent number: 11036830
    Abstract: A method for solving a computational problem reducible to a problem of summing probabilities over all solutions to a decision problem includes using a quantum computer to identify a coarse estimate of a sum of the probabilities over all solutions to the decision problem. The method also includes using the quantum computer to identify a finer estimate of the sum. The finer estimate is determined using a quantum amplitude estimation algorithm in which a number m in a number register controls a number R×m of quantum amplitude amplification iterations to be applied to a solution space register (where R is a specified multiple) and a quantum Fourier transform is applied to the number register. The method further includes using the coarse estimate to de-alias the finer estimate over all solutions. In addition, the method includes outputting a solution to the computational problem determined using the de-aliased finer estimate.
    Type: Grant
    Filed: February 14, 2019
    Date of Patent: June 15, 2021
    Assignee: Goldman Sachs & Co. LLC
    Inventor: Paul Burchard
  • Patent number: 11023968
    Abstract: The systems and methods described herein relate to processing financial transactions using a computer network that stores a distributed ledger, and particularly, to updating the distributed ledger based on data messages received from validation servers that each store a portion of the ledger corresponding to a respective asset. The systems and methods described herein employ the distributed ledger to control visibility of transactions to the general marketplace, but still provide swift and assured completion of transactions and visibility and audit capability for regulators.
    Type: Grant
    Filed: March 5, 2015
    Date of Patent: June 1, 2021
    Assignee: Goldman Sachs & Co. LLC
    Inventors: Matthew Timothy Arnold, Zartasha Naeem
  • Patent number: 11025590
    Abstract: A network security system implements connectivity policies of a network environment. The network security system may use a network topology mapping to implement connectivity policies, where the network topology mapping includes sets of security zones, security devices, and zone paths between the security zones via the one or more security devices. The network security system can generate a universal representation of a connectivity policy for the network environment using a universal syntax. Using the network topology mapping, the network security system can identify zone paths between the security zones for implementing the connectivity policy. The network security system can configure security devices along the zone paths in accordance with the connectivity policies. Configuring security devices may include converting some or all of the universal representation of the connectivity policy into a device-specific representation in a native syntax of the security device.
    Type: Grant
    Filed: August 19, 2020
    Date of Patent: June 1, 2021
    Assignee: Goldman Sachs & Co. LLC
    Inventors: Daniel Boris Kovenat, Dheepak Ramanujam, Michael Joel O'Connor
  • Patent number: 11004150
    Abstract: The disclosure details the implementation of an APPARATUSES, METHODS AND SYSTEMS FOR A HIGH DENSITY FINANCIAL ASSET INFORMATION DISPLAY. The disclosure teaches a High Density Financial Asset Information Display which provides a high density, straightforward, unified, compact, dynamic and comprehensive display interface that presents users with a high volume of easy to understand financial asset information including the current buy and sell prices, the current price direction, the amount of time the asset pair is traded at each price, and the change in price over multiple time frames. The High Density Financial Asset Information Display is dynamically updated with the latest financial information and is formatted to convey relevant changes in the information of interest in a way that is easily understood by users.
    Type: Grant
    Filed: December 11, 2017
    Date of Patent: May 11, 2021
    Assignee: Goldman Sachs & Co. LLC
    Inventor: Stephen Richard Schonberg
  • Patent number: 10992900
    Abstract: A system and a method are disclosed describing a mechanism for preventing recording of security sensitive media content when that content is displayed on a screen. The mechanism includes selecting two refresh rates for a display and oscillating between those two refresh rates thereby preventing a recording device's recording frame rate from synchronizing with the display device's refresh rate. As a result, anything recorded by the recording device will be distorted.
    Type: Grant
    Filed: April 9, 2020
    Date of Patent: April 27, 2021
    Assignee: Goldman Sachs & Co. LLC
    Inventors: Michael Mattioli, Frederick Biga
  • Patent number: 10904308
    Abstract: Systems and methods for efficiently absorbing, archiving, and distributing any size data sets are provided. Some embodiments provide flexible, policy-based distribution of high volume data through real time streaming as well as past data replay. In addition, some embodiments provide for a foundation of solid and unambiguous consistency across any vendor system through advanced version features. This consistency is particularly valuable to the financial industry, but also extremely useful to any company that manages multiple data distribution points for improved and reliable data availability.
