Patents by Inventor Siwen Yang
Siwen Yang 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).
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Patent number: 12141881Abstract: A physical container (e.g., a battery) may be filled up (charged) or emptied (discharged) with energy commensurate with requirements to post a particular amount of collateral. The disclosure provides computing systems and methods for processing data using a novel combination of wavelet techniques and rolling techniques to more efficiently detect seasonality in particular products (e.g., energy products) to more accurately model and determine collateral/margin requirements. A clearinghouse computing device may be configured to generate a margin requirement for a portfolio of products and may include a processor to process instructions that cause the clearinghouse computing device to perform wavelet decomposition and rolling methods on a historical database of records.Type: GrantFiled: May 19, 2023Date of Patent: November 12, 2024Assignee: Chicago Mercantile Exchange Inc.Inventors: Jennifer Yingying Weng, Nikhil Joshi, Guo Chen, Siwen Yang, Zijiang Yang, Xiaowen Xu, Shuo Liu, Sebastiano Rossi
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Publication number: 20240354875Abstract: A physical container (e.g., a battery) may be filled up (charged) or emptied (discharged) with energy commensurate with requirements to post a particular amount of collateral. The disclosure provides computing systems and methods for processing data using a novel combination of wavelet techniques and rolling techniques to more efficiently detect seasonality in particular products (e.g., energy products) to more accurately model and determine collateral/margin requirements. A clearinghouse computing device may be configured to generate a margin requirement for a portfolio of products and may include a processor to process instructions that cause the clearinghouse computing device to perform wavelet decomposition and rolling methods on a historical database of records.Type: ApplicationFiled: June 25, 2024Publication date: October 24, 2024Applicant: Chicago Mercantile Exchange Inc.Inventors: Jennifer Yingying Weng, Nikhil Joshi, Guo Chen, Siwen Yang, Zijiang Yang, Xiaowen Xu, Shuo Liu, Sebastiano Rossi
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Publication number: 20240212046Abstract: A system may be configured to generate an estimate of value at risk and may include a processor to process instructions that cause the system to generate a rolling time series of value data having a plurality of dimensions, perform a transformation of the time series, perform variance scaling and correlation scaling on transformed time series, reverse transform the results of the scaling, and estimate of a value-at-risk for the value data.Type: ApplicationFiled: March 8, 2024Publication date: June 27, 2024Applicant: Chicago Mercantile Exchange Inc.Inventors: Jennifer Weng, Nikhil Joshi, Guo Chen, Siwen Yang, Zijiang Yang
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Patent number: 11966975Abstract: A system may be configured to generate an estimate of value at risk and may include a processor to process instructions that cause the system to generate a rolling time series of value data having a plurality of dimensions, perform rotation transform of the time series, perform variance scaling and correlation scaling on transformed time series, reverse transform the results of the scaling, and estimate of a value-at-risk for the value data.Type: GrantFiled: June 14, 2022Date of Patent: April 23, 2024Assignee: Chicago Mercantile Exchange Inc.Inventors: Jennifer Weng, Nikhil Joshi, Guo Chen, Siwen Yang, Zijiang Yang
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Publication number: 20230298113Abstract: A physical container (e.g., a battery) may be filled up (charged) or emptied (discharged) with energy commensurate with requirements to post a particular amount of collateral. The disclosure provides computing systems and methods for processing data using a novel combination of wavelet techniques and rolling techniques to more efficiently detect seasonality in particular products (e.g., energy products) to more accurately model and determine collateral/margin requirements. A clearinghouse computing device may be configured to generate a margin requirement for a portfolio of products and may include a processor to process instructions that cause the clearinghouse computing device to perform wavelet decomposition and rolling methods on a historical database of records.Type: ApplicationFiled: May 19, 2023Publication date: September 21, 2023Applicant: Chicago Mercantile Exchange Inc.Inventors: Jennifer Yingying Weng, Nikhil Joshi, Guo Chen, Siwen Yang, Zijiang Yang, Xiaowen Xu, Shuo Liu, Sebastiano Rossi
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Patent number: 11704751Abstract: A physical container (e.g., a battery) may be filled up (charged) or emptied (discharged) with energy commensurate with requirements to post a particular amount of collateral. The disclosure provides computing systems and methods for processing data using a novel combination of wavelet techniques and rolling techniques to more efficiently detect seasonality in particular products (e.g., energy products) to more accurately model and determine collateral/margin requirements. A clearinghouse computing device may be configured to generate a margin requirement for a portfolio of products and may include a processor to process instructions that cause the clearinghouse computing device to perform wavelet decomposition and rolling methods on a historical database of records.Type: GrantFiled: April 20, 2022Date of Patent: July 18, 2023Assignee: Chicago Mercantile Exchange Inc.Inventors: Jennifer Yingying Weng, Nikhil Joshi, Guo Chen, Siwen Yang, Zijiang Yang, Xiaowen Xu, Shuo Liu, Sebastiano Rossi
