Patents Assigned to Goldman Sachs & Co. LLC
  • Patent number: 10810156
    Abstract: An apparatus includes multiple parallel computing cores, where each computing core is configured to perform one or more processing operations and generate input data. The apparatus also includes multiple sets of parallel coprocessors, where each computing core is associated with a different one of the sets of parallel coprocessors. The coprocessors in each set of parallel coprocessors are configured to process the input data and generate output data. Each of the computing cores is configured to generate additional input data based on the output data generated by the associated set of parallel coprocessors.
    Type: Grant
    Filed: September 21, 2018
    Date of Patent: October 20, 2020
    Assignee: Goldman Sachs & Co. LLC
    Inventors: Paul Burchard, Ulrich Drepper
  • Patent number: 10783446
    Abstract: A system and method for solving general classes of difficult financial calculations such as capital calculations and pricing calculations on a quantum computer are disclosed. In some embodiments, the disclosed method reduces financial problems to problems in # P. In some embodiments, the method includes constructing a quantum circuit whose ground states are comprised of solutions to an associated NP problem that the problem in # P is counting, and then using a quantum annealing process to find one of those ground states, if it exists. For the gross estimate of the size of the solution set of the NP problem, which the # P problem is counting, the method includes finding one solution that achieves a specific random hash value, applying a correction formula, and amplifying the result using a k-fold iterated hash function, in which the number of bits of the hash value increases linearly with each iteration.
    Type: Grant
    Filed: January 8, 2015
    Date of Patent: September 22, 2020
    Assignee: Goldman Sachs & Co. LLC
    Inventor: Paul H. Burchard
  • Patent number: 10748197
    Abstract: Systems and methods for a product driven approach to technology provisioning, operations, and billing are provided. Some embodiments provide an Information Technology (IT) business architecture built around the product driven methodology. This architecture can be designed to optimize the demand side provisioning of technology products to meet business intent and the execution of supply side assembly and implementation lifecycle. A technology model can be used that recursively decomposes services and products into various components. As a result, the technology model allows for effective and efficient provisioning, pricing, and impact assessment of the organization's technology to thereby drive the efficiency of scale and the automation of the provisioning, the finance, and the operation businesses.
    Type: Grant
    Filed: June 4, 2013
    Date of Patent: August 18, 2020
    Assignee: Goldman Sachs & Co. LLC
    Inventors: Carl J. Reed, Charles Klein
  • Patent number: 10715393
    Abstract: An online system receives time series data and analyzes the data for identifying trend changes or level shifts in the time series. The time series data may describe resource utilization of systems, for example, bandwidth of computer networks. The online system uses prediction models, for example, machine learning based prediction models using regression to predict data values for the time series. The online system determines error residue values based on difference between predicted data values and actual data values of the time series. The online system determines level change in the error residue to identify change-points representing trend changes or level-shifts in the original time-series. The online system takes corrective action based on the change-point information and the trend following the occurrence of the change-point, for example, sending alerts or instructions for causing reconfiguration of the systems such as the computer network.
    Type: Grant
    Filed: March 7, 2019
    Date of Patent: July 14, 2020
    Assignee: Goldman Sachs & Co. LLC
    Inventor: Mukundan Madhavan
  • Patent number: 10708394
    Abstract: A broker system dynamically adjusts data processing techniques used by a network gateway for forwarding data over a network from a client system to an exchange system based on a switch mode parameter. The broker system dynamically adjusts the network gateway from using an error-propagating data processing technique (e.g. cut-through switching) to a non-error-propagating data processing technique (e.g. store and forward switching) based on the switch mode parameter. In particular, the broker system may adjust the network gateway when a count of unsuccessfully validated protocol data units meets a threshold specified by the switch mode parameter. While using the error-propagating technique, the broker system may modify a portion of the data protocol unit corresponding to a transport layer of a network protocol used by the network when a protocol data unit is unsuccessfully validated.
    Type: Grant
    Filed: February 18, 2020
    Date of Patent: July 7, 2020
    Assignee: Goldman Sachs & Co. LLC
    Inventors: Sambit Mishra, Adwait Gupte
  • Patent number: 10685189
    Abstract: A method includes performing, with at least one processing device, natural language generation using both (i) a semantic word and clause representation generated from syntactically-labeled context and (ii) a syntax generated from common semantic relations between sequential words and clauses. Performing the natural language generation includes pushing words onto a stack based on the semantic word and clause representation and based on words and clauses already on the stack and popping the words and clauses off the stack to be replaced by clauses based on the syntax. Pushing the words onto the stack could be based only on components of the semantic word and clause representation coming from future context.
    Type: Grant
    Filed: November 15, 2017
    Date of Patent: June 16, 2020
    Assignee: Goldman Sachs & Co. LLC
    Inventor: Paul Burchard
  • Patent number: 10652103
    Abstract: A method includes receiving, at a fabric monitoring system, information identifying occurrences of events in an enterprise system having multiple computing or networking systems. The events occur on or involve computing or networking devices in the computing or networking systems, and the events are identified using rules accessible by the fabric monitoring system. The method also includes processing, using the fabric monitoring system, the information in real-time to identify the occurrences of the events and to assign the events to multiple situations. The events are assigned to the situations using one or more processing models accessible by the fabric monitoring system. The method further includes outputting information identifying the situations.
