Abstract: A service consumer may receive a market data message associated with a security. The market data message may be parsed to determine health status reference data identifying a service provider or a subprovider of the service provider. A health status subscription request may be generated using the determined health status reference data. The service consumer may receive a health status message in response to the health status subscription request. The service consumer may determine health status information associated with the service provider or the subprovider by analyzing the health status message, and may utilize the determined health status information in a selected application.

Abstract: According to the present invention, there is provided a computer system for providing a centralized trading service to one or more trading party sites, the system comprising: a) a service data centre comprising: i) a trading computer arranged to process and communicate trading data and to generate trading ticket data in respect of confirmed trades on the basis of trading data: ii) a data store accessible to the trading computer for temporarily storing trading ticket data records; and b) one or more trading party sites each comprising at least one user terminal running a hypermedia browser application, each trading party site being located remotely from the data centre, and being arranged to communicate with the trading computer over a packet-switched communications network: the system being arranged to present, to users of the terminals, hypermedia user interface components comprising trading data received from the trading computer.

Abstract: A method comprises making a set of personal profiles available, from at least one buy-side user to at least one sell-side user, each personal profile in the set of personal profiles including a first set of first values for a plurality of information fields, the plurality of information fields relating to commercial transactions. Based upon the at least part of the set of personal profiles, the method receives a request to enter into a trusted relationship from the at least one sell-side user at the at least one buy-side user, and receives a set of trusted relationship information from the at least one sell-side user at the at least one buy-side user. The method sends the set of trusted relationship information, from the at least one buy-side user to the at least one sell-side user.

Abstract: The present disclosure is directed to persisting values in a computing environment, particularly using computer programs that are configured to run on a virtual machine. An illustrative method includes first launching a computer program, preferably within the environment of a virtual machine. The method further includes loading a plurality of classes associated with the computer program into memory by way of a specially configured class loader. This class loader is configured to scan at least one class of classes loaded into memory for at least one persistence-annotated field within that class. The specially configured class loader is further configured to write byte code into a class that contains the at least one persistence-annotated field. The byte code that is added to the class is configured to cause a first object that is later instantiated from the at least one class to have the persistence-annotated field.

Abstract: A method for analyzing financial data generated in an exchange in communication with a client/server network. The method includes the steps of receiving a first set of data related to a financial instrument on the exchange, the first set of data being within a time interval and including: a high value for the financial instrument during the time interval; a low value for the financial instrument during the time interval; an opening value for the financial instrument during the time interval; and a closing value for the financial instrument during the time interval. The method also detects a spike in the time interval using a confidence value based upon the first set of data and displays a graph of a set of transactions of the financial instrument, the graph being scaled to prevent the spike from substantially affecting visual information relating to the set of transactions.

Abstract: Estimations of carbon dioxide (“CO2”) emission of an entity upon the condition of incomplete or missing data uses one or more algorithms implemented in a machine having a processor and a memory and data concerning the entity. The data is applied to an algorithm implemented as code executable in the processor. The algorithm produces a result that comprises an estimate of the CO2 emission of the entity. The CO2 emission estimate can be output to a user, and the underlying formula and data can inspected and optionally modified by users with suitable permissions. The CO2 emission estimate can be applied as a factor in a formula to compute a rating for the entity which can be output from the machine. Error estimates associated with the data used by the algorithm can be generated to provide improved estimates.

Abstract: Systems and techniques for determining relationships and association significance between entities are disclosed. The systems and techniques automatically identify supply chain relationships between companies based on unstructured text corpora. The system combines Machine Learning models to identify sentences mentioning supply chain between two companies (evidence), and an aggregation layer to take into account the evidence found and assign a confidence score to the relationship between companies.

Abstract: A compliance computer creates compliance documents referencing one or more rules with which an entity must comply and/or a jurisdiction and topic related to rules with which the company must comply. For example, the compliance documents may identify one or more jurisdictions in which the company operates, one or more topics associated with the company, and/or specific provisions set by specific rules. A transmission object is created based on the compliance documents. The transmission object includes general information pertinent to the rules and/or the entity (e.g., jurisdictional or topical information). An operator server receives one or more transmission objects from one or more compliance computers. The operator server identifies rules pertinent to each transmission object and conducts a search to determine whether any of those rules have been modified. The operator server sends a signal that is associated with the one or more compliance rules to the compliance computer.

Abstract: An embodiment of a method of providing identity services includes receiving identity data from an identity user, the identity data related to an identity of the identity user; receiving validation data from an identity provider, the validation data related to the identity data; if the validation data indicates that the identity data is valid, generating a transaction to store data related to the identity of the identity user on a blockchain of a blockchain system, the data to be stored including a representation of at least one of: the identity data, or the validation data; and transmitting the transaction to at least one distributed node of the blockchain system.

Abstract: Systems and techniques for structuring and analyzing a fixed-income security are disclosed. The fixed-income security includes a coupon that provides at least a variable rate of interest payment over a time interval. The variable rate of interest payment may be based at least in part on a set of environmental, social, and governance (“ESG”) goals defined for an issuer over the time interval. A set of ESG values associated with performance of the issuer and corresponding to the set of ESG goals may be reported, independently audited, and used to determine the variable rate of interest payment provided by the security.

Abstract: Systems and methods to facilitate credit risk assessment are described herein. The systems and methods described herein relate to implementing and training a credit risk model comprising a document model and a company model. The document model may be configured to read text of a document, understand long range relationships between words, phrases, and the occurrence of one or more financial events, and create a document score that indicates whether the financial events are likely to occur based on that document. A document-model-state vector may be generated that represents important features and relationships identified within each document and across a set of documents for a given entity based on the document scores. The company model may produce a sequence of default probability scores representing overall likelihoods of the occurrence of the financial events for an entity based on the document-model-state vector for documents associated with that entity.

