Patents by Inventor Luca Capriotti

Luca Capriotti 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).

  • Simulating machine and method for determining sensitivity of a system output to changes in underlying system parameters
    Patent number: 9058449
    Abstract: The invention provides improved apparatus, systems and methods for simulating systems, processes and environments characterized by stochastic processes. The invention is particularly useful when Monte Carlo or Quasi Monte Carlo simulation techniques are employed in a simulation. The invention provides indications of sensitivities of simulated process outputs to changes in underlying process parameters. Embodiments of a simulator of the invention operate at a speed suitable for use in real time environments. In addition, the computational cost of a simulator of the invention relative to the cost associated with the output process is independent of the number of sensitivities and of the number of observations involved in the simulation.
    Type: Grant
    Filed: May 30, 2008
    Date of Patent: June 16, 2015
    Assignee: Credit Suisse Securities (USA) LLC
    Inventor: Luca Capriotti
  • Simulating Machine and Method For Determining Sensitivity of a System Output to Changes In Underlying System Parameters
    Publication number: 20100312530
    Abstract: The invention provides improved apparatus, systems and methods for simulating systems, processes and environments characterized by stochastic processes. The invention is particularly useful when Monte Carlo or Quasi Monte Carlo simulation techniques are employed in a simulation. The invention provides indications of sensitivities of simulated process outputs to changes in underlying process parameters. Embodiments of a simulator of the invention operate at a speed suitable for use in real time environments. In addition, the computational cost of a simulator of the invention relative to the cost associated with the output process is independent of the number of sensitivities and of the number of observations involved in the simulation.
    Type: Application
    Filed: May 30, 2008
    Publication date: December 9, 2010
    Inventor: Luca Capriotti