    Type: Grant
    Filed: April 20, 2016
    Date of Patent: May 12, 2020
    Assignee: Goldman Sachs & Co. LLC
    Inventors: Robert Anderson, Ilia Berman, Keith Billis, Amol Joshi
  • Patent number: 10628885
    Abstract: This disclosure provides systems and methods for prevention of manipulation and gaming in electronic intraday auctions. The system includes using at least one processing device for obtaining orders related to an asset from an electronic trading system. The system includes using at least one processing device for identifying a value for the asset to be used during an intraday auction involving the asset. The identified value is based on a detected order cross within the orders. The value is identified and set prior to the intraday auction. The value is located within a best bid and best offer spread (BBO) band. The system includes using at least one processing device for initiating the intraday auction involving the asset based on the identified and set value and the detected order cross. Changes to the BBO band during the intraday auction do not affect the identified and set value.
    Type: Grant
    Filed: April 24, 2018
    Date of Patent: April 21, 2020
    Assignee: Goldman Sachs & Co. LLC
    Inventors: Paul M. Brennan, Charles Broussin
  • Patent number: 10601883
    Abstract: Systems and methods for efficiently absorbing, archiving, and distributing any size data sets are provided. Some embodiments provide flexible, policy-based distribution of high volume data through real time streaming as well as past data replay. In addition, some embodiments provide for a foundation of solid and unambiguous consistency across any vendor system through advanced version features. This consistency is particularly valuable to the financial industry, but also extremely useful to any company that manages multiple data distribution points for improved and reliable data availability.
    Type: Grant
    Filed: September 26, 2016
    Date of Patent: March 24, 2020
    Assignee: Goldman Sachs & Co. LLC
    Inventors: Matthew Voss, Vishnu Mavuram, Scott Cohen
  • Patent number: 10574685
    Abstract: A system, method, and device are presented for assessing a target network's vulnerability to a real cyberthreat based on determining policy-based synthetic tests configured to model the behavior of the cyberthreat. Real-time feedback from the target network (e.g., servers, desktops, and network/monitoring hardware and/or software equipment) are received, analyzed, and used to determine whether any modifications to the same or a new synthesized test is preferred. The technology includes self-healing processes that, using the feedback mechanisms, can attempt to find patches for known vulnerabilities, test for unknown vulnerabilities, and configure the target network's resources in accordance with predefined service-level agreements.
    Type: Grant
    Filed: July 16, 2018
    Date of Patent: February 25, 2020
    Assignee: Goldman Sachs & Co. LLC
    Inventors: David Vallone, Peter Taylor, Phil J. Venables, Ruoh-Yann Huang
  • Patent number: 10558769
    Abstract: Systems and methods for automatically generating scenarios and user interface elements representing valuations of instruments under the scenarios are described. The systems and methods use expert polling systems and machine learning rules to generate tree data storage structures representing different scenarios of macro factors for outcomes of events. Machine implemented interfaces for expert polling, presentment of scenarios, and interaction with scenarios are also provided.
    Type: Grant
    Filed: January 4, 2019
    Date of Patent: February 11, 2020
    Assignee: Goldman Sachs & Co. LLC
    Inventors: Ron Dembo, Atul Pawar, Ezra Nahum, Andrew Phillips
  • Patent number: 10542042
    Abstract: The APPARATUSES, METHODS AND SYSTEMS FOR A SECURE RESOURCE ACCESS AND PLACEMENT PLATFORM (“SRAP PLATFORM”) provides a secure supporting infrastructure within a corporate network framework and applications based thereon for use and placement of corporate resources. A non-trusted device may be authorized to access and use corporate resources, and the corporate network server may manage the placement of resources via the SRAP PLATFORM.
    Type: Grant
    Filed: December 18, 2018
    Date of Patent: January 21, 2020
    Assignee: Goldman Sachs & Co. LLC
    Inventors: Harpreet Singh Labana, Yair Israel Kronenberg, Brian J. Saluzzo
  • Patent number: 10535100
    Abstract: The disclosure details implementations of apparatuses, methods, and systems directed to facilitating an entity sponsoring a trust. The sponsoring entity contributes a pool of assets (e.g., a pool of real property mortgages) to fund the trust. The system facilitates the creation of one or more classes of certificates that represent a portion of the assets held in the trust. For example, if the trust is funded by mortgages, the certificates will represent rights to different portions of principal and/or interest payments generated by the mortgages held as the asset pool. The sponsoring entity can use the system to sell all or some of the certificates to unrelated parties and to create a market in the certificates. Further, in an implementation, the sponsoring entity may also use the system to facilitate an ongoing certificate exchange program implementing a series of certificate exchange applications.
