Patents by Inventor Siwen Yang

Siwen Yang 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: 11966975
    Abstract: A system may be configured to generate an estimate of value at risk and may include a processor to process instructions that cause the system to generate a rolling time series of value data having a plurality of dimensions, perform rotation transform of the time series, perform variance scaling and correlation scaling on transformed time series, reverse transform the results of the scaling, and estimate of a value-at-risk for the value data.
    Type: Grant
    Filed: June 14, 2022
    Date of Patent: April 23, 2024
    Assignee: Chicago Mercantile Exchange Inc.
    Inventors: Jennifer Weng, Nikhil Joshi, Guo Chen, Siwen Yang, Zijiang Yang
  • Publication number: 20230298113
    Abstract: A physical container (e.g., a battery) may be filled up (charged) or emptied (discharged) with energy commensurate with requirements to post a particular amount of collateral. The disclosure provides computing systems and methods for processing data using a novel combination of wavelet techniques and rolling techniques to more efficiently detect seasonality in particular products (e.g., energy products) to more accurately model and determine collateral/margin requirements. A clearinghouse computing device may be configured to generate a margin requirement for a portfolio of products and may include a processor to process instructions that cause the clearinghouse computing device to perform wavelet decomposition and rolling methods on a historical database of records.
    Type: Application
    Filed: May 19, 2023
    Publication date: September 21, 2023
    Applicant: Chicago Mercantile Exchange Inc.
    Inventors: Jennifer Yingying Weng, Nikhil Joshi, Guo Chen, Siwen Yang, Zijiang Yang, Xiaowen Xu, Shuo Liu, Sebastiano Rossi
  • Patent number: 11704751
    Abstract: A physical container (e.g., a battery) may be filled up (charged) or emptied (discharged) with energy commensurate with requirements to post a particular amount of collateral. The disclosure provides computing systems and methods for processing data using a novel combination of wavelet techniques and rolling techniques to more efficiently detect seasonality in particular products (e.g., energy products) to more accurately model and determine collateral/margin requirements. A clearinghouse computing device may be configured to generate a margin requirement for a portfolio of products and may include a processor to process instructions that cause the clearinghouse computing device to perform wavelet decomposition and rolling methods on a historical database of records.
    Type: Grant
    Filed: April 20, 2022
    Date of Patent: July 18, 2023
    Assignee: Chicago Mercantile Exchange Inc.
    Inventors: Jennifer Yingying Weng, Nikhil Joshi, Guo Chen, Siwen Yang, Zijiang Yang, Xiaowen Xu, Shuo Liu, Sebastiano Rossi
  • Patent number: 11481035
    Abstract: System and method for managing a user interface for a foldable device are disclosed. The method includes: determining a folding state of the foldable device based on a folding angle of the foldable device; detecting an input gesture on one or more touch-sensitive display segments of a flexible display screen of a foldable device; determining a gesture type corresponding to the detected input gesture; determining whether the detected input gesture is a valid gesture or invalid gesture; and responsive to determining that the detected input gesture is a valid gesture, providing the gesture type corresponding to the detected gesture, the folding state of the foldable device, and display information to a software application or an operating system of the foldable device.
    Type: Grant
    Filed: May 15, 2020
    Date of Patent: October 25, 2022
    Assignee: HUAWEI TECHNOLOGIES CO., LTD.
    Inventors: Thu Ha Trinh, Wei Li, Jin Tang, Marcello Giordano, Ghazaleh Saniee-Monfared, Chenhe Li, Siwen Yang, Zhou Xuan
  • Publication number: 20220335523
    Abstract: A system may be configured to generate an estimate of value at risk and may include a processor to process instructions that cause the system to generate a rolling time series of value data having a plurality of dimensions, perform rotation transform of the time series, perform variance scaling and correlation scaling on transformed time series, reverse transform the results of the scaling, and estimate of a value-at-risk for the value data.
    Type: Application
    Filed: June 14, 2022
    Publication date: October 20, 2022
    Applicant: Chicago Mercantile Exchange Inc.
