Patents by Inventor Charles A. Vice
Charles A. Vice 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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Publication number: 20180357719Abstract: An exemplary system according to the present disclosure comprises a computing device that in operation, causes the system to receive financial product or financial portfolio data, map the financial product to a risk factor, execute a risk factor simulation process involving the risk factor, generate product profit and loss values for the financial product or portfolio profit and loss values for the financial portfolio based on the risk factor simulation process, and determine an initial margin for the financial product. The risk factor simulation process can be a filtered historical simulation process.Type: ApplicationFiled: July 26, 2018Publication date: December 13, 2018Inventors: Michael G. Weber, Stanislav I. Ivanov, Charles A. Vice, Michael Gibson, Yunke Yang, Vikram Atre, Joshua I. Shapiro, Judson H. Morrison, Bradley D. Shively, Sidhartha Routray, Michael A. Hopper, Thomas W. Jefson, RJ Cummings, Jacob S. Ensign, Jeremy K. O'Shields, Stephen R. Pounds, Eric D. J. Shepherd, Ismail Iyigunler
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Publication number: 20180315120Abstract: Systems for and methods of evaluating messaging, comprising, receiving, via at least one server device, one or more messages, and said at least one server device processing at least one of the one or more messages by grading content included in said at least one message, applying a weighting factor to said at least one message according to said grading, thereby determining a weighted message count for said at least one message, aggregating the weighted message count for said at least one message, and initiating an action if the aggregated weighted message count meets or exceeds a predetermined count threshold.Type: ApplicationFiled: July 3, 2018Publication date: November 1, 2018Inventors: Mark Wassersug, Charles Vice, Mayur Kapani
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Patent number: 10102581Abstract: An exemplary system according to the present disclosure comprises a computing device that in operation, causes the system to receive financial product or financial portfolio data, map the financial product to a risk factor, execute a risk factor simulation process involving the risk factor, generate product profit and loss values for the financial product or portfolio profit and loss values for the financial portfolio based on the risk factor simulation process, and determine an initial margin for the financial product. The risk factor simulation process can be a filtered historical simulation process.Type: GrantFiled: June 13, 2014Date of Patent: October 16, 2018Assignee: Intercontinental Exchange Holdings, Inc.Inventors: Michael G. Weber, Stanislav I. Ivanov, Charles A. Vice, Michael Gibson, Yunke Yang, Vikram Atre, Joshua I. Shapiro, Judson H. Morrison, Bradley D. Shively, Sidhartha Routray, Michael A. Hopper, Thomas W. Jefson, R J Cummings, Jacob S. Ensign, Jeremy K. O'Shields, Stephen R. Pounds, Eric D. J. Shepherd, Ismail Iyigunler
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Publication number: 20180241207Abstract: A system and method of confirming trades of financial instruments such as OTC derivatives is disclosed. The system includes a data interface which accepts data relating to a trade from both the trader and counter party. The data includes different data fields of differing importance. The system includes a matching engine which compares the submitted data and assigns the trade a status depending on which of the data fields match. The system allows a user to filter trades on their status and display the details relating to that trade. The system also allows a user to display the data fields and change the data fields in order to change the status of the trades. The system thus allows a user to electronically confirm a trade and also identify unmatched trades and the information necessary to reconcile such unmatched trades.Type: ApplicationFiled: March 1, 2018Publication date: August 23, 2018Inventors: Bruce Tupper, Charles Vice, DongChun Xia, Henry D. Tullis, III, Sanjay Rane, Cynthia L. Worley, Tracy Hughes, Edwin Marcial
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Patent number: 10037569Abstract: Systems for and methods of evaluating messaging, comprising, receiving, via at least one server device, one or more messages, and said at least one server device processing at least one of the one or more messages by grading content included in said at least one message, applying a weighting factor to said at least one message according to said grading, thereby determining a weighted message count for said at least one message, aggregating the weighted message count for said at least one message, and initiating an action if the aggregated weighted message count meets or exceeds a predetermined count threshold.Type: GrantFiled: September 21, 2012Date of Patent: July 31, 2018Assignee: Intercontinental Exchange Holdings, Inc.Inventors: Mark Wassersug, Charles Vice, Mayur Kapani
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Patent number: 9935460Abstract: A system and method of confirming trades of financial instruments such as OTC derivatives is disclosed. The system includes a data interface which accepts data relating to a trade from both the trader and counter party. The data includes different data fields of differing importance. The system includes a matching engine which compares the submitted data and assigns the trade a status depending on which of the data fields match. The system allows a user to filter trades on their status and display the details relating to that trade. The system also allows a user to display the data fields and change the data fields in order to change the status of the trades. The system thus allows a user to electronically confirm a trade and also identify unmatched trades and the information necessary to reconcile such unmatched trades.Type: GrantFiled: October 31, 2007Date of Patent: April 3, 2018Assignee: Intercontinental Exchange Holdings, Inc.Inventors: Bruce Tupper, Charles Vice, DongChun Xia, Henry D. Tullis, III, Sanjay Rane, Cynthia L. Worley, Tracy Hughes, Edwin Marcial
