Patents by Inventor Ananth Madhavan
Ananth Madhavan 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).
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Patent number: 11956701Abstract: An example system and method for selectively conveying content via User Interface (UI) display screen sections of Business Intelligence (BI) software and for facilitating user interaction therewith, e.g., so as to impart usefulness or preference ratings thereto, which can then affect subsequently displayed content. An example method includes providing one or more UI controls enabling a user to provide an input query and to interact with resulting content (i.e., query results, also called search results), where the user interaction with the content provides information (e.g., context information) indicative of a usefulness or preference rating pertaining to the content; thereby enabling modifications to subsequently retrieved content in accordance with the usefulness or preference rating(s). Such rating(s) may be aggregated from plural users of an associated software application.Type: GrantFiled: November 20, 2019Date of Patent: April 9, 2024Assignee: Oracle International CorporationInventors: Jacques Vigeant, Wai On Lee, Dustin Bauder, Reginald A. Hansbrough, Ananth Nararyanan Venkata, Narayan Madhavan Nayar
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Publication number: 20190295167Abstract: A method and system for forecasting the transaction cost of a portfolio trade execution that may be applied to any given trade strategy or an optimal trade strategy that minimizes transaction costs. In preferred embodiments, a server comprises one or more computers that act as an automated forecaster whereby it accepts user-defined input variables from customers and generates a transaction cost estimation report based on those variables. The server is programmed with specific transaction cost estimation and optimization algorithms that model the transaction costs of a specific trade execution based on the user's trading profile and market variables.Type: ApplicationFiled: February 22, 2019Publication date: September 26, 2019Applicant: ITG Software Solutions, Inc.Inventors: Ananth Madhavan, Artem Asriev
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Publication number: 20140337197Abstract: A system for determining fair value prices of financial securities of international markets includes selecting a universe of securities of a particular international market, computing overnight returns of each security in the selected universe over a predetermined past period of time, selecting at least one return factor of a domestic financial market from a plurality of return factors, computing, for each selected return factor, the return factor's daily return over said predetermined past period of time, calculating, for each selected return factor, a return factor coefficient for each security in the selected universe by performing a time series regression to obtain the contribution of each return factor's return to the security's overnight return, and producing each calculated return factor coefficient in a data stream.Type: ApplicationFiled: May 12, 2014Publication date: November 13, 2014Applicant: ITG Software Solutions, Inc.Inventors: Ananth MADHAVAN, Jian YANG, Leonid ZOSIN, Konstantin ZALUTSKY, Artem ASRIEV, Gabriel BUTLER
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Publication number: 20140195406Abstract: A method for forecasting the transaction cost of a portfolio trade execution that may be applied to any given trading strategy or an optimal trading strategy that minimizes transaction costs. The system accepts user-defined input variables from customers and generates a transaction cost estimation report based on those variables. Two models are utilized: discretionary and non-discretionary. A specific transaction cost estimation and optimization is performed that model the transaction costs of a specific trade execution based on the user's trading profile and market variables.Type: ApplicationFiled: January 21, 2014Publication date: July 10, 2014Applicant: ITG SOFTWARE SOLUTIONS, INC.Inventors: Milan BORKOVEC, Ananth Madhavan, Hans Heidle
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Publication number: 20140188762Abstract: Methods and systems for optimizing a plurality of portfolios, each portfolio including one or more shares of one or more tradable assets, and may include the steps of: receiving asset data associated with the plurality of the portfolios; receiving one or more optimization constraints including at least one global constraint defining a constraint to be applied across an aggregate of the plurality of portfolios; for each portfolio, optimizing the asset data based on the one or more optimization constraints to create optimized portfolio data; aggregating the optimized portfolio data to create aggregate optimized asset data; determining if the aggregate optimized asset data satisfies the at least one global constraint; and only if the at least one global constraint is satisfied, outputting the optimized asset data.Type: ApplicationFiled: January 21, 2014Publication date: July 3, 2014Applicant: ITG Software Solutions, Inc.Inventors: Leonid Alexander ZOSIN, Ananth Madhavan, Ian Domowitz