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Patent number: 11481035Abstract: System and method for managing a user interface for a foldable device are disclosed. The method includes: determining a folding state of the foldable device based on a folding angle of the foldable device; detecting an input gesture on one or more touch-sensitive display segments of a flexible display screen of a foldable device; determining a gesture type corresponding to the detected input gesture; determining whether the detected input gesture is a valid gesture or invalid gesture; and responsive to determining that the detected input gesture is a valid gesture, providing the gesture type corresponding to the detected gesture, the folding state of the foldable device, and display information to a software application or an operating system of the foldable device.Type: GrantFiled: May 15, 2020Date of Patent: October 25, 2022Assignee: HUAWEI TECHNOLOGIES CO., LTD.Inventors: Thu Ha Trinh, Wei Li, Jin Tang, Marcello Giordano, Ghazaleh Saniee-Monfared, Chenhe Li, Siwen Yang, Zhou Xuan
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Publication number: 20220335523Abstract: A system may be configured to generate an estimate of value at risk and may include a processor to process instructions that cause the system to generate a rolling time series of value data having a plurality of dimensions, perform rotation transform of the time series, perform variance scaling and correlation scaling on transformed time series, reverse transform the results of the scaling, and estimate of a value-at-risk for the value data.Type: ApplicationFiled: June 14, 2022Publication date: October 20, 2022Applicant: Chicago Mercantile Exchange Inc.Inventors: Jennifer Weng, Nikhil Joshi, Guo Chen, Siwen Yang, Zijiang Yang
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Publication number: 20220270188Abstract: A physical container (e.g., a battery) may be filled up (charged) or emptied (discharged) with energy commensurate with requirements to post a particular amount of collateral. The disclosure provides computing systems and methods for processing data using a novel combination of wavelet techniques and rolling techniques to more efficiently detect seasonality in particular products (e.g., energy products) to more accurately model and determine collateral/margin requirements. A clearinghouse computing device may be configured to generate a margin requirement for a portfolio of products and may include a processor to process instructions that cause the clearinghouse computing device to perform wavelet decomposition and rolling methods on a historical database of records.Type: ApplicationFiled: April 20, 2022Publication date: August 25, 2022Applicant: Chicago Mercantile Exchange Inc.Inventors: Jennifer Yingying Weng, Nikhil Joshi, Guo Chen, Siwen Yang, Zijiang Yang, Xiaowen Xu, Shuo Liu, Sebastiano Rossi
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Patent number: 11393029Abstract: A clearinghouse computing device may be configured to generate a margin requirement for a portfolio of financial products and may include a processor to process instructions that cause the clearinghouse computing device to retrieve a plurality of pricing records from a historical pricing database, process the plurality of pricing records to generate rolling time series pricing records for at least one financial product having a plurality of dimensions, reduce the number of dimensions from a starting dimension to a reduced dimension, perform variance scaling and correlation scaling on the reduced dimension rolling time series pricing records, and generate a margin requirement based on a value-at-risk calculation.Type: GrantFiled: March 31, 2020Date of Patent: July 19, 2022Assignee: Chicago Mercantile Exchange Inc.Inventors: Jennifer Weng, Nikhil Joshi, Guo Chen, Siwen Yang, Zijiang Yang
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Patent number: 11367152Abstract: A physical container (e.g., a battery) may be filled up (charged) or emptied (discharged) with energy commensurate with requirements to post a particular amount of collateral. The disclosure provides computing systems and methods for processing data using a novel combination of wavelet techniques and rolling techniques to more efficiently detect seasonality in particular products (e.g., energy products) to more accurately model and determine collateral/margin requirements. A clearinghouse computing device may be configured to generate a margin requirement for a portfolio of products and may include a processor to process instructions that cause the clearinghouse computing device to perform wavelet decomposition and rolling methods on a historical database of records.Type: GrantFiled: September 25, 2020Date of Patent: June 21, 2022Assignee: Chicago Mercantile Exchange Inc.Inventors: Jennifer Yingying Weng, Nikhil Joshi, Guo Chen, Siwen Yang, Zijiang Yang, Xiaowen Xu, Shuo Liu, Sebastiano Rossi
