Patents by Inventor Alec Kercheval

Alec Kercheval has filed for patents to protect the following inventions. This listing includes patent applications that are pending as well as patents that have already been granted by the United States Patent and Trademark Office (USPTO).

  • Method and apparatus for creating consistent risk forecasts and for aggregating factor models
    Patent number: 7324978
    Abstract: An invention forcing an aggregate risk model to be consistent with standalone models is provided. A revising transformation parameterized over and an objective function minimized over, the orthogonal group are provided, least changing cross blocks of covariance matrices, preserving information in original cross block correlations, consistent with a prescribed revised sub-block.
    Type: Grant
    Filed: June 4, 2002
    Date of Patent: January 29, 2008
    Assignee: Barra, Inc.
    Inventors: Lisa Robin Goldberg, Alec Kercheval, Guy Miller
  • Method and apparatus for creating consistent risk forecasts and for aggregating factor models
    Publication number: 20040236546
    Abstract: An invention forcing an aggregate risk model to be consistent with standalone models is provided. A revising transformation parameterized over and an objective function minimized over, the orthogonal group are provided, least changing cross blocks of covariance matrices, preserving information in original cross block correlations, consistent with a prescribed revised sub-block.
    Type: Application
    Filed: June 7, 2004
    Publication date: November 25, 2004
    Inventors: Lisa Robin Goldberg, Alec Kercheval, Guy Miller