Patents by Inventor Johnathan Mun

Johnathan Mun 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).

  • Patent number: 10453142
    Abstract: The present invention is in the field of modeling and quantifying Regulatory Capital, Key Risk Indicators, Probability of Default, Exposure at Default, Loss Given Default, Liquidity Ratios, and Value at Risk, using quantitative models, Monte Carlo risk simulations, credit models, and business statistics, and relates to the modeling and analysis of Asset Liability Management, Credit Risk, Market Risk, Operational Risk, and Liquidity Risk for banks or financial institutions, allowing these firms to properly identify, assess, quantify, value, diversify, hedge, and generate periodic regulatory reports for supervisory authorities and Central Banks on their credit, market, and operational risk areas.
    Type: Grant
    Filed: November 19, 2014
    Date of Patent: October 22, 2019
    Inventor: Johnathan Mun
  • Patent number: 9881339
    Abstract: The present invention is applicable in the field of corporate finance, corporate capital investments, economics, math, risk analysis, simulation, decision analysis, and business statistics, and relates to the modeling and valuation of investment decisions under uncertainty and risk within all companies, allowing these firms to properly identify, assess, quantify, value, diversify, and hedge their corporate capital investment decisions and their associated risks.
    Type: Grant
    Filed: October 21, 2014
    Date of Patent: January 30, 2018
    Inventor: Johnathan Mun
  • Patent number: 9811794
    Abstract: The present invention is applicable in the field of corporate finance, corporate capital investments, economics, math, business risk analysis, simulation, decision analysis, qualitative risk analysis, risk management, quantitative risk analysis, and business statistics, and relates to the modeling and valuation of investment decisions under uncertainty and risk within all companies, allowing these firms to properly identify, assess, quantify, value, diversify, and hedge their corporate capital investment decisions and their associated risks. Specifically, the present invention looks at starting from a comprehensive qualitative risk register and moving the analysis into the realms of quantitative risk modeling, simulation, and optimization.
    Type: Grant
    Filed: March 14, 2014
    Date of Patent: November 7, 2017
    Inventor: Johnathan Mun
  • Patent number: 9547477
    Abstract: A method and system allowing the ability to automatically and systematically run thousands and even millions of combinations and permutations of regression, forecasting and econometric trials to determine the best-fitting predictive model.
    Type: Grant
    Filed: October 23, 2013
    Date of Patent: January 17, 2017
    Inventor: Johnathan Mun
  • Patent number: 9389840
    Abstract: A method and software system allowing the ability to use an existing Excel model and extract the business intelligence, relationships, computations and model into pure mathematical relationships and codes such that the business intelligence in the original model is completely protected and the model can be run at extremely high speed and advanced simulations of hundreds of thousands to millions of trials can be run.
    Type: Grant
    Filed: March 11, 2014
    Date of Patent: July 12, 2016
    Inventor: Johnathan Mun
  • Publication number: 20160110812
    Abstract: The present invention is applicable in the field of corporate finance, corporate capital investments, economics, math, risk analysis, simulation, decision analysis, and business statistics, and relates to the modeling and valuation of investment decisions under uncertainty and risk within all companies, allowing these firms to properly identify, assess, quantify, value, diversify, and hedge their corporate capital investment decisions and their associated risks
    Type: Application
    Filed: October 21, 2014
    Publication date: April 21, 2016
    Inventor: Johnathan Mun
  • Publication number: 20150317135
    Abstract: A method and software system allowing the ability to use an existing Excel model and extract the business intelligence, relationships, computations and model into pure mathematical relationships and codes such that the business intelligence in the original model is completely protected and the model can be run at extremely high speed and advanced simulations of hundreds of thousands to millions of trials can be run.
