Patents by Inventor Abdoulaye Gory

Abdoulaye Gory 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).

  • MESSAGE ELIMINATION IN MULTI-MODEL RISK CORRELATION SYSTEM
    Publication number: 20240153002
    Abstract: A computer implemented method for cross asset correlation includes receiving, by a processor, portfolio data for a plurality of portfolios, determining, by the processor, a single portfolio performance vector for each of the plurality of portfolios based on a portfolio specific model, determining, by the processor, a joint portfolio performance vector for the plurality of portfolios based on portfolio specific models, determining, by the processor, for each portfolio, a portfolio specific scalar based on the single portfolio performance vector and the joint portfolio performance vector; and modifying, by the processor, a portfolio risk based on the portfolio specific model and the portfolio specific scalar.
    Type: Application
    Filed: January 11, 2024
    Publication date: May 9, 2024
    Applicant: Chicago Mercantile Exchange Inc.
    Inventors: Florian Huchedé, Robert Hayes, Abdoulaye Gory, David Henri Nicolay
  • Message elimination in multi-model risk correlation system
    Patent number: 11908006
    Abstract: A computer implemented method for cross asset correlation includes receiving, by a processor, portfolio data for a plurality of portfolios, determining, by the processor, a single portfolio performance vector for each of the plurality of portfolios based on a portfolio specific model, determining, by the processor, a joint portfolio performance vector for the plurality of portfolios based on portfolio specific models, determining, by the processor, for each portfolio, a portfolio specific scalar based on the single portfolio performance vector and the joint portfolio performance vector; and modifying, by the processor, a portfolio risk based on the portfolio specific model and the portfolio specific scalar.
    Type: Grant
    Filed: December 20, 2018
    Date of Patent: February 20, 2024
    Assignee: Chicago Mercantile Exchange Inc.
    Inventors: Florian Huchedé, Robert Hayes, Abdoulaye Gory, David Henri Nicolay
  • MESSAGE ELIMINATION IN MULTI-MODEL RISK CORRELATION SYSTEM
    Publication number: 20200202433
    Abstract: A computer implemented method for cross asset correlation includes receiving, by a processor, portfolio data for a plurality of portfolios, determining, by the processor, a single portfolio performance vector for each of the plurality of portfolios based on a portfolio specific model, determining, by the processor, a joint portfolio performance vector for the plurality of portfolios based on portfolio specific models, determining, by the processor, for each portfolio, a portfolio specific scalar based on the single portfolio performance vector and the joint portfolio performance vector; and modifying, by the processor, a portfolio risk based on the portfolio specific model and the portfolio specific scalar.
    Type: Application
    Filed: December 20, 2018
    Publication date: June 25, 2020
    Inventors: Florian Huchedé, Robert Hayes, Abdoulaye Gory, David Henri Nicolay