Patents by Inventor Chenda Huang

Chenda Huang 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).

  • COMPUTER METHODOLOGY PROVIDING AS-OF-DAY VOLATILITY SURFACE CONSTRUCTION FOR PRICING
    Publication number: 20200175594
    Abstract: A method and system are disclosed for more efficiently constructing a volatility surface. The methodology results in measurable reduction in the quantity of storage memory space needed on a computer executing the novel methodology, reduces the measurable, on-demand computational load on the processor(s) of a computer executing the novel methodology, and permits as-of-day calculations of the volatility surface that were previously impossible to obtain in near real-time.
    Type: Application
    Filed: December 2, 2019
    Publication date: June 4, 2020
    Applicant: Chicago Mercantile Exchange Inc.
    Inventors: Jennifer Weng, Ziyi Wang, Xianqing Zou, Yingwen Liu, Shuo Liu, Chenda Huang
  • Computer methodology providing as-of-day volatility surface construction for pricing
    Patent number: 10529022
    Abstract: A method and system are disclosed for more efficiently constructing a volatility surface. The methodology results in measurable reduction in the quantity of storage memory space needed on a computer executing the novel methodology, reduces the measurable, on-demand computational load on the processor(s) of a computer executing the novel methodology, and also permits as-of-day calculations of the volatility surface that were previously impossible to obtain in near real-time.
    Type: Grant
    Filed: January 12, 2017
    Date of Patent: January 7, 2020
    Assignee: Chicago Mercantile Exchange Inc.
    Inventors: Jennifer Weng, Ziyi Wang, Xianqing Zou, Yingwen Liu, Shuo Liu, Chenda Huang
  • Efficient Pricing System with Product Interdependencies
    Publication number: 20170243261
    Abstract: Systems and methods are provided for efficiently determining prices of futures, spreads and swaps by considering product interdependencies. The disclosed systems and methods use interpolation, extrapolation and backward propagation to produce accurate results.
    Type: Application
    Filed: February 24, 2016
    Publication date: August 24, 2017
    Inventors: Jennifer Weng, Panagiotis Xythalis, Yingwen Liu, Lingrui Xiang, Shuo Liu, Sixiang Li, Chenda Huang, Ziyi Wang, Nataliya Frost, Xianqing Zou
  • Computer Methodology Providing As-of-Day Volatility Surface Construction for Pricing
    Publication number: 20170221145
    Abstract: A method and system are disclosed for more efficiently constructing a volatility surface. The methodology results in measurable reduction in the quantity of storage memory space needed on a computer executing the novel methodology, reduces the measurable, on-demand computational load on the processor(s) of a computer executing the novel methodology, and also permits as-of-day calculations of the volatility surface that were previously impossible to obtain in near real-time.
    Type: Application
    Filed: January 12, 2017
    Publication date: August 3, 2017
    Inventors: Jennifer Weng, Ziyi Wang, Xianqing Zou, Yingwen Liu, Shuo Liu, Chenda Huang