Patents by Inventor Michal Koblas

Michal Koblas 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: 10956678
    Abstract: This specification describes methods and systems for sentiment analysis. One of the methods includes: receiving a plurality of documents, each document having text data and for each of the documents: (1) representing at least part of the document's text data in a multi-dimensional vector space to produce vectorized text data; (2) applying a neural network to the vectorized text data to calculate a sentiment score, wherein the neural network has been trained using a two step process including (a) training the neural network with a non-domain specific training set; and (b) training the neural network with a domain specific training set; and (3) determining a sentiment score for an entity based at least in part on the sentiment scores for the plurality of documents.
    Type: Grant
    Filed: August 24, 2018
    Date of Patent: March 23, 2021
    Assignee: S&P Global Inc.
    Inventors: Mohammed Hadi, Michal Koblas, Saeed Shoaraee
  • Publication number: 20200065383
    Abstract: This specification describes methods and systems for sentiment analysis. One of the methods includes: receiving a plurality of documents, each document having text data and for each of the documents: (1) representing at least part of the document's text data in a multi-dimensional vector space to produce vectorized text data; (2) applying a neural network to the vectorized text data to calculate a sentiment score, wherein the neural network has been trained using a two step process including (a) training the neural network with a non-domain specific training set; and (b) training the neural network with a domain specific training set; and (3) determining a sentiment score for an entity based at least in part on the sentiment scores for the plurality of documents.
    Type: Application
    Filed: August 24, 2018
    Publication date: February 27, 2020
    Inventors: Mohammed Hadi, Michal Koblas, Saeed Shoaraee
  • Publication number: 20140172748
    Abstract: Systems and methods are provided for determining margin requirements for portfolios that are illiquid or have concentrated positions. Surveys with sample portfolios that include credit default swaps and that ask for liquidity charges are distributed to clearing members. Answers to the surveys are analyzed to develop a liquidity risk model. The liquidity risk model is subsequently used when setting margin requirements.
    Type: Application
    Filed: December 19, 2012
    Publication date: June 19, 2014
    Applicant: CHICAGO MERCANTILE EXCHANGE INC.
    Inventors: Michal Koblas, Moody Hadi, Panagiotis Xythalis
  • Patent number: 8738509
    Abstract: A system and method for determining a margin requirement associated with a plurality of financial instruments within a portfolio is disclosed.
    Type: Grant
    Filed: July 9, 2013
    Date of Patent: May 27, 2014
    Assignee: Chicago Mercantile Exchange, Inc.
    Inventors: Michal Koblas, Mohammed Hadi, Ketan B. Patel, Dmitriy Glinberg
  • Patent number: 8738490
    Abstract: A method for determining a margin requirement associated with a plurality of financial instruments within a portfolio is disclosed. The method includes receiving a plurality of data associated with the plurality of financial instruments within the portfolio, calculating a maximum risk margin for each of the plurality of risk factors such that the maximum risk margin for each of the plurality of risk factors is determined based on the plurality of data, and calculating a total multi-factor risk margin based on maximum risk margin for each of the plurality of risk factors.
    Type: Grant
    Filed: January 30, 2012
    Date of Patent: May 27, 2014
    Assignee: Chicago Mercantile Exchange Inc.
    Inventors: Michal Koblas, Muhammed Hadi, Ketan B. Patel, Ankeet Dedhia, Mu Wang
  • Publication number: 20130297534
    Abstract: A system and method for determining a margin requirement associated with a plurality of financial instruments within a portfolio is disclosed.
    Type: Application
    Filed: July 9, 2013
    Publication date: November 7, 2013
    Inventors: Michal Koblas, Mohammed Hadi, Ketan B. Patel, Dmitriy Glinberg
  • Patent number: 8484123
    Abstract: A system and method for determining a margin requirement associated with a plurality of financial instruments within a portfolio is disclosed.
    Type: Grant
    Filed: December 16, 2011
    Date of Patent: July 9, 2013
    Assignee: Chicago Mercantile Exchange, Inc.
