Patents by Inventor Motohiko Onishi

Motohiko Onishi 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).

  • Price and risk evaluation system for financial product or its derivatives, dealing system, recording medium storing a price and risk evaluation program, and recording medium storing a dealing program
    Patent number: 7865418
    Abstract: A system for correctly evaluating a price distribution and a risk distribution for a financial product or its derivatives introduces a probability density function generated with a Boltzmann model at a higher accuracy than the Gaussian distribution for a probability density. The system has an initial value setup unit and an evaluation condition setup unit. Initial values include at least one of price, price change rate, and the price change direction of a financial product. The evaluation conditions include at least time steps and the number of trials. The Boltzmann model analysis unit receives the initial values and the evaluation conditions, and repeats simulations of price fluctuation, based on the Boltzmann model using a Monte Carlo method. A velocity/direction distribution setup unit supplies the probability distributions of the price, price change rate, and the price change direction for the financial product to the Boltzmann model analysis unit.
    Type: Grant
    Filed: April 9, 2007
    Date of Patent: January 4, 2011
    Assignee: Kabushiki Kaisha Toshiba
    Inventors: Yuji Uenohara, Ritsuo Yoshioka, Motohiko Onishi, Takahiro Tatsumi, Tadahiro Ohashi, Masatoshi Kawashima, Hiroaki Okuda
  • System for evaluating price risk of financial product or its financial derivative, dealing system and recorded medium
    Patent number: 7552076
    Abstract: A system for correctly evaluating price distribution and risk distribution for a financial product or its derivatives introduces a probability density function generated with a Boltzmann model at a higher accuracy than the Gaussian distribution for a probability density. The system has an initial value setup unit and an evaluation condition setup unit. Initial values include at least one of price, price change rate, and price change direction of a financial product. The evaluation conditions include at least time steps and a number of trials. A Boltzmann model analysis unit receives the initial values and the evaluation conditions, and repeats simulations of price fluctuation, based on the Boltzmann model using a Monte Carlo method. A velocity/direction distribution setup unit supplies probability distributions of the price, price change rate, and price change direction for the financial product to the Boltzmann model analysis unit.
    Type: Grant
    Filed: August 25, 2000
    Date of Patent: June 23, 2009
    Assignee: Kabushiki Kaisha Toshiba
    Inventors: Yuji Uenohara, Ritsuo Yoshioka, Motohiko Onishi, Takahiro Tatsumi, Tadahiro Ohashi, Masatoshi Kawashima, Hiroaki Okuda
  • PRICE AND RISK EVALUATION SYSTEM FOR FINANCIAL PRODUCT OR ITS DERIVATIVES, DEALING SYSTEM, RECORDING MEDIUM STORING A PRICE AND RISK EVALUATION PROGRAM, AND RECORDING MEDIUM STORING A DEALING PROGRAM
    Publication number: 20070198387
    Abstract: A system for correctly evaluating a price distribution and a risk distribution for a financial product or its derivatives introduces a probability density function generated with a Boltzmann model at a higher accuracy than the Gaussian distribution for a probability density. The system has an initial value setup unit and an evaluation condition setup unit. Initial values include at least one of price, price change rate, and the price change direction of a financial product. The evaluation conditions include at least time steps and the number of trials. The Boltzmann model analysis unit receives the initial values and the evaluation conditions, and repeats simulations of price fluctuation, based on the Boltzmann model using a Monte Carlo method. A velocity/direction distribution setup unit supplies the probability distributions of the price, price change rate, and the price change direction for the financial product to the Boltzmann model analysis unit.
    Type: Application
    Filed: April 9, 2007
    Publication date: August 23, 2007
    Applicant: Kabushiki Kaisha Toshiba
    Inventors: Yuji Uenohara, Ritsuo Yoshioka, Motohiko Onishi, Takahiro Tatsumi, Tadahiro Ohashi, Masatoshi Kawashima, Hiroaki Okuda