    Type: Application
    Filed: March 11, 2014
    Publication date: November 5, 2015
    Inventor: Johnathan Mun
  • Publication number: 20150317136
    Abstract: A method and software system allowing the ability to use an existing Excel model and extract the business intelligence, relationships, computations and model into pure mathematical relationships and codes such that the business intelligence in the original model is completely protected and the model can be run at extremely high speed and advanced simulations of hundreds of thousands to millions of trials can be run.
    Type: Application
    Filed: March 11, 2014
    Publication date: November 5, 2015
    Inventor: Johnathan Mun
  • Publication number: 20150227656
    Abstract: A method and system allowing the analysis of risk through the use of Monte Carlo simulation, statistical and data analysis, stochastic forecasting, and optimization. The present invention includes novel methods such as the detailed reporting capabilities coupled with advanced analytical techniques, an integrated risk management process and procedures, adaptive licensing technology, and model profiling and storage procedures.
    Type: Application
    Filed: April 23, 2015
    Publication date: August 13, 2015
    Inventor: Johnathan Mun
  • Publication number: 20150088783
    Abstract: The present invention is in the field of modeling and quantifying Regulatory Capital, Key Risk Indicators, Probability of Default, Exposure at Default, Loss Given Default, Liquidity Ratios, and Value at Risk, using quantitative models, Monte Carlo risk simulations, credit models, and business statistics, and relates to the modeling and analysis of Asset Liability Management, Credit Risk, Market Risk, Operational Risk, and Liquidity Risk for banks or financial institutions, allowing these firms to properly identify, assess, quantify, value, diversify, hedge, and generate periodic regulatory reports for supervisory authorities and Central Banks on their credit, market, and operational risk areas.
    Type: Application
    Filed: November 19, 2014
    Publication date: March 26, 2015
    Inventor: Johnathan Mun
  • Patent number: 8892409
    Abstract: The present invention is applicable in the field of corporate finance, corporate capital investments, economics, math, risk analysis, simulation, decision analysis, and business statistics, and relates to the modeling and valuation of investment decisions under uncertainty and risk within all companies, allowing these firms to properly identify, assess, quantify, value, diversify, and hedge their corporate capital investment decisions and their associated risks.
    Type: Grant
    Filed: December 18, 2012
    Date of Patent: November 18, 2014
    Inventor: Johnathan Mun
  • Publication number: 20140324521
    Abstract: The present invention is applicable in the field of sales performance management coupled with corporate finance, corporate capital investments, economics, math, business risk analysis, simulation, decision analysis, qualitative risk analysis, risk management, quantitative risk analysis, and business statistics, and relates to the modeling and valuation of investment decisions and sales performance management and analysis under uncertainty and risk within all companies, allowing these firms to properly identify, assess, quantify, value, diversify, and hedge their corporate capital investment and sales management decisions and their associated risks. Specifically, the present invention looks at starting from comprehensive qualitative sales performance management and moving the analysis into the realms of quantitative risk-based sales performance modeling, simulation, and optimization.
    Type: Application
    Filed: July 14, 2014
    Publication date: October 30, 2014
    Inventor: Johnathan Mun
  • Publication number: 20140214720
    Abstract: A method and system that allows the valuation of financial, exotic, employee, and strategic real options using a family of highly flexible and customizable lattices, where the method can be used to solve real-life situations and conditions or to value financially engineered situations. The method uses specialized algorithms to solve complex and large models very quickly, and also allow simulation to be run on the inputs.
    Type: Application
    Filed: January 30, 2013
    Publication date: July 31, 2014
    Inventor: Johnathan Mun
  • Publication number: 20140214719
    Abstract: A method and system that allows the valuation of financial, exotic, employee, and strategic real options using a family of highly flexible and customizable lattices, where the method can be used to solve real-life situations and conditions or to value financially engineered situations. The method uses specialized algorithms to solve complex and large models very quickly, and also allow simulation to be run on the inputs.