    Inventors: Michal Koblas, Mohammed Hadi, Ketan B. Patel, Dmitiry Glinberg
  • Publication number: 20130073479
    Abstract: A method for determining a margin requirement associated with a plurality of financial instruments within a portfolio is disclosed. The method includes receiving a plurality of data associated with the plurality of financial instruments within the portfolio, calculating a maximum risk margin for each of the plurality of risk factors such that the maximum risk margin for each of the plurality of risk factors is determined based on the plurality of data, and calculating a total multi-factor risk margin based on maximum risk margin for each of the plurality of risk factors.
    Type: Application
    Filed: January 30, 2012
    Publication date: March 21, 2013
    Inventors: Michal Koblas, Muhammed Hadi, Ketan B. Patel, Ankeet Dedhia, Mu Wang
  • Publication number: 20120095938
    Abstract: A system and method for determining a margin requirement associated with a plurality of financial instruments within a portfolio is disclosed.
    Type: Application
    Filed: December 16, 2011
    Publication date: April 19, 2012
    Inventors: Mohammed Hadi, Ketan B. Patel, Michal Koblas, Dmitiry Glinberg
  • Patent number: 8108281
    Abstract: A method for determining a margin requirement associated with a plurality of financial instruments within a portfolio is disclosed. The method includes receiving a plurality of data associated with the plurality of financial instruments within the portfolio, determining a shock value for each of a plurality of risk factors within a multi-factor risk model, such that the shock factor is determined based on the received plurality of data, calculating a maximum risk margin for each of the plurality of risk factors, and calculating a total multi-factor risk margin based on maximum risk margin for each of the plurality of risk factors.
    Type: Grant
    Filed: July 21, 2010
    Date of Patent: January 31, 2012
    Assignee: Chicago Mercantile Exchange Inc.
    Inventors: Michal Koblas, Muhammed Hadi, Ketan B. Patel, Ankeet Dehdia, Mu Wang
  • Patent number: 8103578
    Abstract: A system and method for determining a margin requirement associated with a plurality of financial instruments within a portfolio is disclosed.
    Type: Grant
    Filed: September 15, 2009
    Date of Patent: January 24, 2012
    Assignee: Chicago Mercantile Exchange Inc.
    Inventors: Michal Koblas, Mohammed Hadi, Ketan B. Patel, Dmitriy Glinberg
  • Publication number: 20110145117
    Abstract: Methods, systems and apparatuses are described for credit default swap (CDS) settlement pricing. The method includes receiving at least quoted prices and/or executed prices, and using them to calculate a settlement price of CDSs in a portfolio. The calculation of the settlement price may also consider other information, such as recovery rate, hazard rate function, etc. The invention also may include an electronic trading platform that is fully integrated with a central counterparty clearing facility for CDSs.
    Type: Application
    Filed: December 15, 2009
    Publication date: June 16, 2011
    Applicant: CHICAGO MERCANTILE EXCHANGE INC.
    Inventors: Kevin Fallon, Ketan Patel, Moody Hadi, Michal Koblas, Dipanker Bose, Simon Evans
  • Publication number: 20110035342
    Abstract: A method for determining a margin requirement associated with a plurality of financial instruments within a portfolio is disclosed. The method includes receiving a plurality of data associated with the plurality of financial instruments within the portfolio, determining a shock value for each of a plurality of risk factors within a multi-factor risk model, such that the shock factor is determined based on the received plurality of data, calculating a maximum risk margin for each of the plurality of risk factors, and calculating a total multi-factor risk margin based on maximum risk margin for each of the plurality of risk factors.
    Type: Application
    Filed: July 21, 2010
    Publication date: February 10, 2011
    Inventors: Michal Koblas, Muhammed Hadi, Ketan B. Patel, Ankeet Dehdia, Mu Wang
  • Publication number: 20100017345
    Abstract: A system and method for determining a margin requirement associated with a plurality of financial instruments within a portfolio is disclosed.
    Type: Application
    Filed: September 15, 2009
    Publication date: January 21, 2010
    Applicant: Chicago Mercantile Exchange, Inc.
    Inventors: MOHAMMED HADI, Ketan B. Patel, Michal Koblas, Dmitriy Glinberg