    Inventors: Jennifer Weng, Nikhil Joshi, Guo Chen, Siwen Yang, Zijiang Yang
  • Publication number: 20220270188
    Abstract: A physical container (e.g., a battery) may be filled up (charged) or emptied (discharged) with energy commensurate with requirements to post a particular amount of collateral. The disclosure provides computing systems and methods for processing data using a novel combination of wavelet techniques and rolling techniques to more efficiently detect seasonality in particular products (e.g., energy products) to more accurately model and determine collateral/margin requirements. A clearinghouse computing device may be configured to generate a margin requirement for a portfolio of products and may include a processor to process instructions that cause the clearinghouse computing device to perform wavelet decomposition and rolling methods on a historical database of records.
    Type: Application
    Filed: April 20, 2022
    Publication date: August 25, 2022
    Applicant: Chicago Mercantile Exchange Inc.
    Inventors: Jennifer Yingying Weng, Nikhil Joshi, Guo Chen, Siwen Yang, Zijiang Yang, Xiaowen Xu, Shuo Liu, Sebastiano Rossi
  • Patent number: 11393029
    Abstract: A clearinghouse computing device may be configured to generate a margin requirement for a portfolio of financial products and may include a processor to process instructions that cause the clearinghouse computing device to retrieve a plurality of pricing records from a historical pricing database, process the plurality of pricing records to generate rolling time series pricing records for at least one financial product having a plurality of dimensions, reduce the number of dimensions from a starting dimension to a reduced dimension, perform variance scaling and correlation scaling on the reduced dimension rolling time series pricing records, and generate a margin requirement based on a value-at-risk calculation.
    Type: Grant
    Filed: March 31, 2020
    Date of Patent: July 19, 2022
    Assignee: Chicago Mercantile Exchange Inc.
    Inventors: Jennifer Weng, Nikhil Joshi, Guo Chen, Siwen Yang, Zijiang Yang
  • Patent number: 11367152
    Abstract: A physical container (e.g., a battery) may be filled up (charged) or emptied (discharged) with energy commensurate with requirements to post a particular amount of collateral. The disclosure provides computing systems and methods for processing data using a novel combination of wavelet techniques and rolling techniques to more efficiently detect seasonality in particular products (e.g., energy products) to more accurately model and determine collateral/margin requirements. A clearinghouse computing device may be configured to generate a margin requirement for a portfolio of products and may include a processor to process instructions that cause the clearinghouse computing device to perform wavelet decomposition and rolling methods on a historical database of records.
    Type: Grant
    Filed: September 25, 2020
    Date of Patent: June 21, 2022
    Assignee: Chicago Mercantile Exchange Inc.
    Inventors: Jennifer Yingying Weng, Nikhil Joshi, Guo Chen, Siwen Yang, Zijiang Yang, Xiaowen Xu, Shuo Liu, Sebastiano Rossi
  • Publication number: 20210357034
    Abstract: System and method for managing a user interface for a foldable device are disclosed. The method includes: determining a folding state of the foldable device based on a folding angle of the foldable device; detecting an input gesture on one or more touch-sensitive display segments of a flexible display screen of a foldable device; determining a gesture type corresponding to the detected input gesture; determining whether the detected input gesture is a valid gesture or invalid gesture; and responsive to determining that the detected input gesture is a valid gesture, providing the gesture type corresponding to the detected gesture, the folding state of the foldable device, and display information to a software application or an operating system of the foldable device.
    Type: Application
    Filed: May 15, 2020
    Publication date: November 18, 2021
    Inventors: Thu Ha TRINH, Wei LI, Jin TANG, Marcello GIORDANO, Ghazaleh SANIEE-MONFARED, Chenhe LI, Siwen YANG, Zhou XUAN
  • Publication number: 20210012436
    Abstract: A physical container (e.g., a battery) may be filled up (charged) or emptied (discharged) with energy commensurate with requirements to post a particular amount of collateral. The disclosure provides computing systems and methods for processing data using a novel combination of wavelet techniques and rolling techniques to more efficiently detect seasonality in particular products (e.g., energy products) to more accurately model and determine collateral/margin requirements. A clearinghouse computing device may be configured to generate a margin requirement for a portfolio of products and may include a processor to process instructions that cause the clearinghouse computing device to perform wavelet decomposition and rolling methods on a historical database of records.