Abstract: A computer implemented method for mining supply chain information to produce supply chain graphs includes receiving by a computer a set of data; identifying a supplier, a commodity, and a customer from the set of data; generating a query comprising the identified data; determining the absence of any of the supplier, the commodity, or the customer from the set of data; if any items are determined to be absent from the set of data, substituting a placeholder for the missing item from the data set; sending the query; receiving a set of supply chain graph information; generating a supply chain graph signal based upon the set of supply chain graph information; and transmitting the supply chain graph signal. A computing device or system includes a processor an electronic memory; and a program for mining supply chain information to produce supply chain graphs stored in the electronic memory.

Abstract: The invention relates to a system and method for providing a latency floor for an electronic trading venue in which market participants who can respond within the value the floor and choose to compete in a specific race to make or take a price may each have a substantially equal chance of winning that race. The system may detect and distinguish individual “races” that occur on an electronic trading venue. Upon detection of the first order (or message) in such a race, the system may create a batch and a timer for that race. As orders pertaining to that race are received, they are added to its batch. Upon the timer reaching a predetermined value, typically the value of the floor, the race is determined to have ended and the orders are drained from the batch for processing (e.g., against the instrument's central limit order book (CLOB)).

Abstract: Multivariate graphs specific to a company's performance, alone or in relation to a benchmark, and methods for producing same include defining on a display screen an origin having a first value, extending from the origin at least three axes on the display screen, the axes being generally equidistant from each other and representing a respective variable, plotting on the display screen a value of each variable concerning the company as a point on a respective axis, and using the plotted points to interpolate first segments between the axes on the display screen. Benchmark information, extrinsic to the company, can be obtained, processed into a rating in the same manner as the company data, and superimposed for ready visual comparison of the company's performance to the obtained benchmark. The benchmark information, if shown, is distinguished from the company's performance graph.

Abstract: Systems and techniques for exploring relationships among entities are disclosed. The systems and techniques provide an entity-based information analysis and content aggregation platform that uses heterogeneous data sources to construct and maintain an ecosystem around tangible and logical entities. Entities are represented as vertices in a directed graph, and edges are generated using entity co-occurrences in unstructured documents and supervised information from structured data sources. Significance scores for the edges are computed using a method that combines supervised, unsupervised and temporal factors into a single score. Important entity attributes from the structured content and the entity neighborhood in the graph are automatically summarized as the entity fingerprint. Entities may be compared to one another based on similarity of their entity fingerprints. An interactive user interface is also disclosed that provides exploratory access to the graph and supports decision support processes.

Abstract: At a first time, an indication of a selection of a contract, expiring at a second time and associated with a commodity, is received. A set of physical stacks associated with the contract is accessed. Based upon the first time, the second time, and a periodic sampling rate, a marginal cost profile for the commodity is generated. The marginal cost profile is a set of values relating to an estimate of a marginal cost of production for the commodity at a set of times between the first time and the second time. A display signal, adapted to form the basis for a visual display, is generated. The display signal includes a first component relating to at least one physical stack from the set of physical stacks, and a second component relating to the marginal cost profile. The display signal is stored in a memory and transmitted from the memory.

Abstract: A compliance computer creates compliance documents referencing one or more rules with which an entity must comply and/or a jurisdiction and topic related to rules with which the company must comply. For example, the compliance documents may identify one or more jurisdictions in which the company operates, one or more topics associated with the company, and/or specific provisions set by specific rules. A transmission object is created based on the compliance documents. The transmission object includes general information pertinent to the rules and/or the entity (e.g., jurisdictional or topical information). An operator server receives one or more transmission objects from one or more compliance computers. The operator server identifies rules pertinent to each transmission object and conducts a search to determine whether any of those rules have been modified. The operator server sends a signal that is associated with the one or more compliance rules to the compliance computer.

Abstract: The present invention provides a digital communications system for receiving and integrating multiple service communication feeds into an overall composite deliverable by way of an enhanced and interactive user interface. The system receives peer identification and scoring communications signals from multiple services and based on known handshake configurations links peer identification data to dimensions used to generate an integrated peer identification score and list. A graphical user interface allows users to modify the dimension aggregator function to obtain customizable sets of results based on services communications feeds.

Abstract: Systems and techniques for structuring and analyzing a fixed-income security are disclosed. The fixed-income security includes a coupon that provides at least a variable rate of interest payment over a time interval. The variable rate of interest payment may be based at least in part on a set of environmental, social, and governance (“ESG”) goals defined for an issuer over the time interval. A set of ESG values associated with performance of the issuer and corresponding to the set of ESG goals may be reported, independently audited, and used to determine the variable rate of interest payment provided by the security.

Abstract: The invention relates to a system and method for providing a latency floor for an electronic trading venue in which market participants who can respond within the value the floor and choose to compete in a specific race to make or take a price may each have a substantially equal chance of winning that race. The system may detect and distinguish individual “races” that occur on an electronic trading venue. Upon detection of the first order (or message) in such a race, the system may create a batch and a timer for that race. As orders pertaining to that race are received, they are added to its batch. Upon the timer reaching a predetermined value, typically the value of the floor, the race is determined to have ended and the orders are drained from the batch for processing (e.g., against the instrument's central limit order book (CLOB)).