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Publication number: 20210357034Abstract: System and method for managing a user interface for a foldable device are disclosed. The method includes: determining a folding state of the foldable device based on a folding angle of the foldable device; detecting an input gesture on one or more touch-sensitive display segments of a flexible display screen of a foldable device; determining a gesture type corresponding to the detected input gesture; determining whether the detected input gesture is a valid gesture or invalid gesture; and responsive to determining that the detected input gesture is a valid gesture, providing the gesture type corresponding to the detected gesture, the folding state of the foldable device, and display information to a software application or an operating system of the foldable device.Type: ApplicationFiled: May 15, 2020Publication date: November 18, 2021Inventors: Thu Ha TRINH, Wei LI, Jin TANG, Marcello GIORDANO, Ghazaleh SANIEE-MONFARED, Chenhe LI, Siwen YANG, Zhou XUAN
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Publication number: 20210012436Abstract: A physical container (e.g., a battery) may be filled up (charged) or emptied (discharged) with energy commensurate with requirements to post a particular amount of collateral. The disclosure provides computing systems and methods for processing data using a novel combination of wavelet techniques and rolling techniques to more efficiently detect seasonality in particular products (e.g., energy products) to more accurately model and determine collateral/margin requirements. A clearinghouse computing device may be configured to generate a margin requirement for a portfolio of products and may include a processor to process instructions that cause the clearinghouse computing device to perform wavelet decomposition and rolling methods on a historical database of records.Type: ApplicationFiled: September 25, 2020Publication date: January 14, 2021Applicant: Chicago Mercantile Exchange Inc.Inventors: Jennifer Yingying Weng, Nikhil Joshi, Guo Chen, Siwen Yang, Zijiang Yang, Xiaowen Xu, Shuo Liu, Sebastiano Rossi
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Patent number: 10867360Abstract: A physical container (e.g., a battery) may be filled up (charged) or emptied (discharged) with energy commensurate with requirements to post a particular amount of collateral. The disclosure provides computing systems and methods for processing data using a novel combination of wavelet techniques and rolling techniques to more efficiently detect seasonality in particular products (e.g., energy products) to more accurately model and determine collateral/margin requirements. A clearinghouse computing device may be configured to generate a margin requirement for a portfolio of products and may include a processor to process instructions that cause the clearinghouse computing device to perform wavelet decomposition and rolling methods on a historical database of records.Type: GrantFiled: October 27, 2017Date of Patent: December 15, 2020Assignee: Chicago Mercantile Exchange Inc.Inventors: Jennifer Weng, Nikhil Joshi, Guo Chen, Siwen Yang, Zijiang Yang, Xiaowen Xu, Shuo Liu, Sebastiano Rossi
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Publication number: 20200226684Abstract: A clearinghouse computing device may be configured to generate a margin requirement for a portfolio of financial products and may include a processor to process instructions that cause the clearinghouse computing device to retrieve a plurality of pricing records from a historical pricing database, process the plurality of pricing records to generate rolling time series pricing records for at least one financial product having a plurality of dimensions, reduce the number of dimensions from a starting dimension to a reduced dimension, perform variance scaling and correlation scaling on the reduced dimension rolling time series pricing records, and generate a margin requirement based on a value-at-risk calculation.Type: ApplicationFiled: March 31, 2020Publication date: July 16, 2020Applicant: Chicago Mercantile Exchange Inc.Inventors: Jennifer Weng, Nikhil Joshi, Guo Chen, Siwen Yang, Zijiang Yang
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Patent number: 10643278Abstract: A clearinghouse computing device may be configured to generate a margin requirement for a portfolio of financial products and may include a processor to process instructions that cause the clearinghouse computing device to retrieve a plurality of pricing records from a historical pricing database, process the plurality of pricing records to generate rolling time series pricing records for at least one financial product having a plurality of dimensions, reduce the number of dimensions from a starting dimension to a reduced dimension, perform variance scaling and correlation scaling on the reduced dimension rolling time series pricing records, and generate a margin requirement based on a value-at-risk calculation.Type: GrantFiled: January 20, 2016Date of Patent: May 5, 2020Assignee: Chicago Mercantile Exchange Inc.Inventors: Jennifer Weng, Nikhil Joshi, Guo Chen, Siwen Yang, Zijiang Yang
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Publication number: 20170206601Abstract: A clearinghouse computing device may be configured to generate a margin requirement for a portfolio of financial products and may include a processor to process instructions that cause the clearinghouse computing device to retrieve a plurality of pricing records from a historical pricing database, process the plurality of pricing records to generate rolling time series pricing records for at least one financial product having a plurality of dimensions, reduce the number of dimensions from a starting dimension to a reduced dimension, perform variance scaling and correlation scaling on the reduced dimension rolling time series pricing records, and generate a margin requirement based on a value-at-risk calculation.Type: ApplicationFiled: January 20, 2016Publication date: July 20, 2017Inventors: Jennifer Weng, Nikhil Joshi, Guo Chen, Siwen Yang, Zijiang Yang