Patents by Inventor Richard Renzetti

Richard Renzetti 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 assuring the integrity of data used to evaluate financial risk or exposure
    Patent number: 8266025
    Abstract: A method and system is provided for assuring the integrity of data used to evaluate financial risk or exposure in trading portfolios such as portfolios of derivative contracts by looking for sweeping changes or statistically significant trends suggestive of possible errors. The method and system uses Content Analysis to measure the changes in the information content or entropy of data to detect abnormal changes that may require human intervention. A graphical user interface can also be provided that provides a mechanism for alerting users of possible errors and also gives an indication of the severity of the detected abnormality.
    Type: Grant
    Filed: August 8, 2000
    Date of Patent: September 11, 2012
    Assignee: Citibank, N.A.
    Inventors: Ronald Coleman, Richard Renzetti
  • System and method for assuring the integrity of data used to evaluate financial risk or exposure
    Publication number: 20050091151
    Abstract: A method and system is provided for assuring the integrity of data used to evaluate financial risk or exposure in trading portfolios such as portfolios of derivative contracts by looking for sweeping changes or statistically significant trends suggestive of possible errors. The method and system uses Content Analysis to measure the changes in the information content or entropy of data to detect abnormal changes that may require human intervention. A graphical user interface can also be provided that provides a mechanism for alerting users of possible errors and also gives an indication of the severity of the detected abnormality.
    Type: Application
    Filed: November 15, 2004
    Publication date: April 28, 2005
    Inventors: Ronald Coleman, Richard Renzetti