Patents by Inventor Philippos Kassimatis

Philippos Kassimatis 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).

  • System and method for calculating a foreign exchange index
    Publication number: 20080290181
    Abstract: A method for calculating a foreign exchange index including the steps of: retrieving currency exchange rates corresponding to a plurality of currencies; adjusting long positions and short positions in the plurality of currencies based on an optimization algorithm; and generating the index based on the results of the adjusting step. The foreign exchange index may be calculated on a periodic basis using an optimization model implemented via a computer program, and may be used as a benchmark for a variety of financial products.
    Type: Application
    Filed: May 24, 2007
    Publication date: November 27, 2008
    Inventors: Edoardo Dimitri, Philippos Kassimatis, Andrew Kaufmann