    Type: Application
    Filed: September 25, 2020
    Publication date: January 14, 2021
    Applicant: Chicago Mercantile Exchange Inc.
    Inventors: Jennifer Yingying Weng, Nikhil Joshi, Guo Chen, Siwen Yang, Zijiang Yang, Xiaowen Xu, Shuo Liu, Sebastiano Rossi
  • Patent number: 10867360
    Abstract: A physical container (e.g., a battery) may be filled up (charged) or emptied (discharged) with energy commensurate with requirements to post a particular amount of collateral. The disclosure provides computing systems and methods for processing data using a novel combination of wavelet techniques and rolling techniques to more efficiently detect seasonality in particular products (e.g., energy products) to more accurately model and determine collateral/margin requirements. A clearinghouse computing device may be configured to generate a margin requirement for a portfolio of products and may include a processor to process instructions that cause the clearinghouse computing device to perform wavelet decomposition and rolling methods on a historical database of records.
    Type: Grant
    Filed: October 27, 2017
    Date of Patent: December 15, 2020
    Assignee: Chicago Mercantile Exchange Inc.
    Inventors: Jennifer Weng, Nikhil Joshi, Guo Chen, Siwen Yang, Zijiang Yang, Xiaowen Xu, Shuo Liu, Sebastiano Rossi
  • Publication number: 20200226684
    Abstract: A clearinghouse computing device may be configured to generate a margin requirement for a portfolio of financial products and may include a processor to process instructions that cause the clearinghouse computing device to retrieve a plurality of pricing records from a historical pricing database, process the plurality of pricing records to generate rolling time series pricing records for at least one financial product having a plurality of dimensions, reduce the number of dimensions from a starting dimension to a reduced dimension, perform variance scaling and correlation scaling on the reduced dimension rolling time series pricing records, and generate a margin requirement based on a value-at-risk calculation.
    Type: Application
    Filed: March 31, 2020
    Publication date: July 16, 2020
    Applicant: Chicago Mercantile Exchange Inc.
    Inventors: Jennifer Weng, Nikhil Joshi, Guo Chen, Siwen Yang, Zijiang Yang
  • Patent number: 10643278
    Abstract: A clearinghouse computing device may be configured to generate a margin requirement for a portfolio of financial products and may include a processor to process instructions that cause the clearinghouse computing device to retrieve a plurality of pricing records from a historical pricing database, process the plurality of pricing records to generate rolling time series pricing records for at least one financial product having a plurality of dimensions, reduce the number of dimensions from a starting dimension to a reduced dimension, perform variance scaling and correlation scaling on the reduced dimension rolling time series pricing records, and generate a margin requirement based on a value-at-risk calculation.
    Type: Grant
    Filed: January 20, 2016
    Date of Patent: May 5, 2020
    Assignee: Chicago Mercantile Exchange Inc.
    Inventors: Jennifer Weng, Nikhil Joshi, Guo Chen, Siwen Yang, Zijiang Yang
  • Publication number: 20170206601
    Abstract: A clearinghouse computing device may be configured to generate a margin requirement for a portfolio of financial products and may include a processor to process instructions that cause the clearinghouse computing device to retrieve a plurality of pricing records from a historical pricing database, process the plurality of pricing records to generate rolling time series pricing records for at least one financial product having a plurality of dimensions, reduce the number of dimensions from a starting dimension to a reduced dimension, perform variance scaling and correlation scaling on the reduced dimension rolling time series pricing records, and generate a margin requirement based on a value-at-risk calculation.
    Type: Application
    Filed: January 20, 2016
    Publication date: July 20, 2017
    Inventors: Jennifer Weng, Nikhil Joshi, Guo Chen, Siwen Yang, Zijiang Yang