Abstract: A system implements data compression for a plurality of data objects each having a respective fixed data constituent and a variable data constituent. The data compression includes selecting a first subset of the fixed data constituents and a second subset of the variable data constituents. The second subset of the variable data constituents having an end date in common and event timing in common. The system compresses the first subset of the fixed data constituents and the second subset of the variable data constituents by defining a representative data object for the fixed data constituent subset and the variable data constituent subset.

Abstract: A system for data object compression and reduction includes to implement, in accordance with obtained optimization constraint data, an optimization procedure configured to determine an optimal set of adjustments to a set of data objects that maximizes reduction of both a data set aggregate magnitude and a data link composite magnitude for at least one pair of a plurality of data sources, the optimal set of adjustments including an offset of multiple data objects of data objects of same data object type and opposite polarity, and to store data indicative of the optimal set of adjustments to the set of data objects.

Abstract: The disclosed embodiments relate to systems and methods calculation of an estimation solution for a constraint defined within a computation space. The apparatus may include a constraint computation controller. The constraint computation controller analyzes the plurality of data points and performs a projection of the plurality of data points to the constraint within the computation space and generates a dynamic adjustment for reducing a margin requirement consistent with the constraint.

Abstract: A system includes a logic that generates a reduced-precision primary data object and an associated residual data object for each of a plurality of uncompressed data objects. The logic classifies the at least some of the generated residual data objects for removal based on data integrity rules and determines that removal of others of the generated residual data objects violates the data integrity rules. The logic removes the at least some of the generated residual data objects classified for removal and applies a corresponding adjustment to at least one of the generated residual data objects.

Abstract: A system implements data compression for a plurality of data objects each having a respective fixed data constituent and a variable data constituent. The data compression includes selecting a first subset of the fixed data constituents and a second subset of the variable data constituents. The second subset of the variable data constituents having an end date in common and event timing in common. The system compresses the first subset of the fixed data constituents and the second subset of the variable data constituents by defining a representative data object for the fixed data constituent subset and the variable data constituent subset.

Abstract: A system includes logic stored in the memory and executable by the processor to cause the processor to obtain the set of primary data objects and the set of residual data objects, each residual data object of the set of residual data objects being associated with, and representative of rounding that led to, a respective primary data object of the set of primary data objects, to evaluate, for each residual data object of the set of residual data objects, whether removal of the residual data object breaches a data integrity rule, to cause the processor to, for each residual data object of the set of residual data objects for which the removal breaches the data integrity rule, implement an optimization to attempt to identify at least one adjustment to the set of primary data objects, the set of residual data objects, or both the set of primary data objects and the set of residual data objects, that allows the removal to proceed without breaching the data integrity rule, to remove, from the set of residual data o

Abstract: A system includes first logic to obtain a fixed constituent data object and a variable constituent data object for each data object of a set of objects, second logic to analyze the fixed constituent data objects to allocate each fixed constituent data object to one of a plurality of fixed groups, third logic to analyze the variable constituent data objects to allocate each variable constituent data object to one of a plurality of variable groups, fourth logic to determine a net magnitude for each fixed group and for each variable group, fifth logic to determine a historical component for each variable constituent data object, sixth logic to determine a net historical magnitude for each variable group based on the historical components, and seventh logic to define at least one representative data object to represent the fixed and variable constituent data objects in each pair of fixed and variable groups having a matching common set of properties, the at least one representative data object maintaining the net

Abstract: The disclosed embodiments relate to systems and methods calculation of an estimation solution for a constraint polytope. The apparatus may include a database, a communication interface, and a polytope controller. The database stores data indicative of a constraint polytope. The communication interface is configured to receive a first point batch from an external computer system, and the first point batch includes a plurality of data points representing transactions. The polytope controller analyzes the plurality of data points and performs a projection of the plurality of data points to the constraint polytope and generates a dynamic adjustment for a second point batch for the constraint polytope.

Abstract: The disclosed embodiments relate to systems and methods calculation of an estimation solution for a constraint defined within a computation space. The apparatus may include a constraint computation controller. The constraint computation controller analyzes the plurality of data points and performs a projection of the plurality of data points to the constraint within the computation space and generates a dynamic adjustment for reducing a margin requirement consistent with the constraint.

Abstract: A system includes first logic to obtain a fixed constituent data object and a variable constituent data object for each data object of a set of objects, second logic to analyze the fixed constituent data objects to allocate each fixed constituent data object to one of a plurality of fixed groups, third logic to analyze the variable constituent data objects to allocate each variable constituent data object to one of a plurality of variable groups, fourth logic to determine a net magnitude for each fixed group and for each variable group, fifth logic to determine a historical component for each variable constituent data object, sixth logic to determine a net historical magnitude for each variable group based on the historical components, and seventh logic to define at least one representative data object to represent the fixed and variable constituent data objects in each pair of fixed and variable groups having a matching common set of properties, the at least one representative data object maintaining the net

Abstract: A system includes first logic to obtain a fixed constituent data object and a variable constituent data object for each data object of a set of objects, second logic to analyze the fixed constituent data objects to allocate each fixed constituent data object to one of a plurality of fixed groups, third logic to analyze the variable constituent data objects to allocate each variable constituent data object to one of a plurality of variable groups, fourth logic to determine a net magnitude for each fixed group and for each variable group, fifth logic to determine a historical component for each variable constituent data object, sixth logic to determine a net historical magnitude for each variable group based on the historical components, and seventh logic to define at least one representative data object to represent the fixed and variable constituent data objects in each pair of fixed and variable groups having a matching common set of properties, the at least one representative data object maintaining the net

