Patents by Inventor Beiyu Lin

Beiyu Lin 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).

  • REAL TIME EVALUATION OF FINANCIAL RETURNS BASED ON NEARLY ELLIPTICAL MODELS
    Publication number: 20140214722
    Abstract: A computer-implemented method for forecasting losses in a financial portfolio includes estimating parameters of an autoregressive-moving-average generalized-autoregressive-conditional-heteroscedastic (ARMA-GARCH) model for each individual asset in a financial portfolio by performing a parallel maximum likelihood estimation, estimating parameters of a copula dependence structure for standardized residuals of the ARMA-GARCH model, and estimating a Value-at-Risk (VaR) for the financial portfolio from the ARMA-GARCH model parameters and the copula dependence structure parameters.
    Type: Application
    Filed: January 24, 2014
    Publication date: July 31, 2014
    Applicant: THE RESEARCH FOUNDATION OF THE STATE UNIVERSITY OF NEW YORK
    Inventors: JAMES GLIMM, Jimmie Goode, Beiyu Lin, Nicholas Pezolano, Svetlozar Rachev