Patents by Inventor Alexey Panchekha

Alexey Panchekha 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).

  • Publication number: 20240127346
    Abstract: According to at least one aspect, data of a plurality of existing portfolios is accessed that each include time series data of securities and associated weights. At least two existing portfolios are associated with a reference portfolio comprising reference time series data of reference securities and associated reference weights. Portfolio data is determined for at least two existing portfolios by determining, for each of a plurality of securities, difference data based on a difference between the weight of the security for the existing portfolio at a specific time period and a reference weight of the security at the specific time period, and determining a ranking for each of the plurality of securities based on the difference data. An ensemble portfolio is determined, based on the portfolio data and using an ensemble technique, comprising new time series data indicative of a new set of securities and associated new weights.
    Type: Application
    Filed: October 18, 2023
    Publication date: April 18, 2024
    Applicant: Turing Technology Associates, Inc.
    Inventors: Alexey Panchekha, Vadim Fishman
  • Patent number: 11842403
    Abstract: According to at least one aspect, data of a plurality of existing portfolios is accessed that each include time series data of securities and associated weights. At least two existing portfolios are associated with a reference portfolio comprising reference time series data of reference securities and associated reference weights. Portfolio data is determined for at least two existing portfolios by determining, for each of a plurality of securities, difference data based on a difference between the weight of the security for the existing portfolio at a specific time period and a reference weight of the security at the specific time period, and determining a ranking for each of the plurality of securities based on the difference data. An ensemble portfolio is determined, based on the portfolio data and using an ensemble technique, comprising new time series data indicative of a new set of securities and associated new weights.
    Type: Grant
    Filed: June 25, 2019
    Date of Patent: December 12, 2023
    Assignee: Turing Technology Associates, Inc.
    Inventors: Alexey Panchekha, Vadim Fishman
  • Publication number: 20190043130
    Abstract: The invention relates to a method and a system for reconstructing composition or attributes of financial portfolios using incomplete information. Aspects provide improved evolution of a portfolio position, which may be time varying. Other aspects include minimization of the deviations from the natural economic evolution of the composition in the absence of external forces for a portfolio under a constraint on return difference between an actual and a reconstructed portfolio, which can be based on directly observable parameters.
    Type: Application
    Filed: August 2, 2018
    Publication date: February 7, 2019
    Inventors: Vadim Fishman, Alexey Panchekha