    Type: Grant
    Filed: July 7, 2014
    Date of Patent: January 14, 2020
    Assignee: Goldman Sachs & Co. LLC
    Inventors: Christopher John Creed, David Jonathan Rosenblum
  • Patent number: 10453139
    Abstract: The disclosure details the implementation of an apparatus, method, and system for a macroeconomic equity investment design and trade system (the Wavefront system). The disclosure teaches a set of quantitative tools to help investors design trades around macro themes. Part of the approach is a linked set of models called Wavefronts, which describe how economic shocks ripple through the economy into company performance, market value and equity returns in the US market. In one embodiment, the modeling may be viewed as having in three parts. The first converts an economic shock into a comprehensive set of shifts in the economy. The second takes those economic shifts and drives them into company fundamentals. The third values those fundamentals based on what the market normally pays.
    Type: Grant
    Filed: April 5, 2011
    Date of Patent: October 22, 2019
    Assignee: Goldman Sachs & Co. LLC
    Inventors: Steven Harris Strongin, II, Lewis Segal, Dominic Wilson
  • Patent number: 10402499
    Abstract: A method includes performing, with at least one processing device, natural language understanding using both (i) a semantic word and clause representation generated from syntactically-labeled context and (ii) a syntax generated from common semantic relations between sequential words and clauses. The semantic word and clause representation and the syntax could be generated iteratively. The method could include generating the semantic word and clause representation, where a significance of particular items of context is modified by a presence of words or clauses from a given lexicon of amplifiers along a syntax tree. The method could also include generating the syntax, where multiple semantic relations are considered to be equivalent if the multiple semantic relations have identical representations in an auto-associative memory. The semantic word and clause representation could include content semantics constructed from closest nodes in a syntax tree to a clause.
    Type: Grant
    Filed: November 15, 2017
    Date of Patent: September 3, 2019
    Assignee: Goldman Sachs & Co. LLC
    Inventor: Paul Burchard
  • Patent number: 10373277
    Abstract: Disclosed subject matter includes systems and methods for providing a witnessed an electronically executed legal instrument, such as a limited power of attorney. The technology disclosed herein allows for the immediate transfer of a witnessed electronic document meeting today's current standards for witnessing of a document, including proximity of parties, and multiple forms of party identity authentication.
    Type: Grant
    Filed: July 3, 2016
    Date of Patent: August 6, 2019
    Assignee: Goldman Sachs & Co. LLC
    Inventors: Raymond John Kaminski, Anthony Edward Bunnell, William Walter Hurley, David Campos Cardona
  • Patent number: 10217115
    Abstract: The present invention comprises methods, apparatus and articles of manufacture for providing, analyzing and visualizing corporate and corporate relationship information, and for creating financial products and instruments based on corporate and corporate relationship information. Information types such as entities, relationships, selection, groupings, arrangements, view types are provided to enable the user to interactively review, modify and create information.
    Type: Grant
    Filed: August 30, 2001
    Date of Patent: February 26, 2019
    Assignee: Goldman Sachs & Co. LLC
    Inventors: Thomas Jessop, Brian S. Brittingham
  • Patent number: 10210134
    Abstract: An apparatus includes multiple parallel computing cores, where each computing core is configured to perform one or more processing operations and generate input data. The apparatus also includes multiple parallel coprocessors associated with each computing core. The apparatus further includes multiple communication lines configured to transport the input data from each computing core to a designated one of the coprocessors associated with each of the computing cores, where the coprocessors are configured to process the input data and generate output data. In addition, the apparatus includes multiple reducer circuits, where each computing core is associated with one of the reducer circuits. Each reducer circuit is configured to receive the output data from each of the coprocessors of the associated computing core, to apply one or more functions to the output data, and to provide one or more results to the associated computing core.
    Type: Grant
    Filed: February 22, 2017
    Date of Patent: February 19, 2019
    Assignee: Goldman Sachs & Co. LLC
    Inventors: Paul Burchard, Ulrich Drepper
  • Patent number: 10193926
    Abstract: The APPARATUSES, METHODS AND SYSTEMS FOR A SECURE RESOURCE ACCESS AND PLACEMENT PLATFORM (“SRAP PLATFORM”) provides a secure supporting infrastructure within a corporate network framework and applications based thereon for use and placement of corporate resources. A non-trusted device may be authorized to access and use corporate resources, and the corporate network server may manage the placement of resources via the SRAP PLATFORM.
    Type: Grant
    Filed: June 9, 2016
    Date of Patent: January 29, 2019
    Assignee: Goldman Sachs & Co. LLC
    Inventors: Harpreet Singh Labana, Yair Israel Kronenberg, Brian J. Saluzzo
  • Patent number: 10152687
    Abstract: Building and maintaining an accurate and up-to-date inventory of applications deployed throughout an organization are described. In one aspect, an application directory facilitates automated and standardized entry of information on an application. The application directory provides a series of browser-rendered interfaces that collects data about the application. These different types of data are organized according to a logical data model that defines multiple hierarchical levels of data types and relationships amongst the hierarchical levels. The collection of registered applications forms an inventory that may be used to manage these assets. In another aspect, the application directory allows authorized users to manage the inventory of applications.
    Type: Grant
    Filed: December 1, 2006
    Date of Patent: December 11, 2018
    Assignee: Goldman Sachs & Co. LLC
    Inventors: Perry Fotinatos, James M. Bessette, Melvin Lew, Syed Husain