Patents by Inventor Stephen Maruyama

Stephen Maruyama 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).

  • Systems and methods for determining an initial margin
    Patent number: 11954734
    Abstract: An exemplary system according to the present disclosure comprises a computing device that in operation, causes the system to receive financial product or financial portfolio data, map the financial product to a risk factor, execute a risk factor simulation process involving the risk factor, generate product profit and loss values for the financial product or portfolio profit and loss values for the financial portfolio based on the risk factor simulation process, and determine an initial margin for the financial product. The risk factor simulation process can be a filtered historical simulation process.
    Type: Grant
    Filed: September 12, 2022
    Date of Patent: April 9, 2024
    Assignee: Intercontinental Exchange Holdings, Inc.
    Inventors: Atsushi Maruyama, Boudewijn Duinstra, Christian A. M. Schlegel, Daniel R. de Almeida, Fernando V. Cerezetti, Gabriel E. S. Medina, Ghais Issa, Iddo Yekutieli, Jerome M. Drean, Marcus Keppeler, Rafik Mrabet, Stephen R. Pounds, Wen Jiang, Yanyan Hu, Yunke Yang
  • Systems and methods for determining an initial margin
    Patent number: 11948197
    Abstract: An exemplary system according to the present disclosure comprises a computing device that in operation, causes the system to receive financial product or financial portfolio data, map the financial product to a risk factor, execute a risk factor simulation process involving the risk factor, generate product profit and loss values for the financial product or portfolio profit and loss values for the financial portfolio based on the risk factor simulation process, and determine an initial margin for the financial product. The risk factor simulation process can be a filtered historical simulation process.
    Type: Grant
    Filed: September 12, 2022
    Date of Patent: April 2, 2024
    Assignee: Intercontinental Exchange Holdings, Inc.
    Inventors: Atsushi Maruyama, Boudewijn Duinstra, Christian A. M. Schlegel, Daniel R. de Almeida, Fernando V. Cerezetti, Gabriel E. S. Medina, Ghais Issa, Iddo Yekutieli, Jerome M. Drean, Marcus Keppeler, Rafik Mrabet, Stephen R. Pounds, Wen Jiang, Yanyan Hu, Yunke Yang
  • Systems and methods for determining an initial margin
    Patent number: 11928734
    Abstract: An exemplary system according to the present disclosure comprises a computing device that in operation, causes the system to receive financial product or financial portfolio data, map the financial product to a risk factor, execute a risk factor simulation process involving the risk factor, generate product profit and loss values for the financial product or portfolio profit and loss values for the financial portfolio based on the risk factor simulation process, and determine an initial margin for the financial product. The risk factor simulation process can be a filtered historical simulation process.
    Type: Grant
    Filed: April 13, 2022
    Date of Patent: March 12, 2024
    Assignee: Intercontinental Exchange Holdings, Inc.
    Inventors: Atsushi Maruyama, Boudewijn Duinstra, Christian A. M. Schlegel, Daniel R. de Almeida, Fernando V. Cerezetti, Gabriel E. S. Medina, Ghais Issa, Iddo Yekutieli, Jerome M. Drean, Marcus Keppeler, Rafik Mrabet, Stephen R. Pounds, Wen Jiang, Yanyan Hu, Yunke Yang
  • Method and system for controlling tasks on network cards
    Patent number: 7177919
    Abstract: A method and system for controlling tasks performed on network cards is disclosed. In one embodiment, the method disclosed controls applications that are executed within the network. The method of controlling the applications comprises transition.
    Type: Grant
    Filed: November 28, 2000
    Date of Patent: February 13, 2007
    Assignee: Cisco Technology, Inc.
    Inventors: Alex Truong, Michael Giertych, Jan Medved, Mcv Subramaniam, Phong-Son Le, Stephen Maruyama