    Type: Application
    Filed: January 30, 2013
    Publication date: July 31, 2014
    Inventor: Johnathan Mun
  • Publication number: 20140200953
    Abstract: The present invention is applicable in the field of corporate finance, corporate capital investments, economics, math, business risk analysis, simulation, decision analysis, qualitative risk analysis, risk management, quantitative risk analysis, and business statistics, and relates to the modeling and valuation of investment decisions under uncertainty and risk within all companies, allowing these firms to properly identify, assess, quantify, value, diversify, and hedge their corporate capital investment decisions and their associated risks. Specifically, the present invention looks at starting from a comprehensive qualitative risk register and moving the analysis into the realms of quantitative risk modeling, simulation, and optimization.
    Type: Application
    Filed: March 14, 2014
    Publication date: July 17, 2014
    Inventor: Johnathan Mun
  • Publication number: 20140180714
    Abstract: The present invention is applicable in the fields of finance, health care, employee benefits, math, and business statistics and was originated to provide real health-care decision analysis, risk analysis, and option analytics to corporate entities and individual participants, the need for which has arisen from what is collectively known as the Affordable Care Act (Patient Protection and Affordable Care Act as amended by the Health Care and Education Reconciliation Act of 2010). The present version of the Health Quant Data Modeler (HQDM) accounts for updates made necessary by the implementation of the Affordable Care Act, including additional applications for modeling, simulating, and analyzing the financial impact of the health-care real options for corporate entities with a minimal set of input assumptions for the purposes of a rapid economic justification and analysis.
    Type: Application
    Filed: February 27, 2014
    Publication date: June 26, 2014
    Inventors: Johnathan Mun, Thomas Michael Schmidt
  • Publication number: 20140067415
    Abstract: The present invention is adapted to provide real health-care decision analysis, risk analysis, and option analytics to individual participants, the need for which has arisen from the passage of the Affordable Care Act. The system and process simulate, optimize and visualize individual health plan options. The optimization utility uses the carrier component pricing, actuarial value calculations and phantom rate development as the basis of valuation for each of the medical and pharmacy benefit plan design permutations. Employer sponsored insurance funding, legislated premium tax credits and cost sharing reductions and individual account based funding are all factored into the process. A detailed preference analytics algorithm is used to formulate the appropriate individual risk profile in order to map the options. The individual has the ability to simulate customized scenarios as part of the tier paths defined in the Affordable Care Act.
    Type: Application
    Filed: September 3, 2013
    Publication date: March 6, 2014
    Inventors: Johnathan Mun, Thomas Michael Schmidt
  • Publication number: 20140067706
    Abstract: The present invention provides analytic utilities to an employer or health plan administrator as the financial underwriter of medical, prescription drug, and disability income protection for employees. It is specifically designed to integrate the use of evidence based clinical performance data and prescription drug possession ratios as part of a network optimization application; provide insights into disease progression and population migration over multiple time periods; calculate the impact on productivity as result of risk levels and health conditions; and make available advanced financial modeling capabilities utilizing econometric models and simulation.
    Type: Application
    Filed: September 3, 2013
    Publication date: March 6, 2014
    Inventors: Johnathan Mun, Thomas Michael Schmidt
  • Publication number: 20140052423
    Abstract: A method and system allowing the ability to automatically and systematically run thousands and even millions of combinations and permutations of regression, forecasting and econometric trials to determine the best-fitting predictive model.
    Type: Application
    Filed: October 23, 2013
    Publication date: February 20, 2014
    Inventor: Johnathan Mun
  • Publication number: 20130103615
    Abstract: The present invention is applicable in the field of corporate finance, corporate capital investments, economics, math, risk analysis, simulation, decision analysis, and business statistics, and relates to the modeling and valuation of investment decisions under uncertainty and risk within all companies, allowing these firms to properly identify, assess, quantify, value, diversify, and hedge their corporate capital investment decisions and their associated risks
    Type: Application
    Filed: December 18, 2012
    Publication date: April 25, 2013
    Inventor: Johnathan Mun