Abstract: A system includes logic stored in the memory and executable by the processor to cause the processor to obtain the set of primary data objects and the set of residual data objects, each residual data object of the set of residual data objects being associated with, and representative of rounding that led to, a respective primary data object of the set of primary data objects, to evaluate, for each residual data object of the set of residual data objects, whether removal of the residual data object breaches a data integrity rule, to cause the processor to, for each residual data object of the set of residual data objects for which the removal breaches the data integrity rule, implement an optimization to attempt to identify at least one adjustment to the set of primary data objects, the set of residual data objects, or both the set of primary data objects and the set of residual data objects, that allows the removal to proceed without breaching the data integrity rule, to remove, from the set of residual data o

Abstract: The disclosed embodiments related to multilateral portfolio compression using general large-scale linear optimization which pre-processes a model to decrease model size using domain knowledge to remove variables to reduce dimensionality, thereby making the model faster to solve and improving numerical characteristics. but it would not remove, for example, as much as half of the model, but rather a smaller fraction. The disclosed pre-processing enables an approximate solution for large, linear optimization models by automatically iteratively and selectively partitioning them into independently easily solvable sub-models. The sub-models are themselves linear optimization models, which can be solved with any preferred algorithm or library. The solutions for each sub-model are aggregated to obtain an acceptable, e.g., approximate, solution for a large model without solving the full model.

Abstract: A system includes first logic to obtain a fixed constituent data object and a variable constituent data object for each data object of a set of objects, second logic to analyze the fixed constituent data objects to allocate each fixed constituent data object to one of a plurality of fixed groups, third logic to analyze the variable constituent data objects to allocate each variable constituent data object to one of a plurality of variable groups, fourth logic to determine a net magnitude for each fixed group and for each variable group, fifth logic to determine a historical component for each variable constituent data object, sixth logic to determine a net historical magnitude for each variable group based on the historical components, and seventh logic to define at least one representative data object to represent the fixed and variable constituent data objects in each pair of fixed and variable groups having a matching common set of properties, the at least one representative data object maintaining the net

Abstract: A system includes logic stored in the memory and executable by the processor to cause the processor to obtain the set of primary data objects and the set of residual data objects, each residual data object of the set of residual data objects being associated with, and representative of rounding that led to, a respective primary data object of the set of primary data objects, to evaluate, for each residual data object of the set of residual data objects, whether removal of the residual data object breaches a data integrity rule, to cause the processor to, for each residual data object of the set of residual data objects for which the removal breaches the data integrity rule, implement an optimization to attempt to identify at least one adjustment to the set of primary data objects, the set of residual data objects, or both the set of primary data objects and the set of residual data objects, that allows the removal to proceed without breaching the data integrity rule, to remove, from the set of residual data o

Abstract: A system for data object compression and reduction includes a processor, a memory coupled with the processor, and first through fifth logic stored in the memory and executable by the processor to cause the processor to obtain a set of data objects from a plurality of data sources, each data object of the set of data objects specifying a data object type, a size, a polarity, and identification data, to obtain optimization constraint data for each data source of the plurality of data sources, to identify those data objects of the plurality of data objects for which the identification data matches, to implement, in accordance with the obtained optimization constraint data, an optimization procedure configured to determine an optimal set of adjustments to the set of data objects that maximizes reduction of both a data set aggregate magnitude and a data link composite magnitude for at least one pair of the plurality of data sources, the optimal set of adjustments including an offset of multiple data objects of the

Abstract: A system includes first logic to obtain a plurality of constituent data streams for each data object of a plurality of objects, second logic to analyze the plurality of constituent data streams to allocate each constituent data stream to one of a set of primary groups, third logic to assign the constituent data streams within each primary group of the set of primary groups having aligned timing to a netting group of the primary group, fourth logic to generate, for each netting group of each primary group of the set of primary groups, a plurality of continuous data streams by combining two or more of the constituent data streams within the netting groups, fifth logic to define a plurality of new data objects from the generated plurality of continuous data streams, each new data object of the plurality of new data objects specifying a plurality of continuous data streams associated with a pair of primary groups of the set of primary groups, sixth logic to incorporate at least one new data object of the pluralit

Abstract: The disclosed embodiments relate to systems and methods calculation of an estimation solution for a constraint polytope. The apparatus may include a database, a communication interface, and a polytope controller. The database stores data indicative of a constraint polytope. The communication interface is configured to receive a first point batch from an external computer system, and the first point batch includes a plurality of data points representing transactions. The polytope controller analyzes the plurality of data points and performs a projection of the plurality of data points to the constraint polytope and generates a dynamic adjustment for a second point batch for the constraint polytope.

Abstract: A system includes first logic to obtain a plurality of constituent data streams for each data object of a plurality of objects, second logic to analyze the plurality of constituent data streams to allocate each constituent data stream to one of a set of primary groups, third logic to assign the constituent data streams within each primary group of the set of primary groups having aligned timing to a netting group of the primary group, fourth logic to generate, for each netting group of each primary group of the set of primary groups, a plurality of continuous data streams by combining two or more of the constituent data streams within the netting groups, fifth logic to define a plurality of new data objects from the generated plurality of continuous data streams, each new data object of the plurality of new data objects specifying a plurality of continuous data streams associated with a pair of primary groups of the set of primary groups, sixth logic to incorporate at least one new data object of the pluralit