    Type: Grant
    Filed: February 18, 2020
    Date of Patent: January 26, 2021
    Assignee: Goldman Sachs & Co. LLC
    Inventors: Matthew Voss, Vishnu Mavuram, Scott Cohen
  • Patent number: 10839316
    Abstract: A method includes using a computational network to learn and predict time-series data. The computational network is configured to receive the time-series data and perform transformation-invariant encoding of the time-series data. The computational network includes one or more encoding layers. The method also includes feeding back future predictions of the time-series data through inertial adjustments of transformations. The inertial adjustments preserve the invariants in the computational network. The computational network could further include one or more pooling layers each configured to reduce dimensionality of data, where the one or more pooling layers provide the transformation invariance for the encoding.
    Type: Grant
    Filed: August 1, 2017
    Date of Patent: November 17, 2020
    Assignee: Goldman Sachs & Co. LLC
    Inventor: Paul Burchard
  • Patent number: 10810156
    Abstract: An apparatus includes multiple parallel computing cores, where each computing core is configured to perform one or more processing operations and generate input data. The apparatus also includes multiple sets of parallel coprocessors, where each computing core is associated with a different one of the sets of parallel coprocessors. The coprocessors in each set of parallel coprocessors are configured to process the input data and generate output data. Each of the computing cores is configured to generate additional input data based on the output data generated by the associated set of parallel coprocessors.
    Type: Grant
    Filed: September 21, 2018
    Date of Patent: October 20, 2020
    Assignee: Goldman Sachs & Co. LLC
    Inventors: Paul Burchard, Ulrich Drepper
  • Patent number: 10783446
    Abstract: A system and method for solving general classes of difficult financial calculations such as capital calculations and pricing calculations on a quantum computer are disclosed. In some embodiments, the disclosed method reduces financial problems to problems in # P. In some embodiments, the method includes constructing a quantum circuit whose ground states are comprised of solutions to an associated NP problem that the problem in # P is counting, and then using a quantum annealing process to find one of those ground states, if it exists. For the gross estimate of the size of the solution set of the NP problem, which the # P problem is counting, the method includes finding one solution that achieves a specific random hash value, applying a correction formula, and amplifying the result using a k-fold iterated hash function, in which the number of bits of the hash value increases linearly with each iteration.
    Type: Grant
    Filed: January 8, 2015
    Date of Patent: September 22, 2020
    Assignee: Goldman Sachs & Co. LLC
    Inventor: Paul H. Burchard
  • Patent number: 10748197
    Abstract: Systems and methods for a product driven approach to technology provisioning, operations, and billing are provided. Some embodiments provide an Information Technology (IT) business architecture built around the product driven methodology. This architecture can be designed to optimize the demand side provisioning of technology products to meet business intent and the execution of supply side assembly and implementation lifecycle. A technology model can be used that recursively decomposes services and products into various components. As a result, the technology model allows for effective and efficient provisioning, pricing, and impact assessment of the organization's technology to thereby drive the efficiency of scale and the automation of the provisioning, the finance, and the operation businesses.
    Type: Grant
    Filed: June 4, 2013
    Date of Patent: August 18, 2020
    Assignee: Goldman Sachs & Co. LLC
    Inventors: Carl J. Reed, Charles Klein
  • Patent number: 10715393
    Abstract: An online system receives time series data and analyzes the data for identifying trend changes or level shifts in the time series. The time series data may describe resource utilization of systems, for example, bandwidth of computer networks. The online system uses prediction models, for example, machine learning based prediction models using regression to predict data values for the time series. The online system determines error residue values based on difference between predicted data values and actual data values of the time series. The online system determines level change in the error residue to identify change-points representing trend changes or level-shifts in the original time-series. The online system takes corrective action based on the change-point information and the trend following the occurrence of the change-point, for example, sending alerts or instructions for causing reconfiguration of the systems such as the computer network.
    Type: Grant
    Filed: March 7, 2019
    Date of Patent: July 14, 2020
    Assignee: Goldman Sachs & Co. LLC
    Inventor: Mukundan Madhavan
  • Patent number: 10708394
    Abstract: A broker system dynamically adjusts data processing techniques used by a network gateway for forwarding data over a network from a client system to an exchange system based on a switch mode parameter. The broker system dynamically adjusts the network gateway from using an error-propagating data processing technique (e.g. cut-through switching) to a non-error-propagating data processing technique (e.g. store and forward switching) based on the switch mode parameter. In particular, the broker system may adjust the network gateway when a count of unsuccessfully validated protocol data units meets a threshold specified by the switch mode parameter. While using the error-propagating technique, the broker system may modify a portion of the data protocol unit corresponding to a transport layer of a network protocol used by the network when a protocol data unit is unsuccessfully validated.