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Publication number: 20160374857Abstract: A compact system for performing laser ophthalmic surgery is disclosed. An embodiment of the system includes a mode-locked fiber oscillator-based ultra-short pulsed laser capable of producing laser pulses in the range of 1 nJ to 5 ?J at a pulse repetition rate of between 5 MHz and 25 MHz, a resonant optical scanner oscillating at a frequency of 200 Hz and 21000 Hz, a scan-line rotator, a movable XY-scan device, a z-scan device, and a controller configured to coordinate with the other components of the system to produce one or more desired incision patterns. The system also includes compact visualization optics for in-process monitoring using a beam-splitter inside the cone of a patient interface used to fixate the patient's eye during surgery. The system can be configured such that eye surgery is performed while the patient is either sitting upright, or lying on his or her back.Type: ApplicationFiled: December 16, 2015Publication date: December 29, 2016Inventors: Hong Fu, Bryant M. Moore, Charles Vice
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Publication number: 20140317021Abstract: An exemplary system according to the present disclosure comprises a computing device that in operation, causes the system to receive financial product or financial portfolio data, map the financial product to a risk factor, execute a risk factor simulation process involving the risk factor, generate product profit and loss values for the financial product or portfolio profit and loss values for the financial portfolio based on the risk factor simulation process, and determine an initial margin for the financial product. The risk factor simulation process can be a filtered historical simulation process.Type: ApplicationFiled: June 13, 2014Publication date: October 23, 2014Inventors: Michael G. Weber, Stanislav I. Ivanov, Charles A. Vice, Michael Gibson, Yunke Yang, Vikram Atre, Joshua I. Shapiro, Judson H. Morrison, Bradley D. Shively, Sidhartha Routray, Michael A. Hopper, Thomas W. Jefson, RJ Cummings, Jacob S. Ensign, Jeremy K. O'Shields, Stephen R. Pounds, Eric D. J. Shepherd, Ismail Iyigunler
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Publication number: 20130018973Abstract: Systems for and methods of evaluating messaging, comprising, receiving, via at least one server device, one or more messages, and said at least one server device processing at least one of the one or more messages by grading content included in said at least one message, applying a weighting factor to said at least one message according to said grading, thereby determining a weighted message count for said at least one message, aggregating the weighted message count for said at least one message, and initiating an action if the aggregated weighted message count meets or exceeds a predetermined count threshold.Type: ApplicationFiled: September 21, 2012Publication date: January 17, 2013Applicant: IntercontinentalExchange, Inc.Inventors: Mark Wassersug, Charles Vice, Mayur Kapani
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Patent number: 8005743Abstract: A system and method of confirming trades of financial instruments such as OTC derivatives is disclosed. The system includes a data interface which accepts data relating to a trade from both the trader and counter party. The data includes different data fields of differing importance. The system includes a matching engine which compares the submitted data and assigns the trade a status depending on which of the data fields match. The system allows a user to filter trades on their status and display the details relating to that trade. The system also allows a user to display the data fields and change the data fields in order to change the status of the trades. The system thus allows a user to electronically confirm a trade and also identify unmatched trades and the information necessary to reconcile such unmatched trades.Type: GrantFiled: September 17, 2002Date of Patent: August 23, 2011Assignee: IntercontinentalExchange, Inc.Inventors: Bruce Tupper, Charles Vice, DongChun Xia, Henry D. Tullis, III, Sanjay Rane, Cynthia L. Worley, Tracy Hughes, Edwin Marcial
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Publication number: 20080262959Abstract: A system and method of confirming trades of financial instruments such as OTC derivatives is disclosed. The system includes a data interface which accepts data relating to a trade from both the trader and counter party. The data includes different data fields of differing importance. The system includes a matching engine which compares the submitted data and assigns the trade a status depending on which of the data fields match. The system allows a user to filter trades on their status and display the details relating to that trade. The system also allows a user to display the data fields and change the data fields in order to change the status of the trades. The system thus allows a user to electronically confirm a trade and also identify unmatched trades and the information necessary to reconcile such unmatched trades.Type: ApplicationFiled: October 31, 2007Publication date: October 23, 2008Inventors: Bruce Tupper, Charles Vice, DongChun Xia, Henry D. Tullis, Sanjay Rane, Cynthia L. Worley, Tracy Hughes, Edwin Marcial
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Publication number: 20030093362Abstract: A system and method of confirming trades of financial instruments such as OTC derivatives is disclosed. The system includes a data interface which accepts data relating to a trade from both the trader and counter party. The data includes different data fields of differing importance. The system includes a matching engine which compares the submitted data and assigns the trade a status depending on which of the data fields match. The system allows a user to filter trades on their status and display the details relating to that trade. The system also allows a user to display the data fields and change the data fields in order to change the status of the trades. The system thus allows a user to electronically confirm a trade and also identify unmatched trades and the information necessary to reconcile such unmatched trades.Type: ApplicationFiled: September 17, 2002Publication date: May 15, 2003Inventors: Bruce Tupper, Charles Vice, DongChun Xia, Henry D. Tullis, Sanjay Rane, Cynthia L. Worley, Tracy Hughes