Patents by Inventor Laurent Marsan

Laurent Marsan 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).

  • Patent number: 8639606
    Abstract: In one aspect, the present invention comprises a method comprising: receiving data regarding bank rates and swap rates for two or more currencies; calculating a swap curve for each of the currencies; calculating signals for each of the swap curves; and based on the signals, taking a position with respect to each of the swap curves and currencies. In various embodiments, the method further comprises calculating a sub-index value for each of the currencies, the sub-index values based on returns for the positions; and weighting each sub-index value and calculating a value for an index, based on a combination of the sub-index values. In another aspect, the invention comprises: receiving data regarding the index; calculating a performance value for the index to be used in a derivative based on the index; and calculating an amount due to, or owed by, an investor in the derivative, based on the performance value.
    Type: Grant
    Filed: April 13, 2009
    Date of Patent: January 28, 2014
    Assignee: Barclays Capital Inc.
    Inventors: Rami Shakarchi, Jonathan Rogers, Laurent Marsan
  • Patent number: 7917303
    Abstract: Methods for identifying a motif or a combination of motifs having a Boolean state of predetermined mutations in a set of sequences including a) aligning a set of sequences of ordered motifs represented by a single-character code, b) comparing a reference sequence with the set of sequences aligned in step (a), c) identifying motifs not having mutated simultaneously and/or motifs having mutated simultaneously at least once on at least one sequence of the set and not having mutated on another sequence of the set.
    Type: Grant
    Filed: June 30, 2006
    Date of Patent: March 29, 2011
    Assignee: Centre National de la Recherche Scientifique—CNRS
    Inventors: Anne Vanet, Michaela Muller-Trutwin, Thomas Valère, Sophie Brouillet, Emmanuelle Ollivier, Laurent Marsan
  • Publication number: 20070020619
    Abstract: Methods for identifying a motif or a combination of motifs having a Boolean state of predetermined mutations in a set of sequences including a) aligning a set of sequences of ordered motifs represented by a single-character code, b) comparing a reference sequence with the set of sequences aligned in step (a), c) identifying motifs not having mutated simultaneously and/or motifs having mutated simultaneously at least once on at least one sequence of the set and not having mutated on another sequence of the set.
    Type: Application
    Filed: June 30, 2006
    Publication date: January 25, 2007
    Applicant: Centre National de la Recherche Scientifique - CNRS, a corporation of France
    Inventors: Anne Vanet, Michaela Muller-Trutwin, Thomas Valere, Sophie Brouillet, Emmanuelle Ollivier, Laurent Marsan