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Patent number: 8725619Abstract: A system for determining fair value prices of financial securities of international markets includes selecting a universe of securities of a particular international market, computing overnight returns of each security in the selected universe over a predetermined past period of time, selecting at least one return factor of a domestic financial market from a plurality of return factors, computing, for each selected return factor, the return factor's daily return over said predetermined past period of time, calculating, for each selected return factor, a return factor coefficient for each security in the selected universe by performing a time series regression to obtain the contribution of each return factor's return to the security's overnight return, and producing each calculated return factor coefficient in a data stream.Type: GrantFiled: March 15, 2013Date of Patent: May 13, 2014Assignee: ITG Software Solutions, Inc.Inventors: Ananth Madhavan, Jian Yang, Leonid Zosin, Konstantin Zalutsky, Artem Asriev, Gabriel Butler
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Patent number: 8635147Abstract: A method, system and computer program product for forecasting the transaction cost of a portfolio trade execution that may be applied to any given trading strategy or an optimal trading strategy that minimizes transaction costs. The system accepts user-defined input variables from customers and generates a transaction cost estimation report based on those variables. Two models are utilized: discretionary and non-discretionary. A specific transaction cost estimation and optimization is performed that model the transaction costs of a specific trade execution based on the user's trading profile and market variables.Type: GrantFiled: July 24, 2012Date of Patent: January 21, 2014Assignee: ITG Software Solutions, Inc.Inventors: Milan Borkovec, Ananth Madhavan, Hans Heidle
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Patent number: 8635141Abstract: Methods and systems for optimizing a plurality of portfolios, each portfolio including one or more shares of one or more tradable assets, and may include the steps of: receiving asset data associated with the plurality of the portfolios; receiving one or more optimization constraints including at least one global constraint defining a constraint to be applied across an aggregate of the plurality of portfolios; for each portfolio, optimizing the asset data based on the one or more optimization constraints to create optimized portfolio data; aggregating the optimized portfolio data to create aggregate optimized asset data; determining if the aggregate optimized asset data satisfies the at least one global constraint; and only if the at least one global constraint is satisfied, outputting the optimized asset data.Type: GrantFiled: December 10, 2010Date of Patent: January 21, 2014Assignee: ITG Software Solutions, Inc.Inventors: Leonid Alexander Zosin, Ananth Madhavan, Ian Domowitz
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Publication number: 20130282615Abstract: A system for determining fair value prices of financial securities of international markets includes selecting a universe of securities of a particular international market, computing overnight returns of each security in the selected universe over a predetermined past period of time, selecting at least one return factor of a domestic financial market from a plurality of return factors, computing, for each selected return factor, the return factor's daily return over said predetermined past period of time, calculating, for each selected return factor, a return factor coefficient for each security in the selected universe by performing a time series regression to obtain the contribution of each return factor's return to the security's overnight return, and producing each calculated return factor coefficient in a data stream.Type: ApplicationFiled: March 15, 2013Publication date: October 24, 2013Inventors: Ananth MADHAVAN, Jian YANG, Leonid ZOSIN, Konstantin ZALUTSKY, Artem ASRIEV, Gabriel BUTLER
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Patent number: 8412621Abstract: A method and system for forecasting the transaction cost of a portfolio trade execution that may be applied to any given trade strategy or an optimal trade strategy that minimizes transaction costs. In preferred embodiments, a server comprises one or more computers that act as an automated forecaster whereby it accepts user-defined input variables from customers and generates a transaction cost estimation report based on those variables. The server is programmed with specific transaction cost estimation and optimization algorithms that model the transaction costs of a specific trade execution based on the user's trading profile and market variables.Type: GrantFiled: April 30, 2012Date of Patent: April 2, 2013Assignee: ITG Software Solutions, Inc.Inventors: Ananth Madhavan, Artem V. Asriev