    Type: Grant
    Filed: February 18, 2020
    Date of Patent: July 7, 2020
    Assignee: Goldman Sachs & Co. LLC
    Inventors: Sambit Mishra, Adwait Gupte
  • Patent number: 10685189
    Abstract: A method includes performing, with at least one processing device, natural language generation using both (i) a semantic word and clause representation generated from syntactically-labeled context and (ii) a syntax generated from common semantic relations between sequential words and clauses. Performing the natural language generation includes pushing words onto a stack based on the semantic word and clause representation and based on words and clauses already on the stack and popping the words and clauses off the stack to be replaced by clauses based on the syntax. Pushing the words onto the stack could be based only on components of the semantic word and clause representation coming from future context.
    Type: Grant
    Filed: November 15, 2017
    Date of Patent: June 16, 2020
    Assignee: Goldman Sachs & Co. LLC
    Inventor: Paul Burchard
  • Patent number: 10652103
    Abstract: A method includes receiving, at a fabric monitoring system, information identifying occurrences of events in an enterprise system having multiple computing or networking systems. The events occur on or involve computing or networking devices in the computing or networking systems, and the events are identified using rules accessible by the fabric monitoring system. The method also includes processing, using the fabric monitoring system, the information in real-time to identify the occurrences of the events and to assign the events to multiple situations. The events are assigned to the situations using one or more processing models accessible by the fabric monitoring system. The method further includes outputting information identifying the situations.
    Type: Grant
    Filed: April 20, 2016
    Date of Patent: May 12, 2020
    Assignee: Goldman Sachs & Co. LLC
    Inventors: Robert Anderson, Ilia Berman, Keith Billis, Amol Joshi
  • Patent number: 10628885
    Abstract: This disclosure provides systems and methods for prevention of manipulation and gaming in electronic intraday auctions. The system includes using at least one processing device for obtaining orders related to an asset from an electronic trading system. The system includes using at least one processing device for identifying a value for the asset to be used during an intraday auction involving the asset. The identified value is based on a detected order cross within the orders. The value is identified and set prior to the intraday auction. The value is located within a best bid and best offer spread (BBO) band. The system includes using at least one processing device for initiating the intraday auction involving the asset based on the identified and set value and the detected order cross. Changes to the BBO band during the intraday auction do not affect the identified and set value.
    Type: Grant
    Filed: April 24, 2018
    Date of Patent: April 21, 2020
    Assignee: Goldman Sachs & Co. LLC
    Inventors: Paul M. Brennan, Charles Broussin
  • Patent number: 10601883
    Abstract: Systems and methods for efficiently absorbing, archiving, and distributing any size data sets are provided. Some embodiments provide flexible, policy-based distribution of high volume data through real time streaming as well as past data replay. In addition, some embodiments provide for a foundation of solid and unambiguous consistency across any vendor system through advanced version features. This consistency is particularly valuable to the financial industry, but also extremely useful to any company that manages multiple data distribution points for improved and reliable data availability.
    Type: Grant
    Filed: September 26, 2016
    Date of Patent: March 24, 2020
    Assignee: Goldman Sachs & Co. LLC
    Inventors: Matthew Voss, Vishnu Mavuram, Scott Cohen
  • Patent number: 10574685
    Abstract: A system, method, and device are presented for assessing a target network's vulnerability to a real cyberthreat based on determining policy-based synthetic tests configured to model the behavior of the cyberthreat. Real-time feedback from the target network (e.g., servers, desktops, and network/monitoring hardware and/or software equipment) are received, analyzed, and used to determine whether any modifications to the same or a new synthesized test is preferred. The technology includes self-healing processes that, using the feedback mechanisms, can attempt to find patches for known vulnerabilities, test for unknown vulnerabilities, and configure the target network's resources in accordance with predefined service-level agreements.
    Type: Grant
    Filed: July 16, 2018
    Date of Patent: February 25, 2020
    Assignee: Goldman Sachs & Co. LLC
    Inventors: David Vallone, Peter Taylor, Phil J. Venables, Ruoh-Yann Huang
  • Patent number: 10558769
    Abstract: Systems and methods for automatically generating scenarios and user interface elements representing valuations of instruments under the scenarios are described. The systems and methods use expert polling systems and machine learning rules to generate tree data storage structures representing different scenarios of macro factors for outcomes of events. Machine implemented interfaces for expert polling, presentment of scenarios, and interaction with scenarios are also provided.
    Type: Grant
    Filed: January 4, 2019
    Date of Patent: February 11, 2020
    Assignee: Goldman Sachs & Co. LLC
    Inventors: Ron Dembo, Atul Pawar, Ezra Nahum, Andrew Phillips
  • Patent number: D906671
    Type: Grant
    Filed: March 19, 2019
    Date of Patent: January 5, 2021
    Assignee: GOLDMAN SACHS & CO., LLC
    Inventor: Lisa McCullagh