Patents by Inventor Ingrid Tierens

Ingrid Tierens 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).

  • System and method for creating, managing and trading hedge portfolios
    Patent number: 8712895
    Abstract: The present invention discloses apparatuses, systems and methods for providing optimal hedge portfolios that minimize single stock idiosyncratic risk for a given level of transactional costs. This is accomplished by deriving hedge portfolios with the maximum effective n for various levels of transaction costs. In one exemplary embodiment the maximum effective n portfolios are derived by starting with a sample portfolio, such as a capital weighted index, and using a hill climbing algorithm to iteratively modify the sample portfolio to map out the optimal effective n portfolios.
    Type: Grant
    Filed: December 23, 2010
    Date of Patent: April 29, 2014
    Assignee: Goldman, Sachs & Co.
    Inventors: Steven Harris Strongin, II, Lewis Segal, Ingrid Tierens
  • System and method for creating, managing and trading hedge portfolios
    Patent number: 7885885
    Abstract: The present invention discloses apparatuses, systems and methods for providing optimal hedge portfolios that minimize single stock idiosyncratic risk for a given level of transactional costs. This is accomplished by deriving hedge portfolios with the maximum effective n for various levels of transaction costs. In one exemplary embodiment the maximum effective n portfolios are derived by starting with a sample portfolio, such as a capital weighted index, and using a hill climbing algorithm to iteratively modify the sample portfolio to map out the optimal effective n portfolios.
    Type: Grant
    Filed: August 15, 2007
    Date of Patent: February 8, 2011
    Assignee: Goldman Sachs & Co.
    Inventors: Steven Harris Strongin, II, Lewis Segal, Ingrid Tierens