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Patent number: 8407127Abstract: A system for determining fair value prices of financial securities of international markets includes selecting a universe of securities of a particular international market, computing overnight returns of each security in the selected universe over a predetermined past period of time, selecting at least one return factor of a domestic financial market from a plurality of return factors, computing, for each selected return factor, the return factor's daily return over said predetermined past period of time, calculating, for each selected return factor, a return factor coefficient for each security in the selected universe by performing a time series regression to obtain the contribution of each return factor's return to the security's overnight return, and producing each calculated return factor coefficient in a data stream.Type: GrantFiled: June 12, 2012Date of Patent: March 26, 2013Assignee: ITG Software Solutions, Inc.Inventors: Ananth Madhavan, Jian Yang, Leonid Zosin, Konstantin Zalutsky, Artem Asriev, Gabriel Butler
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Publication number: 20120290464Abstract: A method, system and computer program product for forecasting the transaction cost of a portfolio trade execution that may be applied to any given trading strategy or an optimal trading strategy that minimizes transaction costs. The system accepts user-defined input variables from customers and generates a transaction cost estimation report based on those variables. Two models are utilized: discretionary and non-discretionary. A specific transaction cost estimation and optimization is performed that model the transaction costs of a specific trade execution based on the user's trading profile and market variables.Type: ApplicationFiled: July 24, 2012Publication date: November 15, 2012Applicant: ITG SOFTWARE SOLUTIONS, INC.Inventors: Milan BORKOVEC, Ananth Madhavan, Hans G. Heidle
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Publication number: 20120254070Abstract: A system for determining fair value prices of financial securities of international markets includes selecting a universe of securities of a particular international market, computing overnight returns of each security in the selected universe over a predetermined past period of time, selecting at least one return factor of a domestic financial market from a plurality of return factors, computing, for each selected return factor, the return factor's daily return over said predetermined past period of time, calculating, for each selected return factor, a return factor coefficient for each security in the selected universe by performing a time series regression to obtain the contribution of each return factor's return to the security's overnight return, and producing each calculated return factor coefficient in a data stream.Type: ApplicationFiled: June 12, 2012Publication date: October 4, 2012Applicant: ITG SOFTWARE SOLUTIONS, INC.Inventors: Ananth MADHAVAN, Jian YANG, Leonid ZOSIN, Konstantin ZALUTSKY, Artem ASRIEV, Gabriel BUTLER
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Publication number: 20120215677Abstract: A method and system for forecasting the transaction cost of a portfolio trade execution that may be applied to any given trade strategy or an optimal trade strategy that minimizes transaction costs. In preferred embodiments, a server comprises one or more computers that act as an automated forecaster whereby it accepts user-defined input variables from customers and generates a transaction cost estimation report based on those variables. The server is programmed with specific transaction cost estimation and optimization algorithms that model the transaction costs of a specific trade execution based on the user's trading profile and market variables.Type: ApplicationFiled: April 30, 2012Publication date: August 23, 2012Applicant: ITG Software Solutions, Inc.Inventors: Ananth MADHAVAN, Artem V. Asriev
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Patent number: 8229834Abstract: A method, system and computer program product for forecasting the transaction cost of a portfolio trade execution that may be applied to any given trading strategy or an optimal trading strategy that minimizes transaction costs. The system accepts user-defined input variables from customers and generates a transaction cost estimation report based on those variables. Two models are utilized: discretionary and non-discretionary. A specific transaction cost estimation and optimization is performed that model the transaction costs of a specific trade execution based on the user's trading profile and market variables.Type: GrantFiled: June 5, 2008Date of Patent: July 24, 2012Assignee: ITG Software Solutions, Inc.Inventors: Milan Borkovec, Ananth Madhavan, Hans Heidle
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Patent number: 8200566Abstract: A system and method for determining fair value prices of financial securities of international markets includes steps of selecting a universe of securities of a particular international market, computing overnight returns of each security in the selected universe over a predetermined past period of time, selecting at least one return factor of a domestic financial market from a plurality of return factors, computing, for each selected return factor, the return factor's daily return over said predetermined past period of time, calculating, for each selected return factor, a return factor coefficient for each security in the selected universe by performing a time series regression to obtain the contribution of each return factor's return to the security's overnight return, and storing each calculated return factor coefficient in a data file.Type: GrantFiled: September 2, 2011Date of Patent: June 12, 2012Assignee: ITG Software Solutions, Inc.Inventors: Ananth Madhavan, Jian Yang, Leonid Zosin, Konstantin Zaltusky, Artem Asriev, Gabriel Butler
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Patent number: 8190510Abstract: A method and system for forecasting the transaction cost of a portfolio trade execution that may be applied to any given trade strategy or an optimal trade strategy that minimizes transaction costs. In preferred embodiments, a server comprises one or more computers that act as an automated forecaster whereby it accepts user-defined input variables from customers and generates a transaction cost estimation report based on those variables. The server is programmed with specific transaction cost estimation and optimization algorithms that model the transaction costs of a specific trade execution based on the user's trading profile and market variables.Type: GrantFiled: June 28, 2011Date of Patent: May 29, 2012Assignee: ITG Software Solutions, Inc.Inventors: Ananth Madhavan, Artem V. Asriev
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Publication number: 20120066151Abstract: A computerized method for generating risk forecasts is provided. A set of securities is selected. A set of risk factors is selected. The risk factor returns a determined. A risk factor covariance matrix and an idiosyncratic variance matrix are constructed. For each risk factor, a factor loading coefficient is determined for each selected security. The risk factor covariance matrix is projected into a future forecast. The idiosyncratic variance matrix is projected into a future forecast. The factor loading coefficients, the future forecast of the risk factor covariance matrix, and the future forecast of the idiosyncratic variance matrix can be used to determine a forecast of the variance-covariance matrix for the selected securities.Type: ApplicationFiled: September 12, 2011Publication date: March 15, 2012Applicant: ITG SOFTWARE SOLUTIONS, INC.Inventors: Ananth Madhavan, Artem V. Asriev, Scott J. Kartinen, Jian Yang, Vitaly Serbin, Ian Domowitz, Kenneth E. Gosier
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Publication number: 20110320385Abstract: A system and method for determining fair value prices of financial securities of international markets includes steps of selecting a universe of securities of a particular international market, computing overnight returns of each security in the selected universe over a predetermined past period of time, selecting at least one return factor of a domestic financial market from a plurality of return factors, computing, for each selected return factor, the return factor's daily return over said predetermined past period of time, calculating, for each selected return factor, a return factor coefficient for each security in the selected universe by performing a time series regression to obtain the contribution of each return factor's return to the security's overnight return, and storing each calculated return factor coefficient in a data file.Type: ApplicationFiled: September 2, 2011Publication date: December 29, 2011Applicant: ITG SOFTWARE SOLUTIONS, INC.Inventors: Ananth MADHAVAN, Jian YANG, Leonid ZOSIN, Konstantin ZALTUSKY, Artem ASRIEV, Gabriel BUTLER
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Publication number: 20110258107Abstract: A method and system for forecasting the transaction cost of a portfolio trade execution that may be applied to any given trade strategy or an optimal trade strategy that minimizes transaction costs. In preferred embodiments, a server comprises one or more computers that act as an automated forecaster whereby it accepts user-defined input variables from customers and generates a transaction cost estimation report based on those variables. The server is programmed with specific transaction cost estimation and optimization algorithms that model the transaction costs of a specific trade execution based on the user's trading profile and market variables.Type: ApplicationFiled: June 28, 2011Publication date: October 20, 2011Applicant: ITG Software Solutions, Inc.Inventors: Ananth MADHAVAN, Artem V. Asriev