Patents by Inventor Vikram Atre

Vikram Atre 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).

  • Multi-asset portfolio simulation (MAPS)
    Patent number: 10817947
    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: July 26, 2018
    Date of Patent: October 27, 2020
    Assignee: Intercontinental Exchange Holdings, Inc.
    Inventors: Michael G. Weber, Stanislav I. Ivanov, Charles A. Vice, Michael Gibson, Yunke Yang, Vikram Atre, Joshua I. Shapiro, Judson H. Morrison, Bradley D. Shively, Sidhartha Routray, Michael A. Hopper, Thomas W. Jefson, R J Cummings, Jacob S. Ensign, Jeremy K. O'Shields, Stephen R. Pounds, Eric D. J. Shepherd, Ismail Iyigunler
  • MULTI-ASSET PORTFOLIO SIMULATION (MAPS)
    Publication number: 20180357719
    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: Application
    Filed: July 26, 2018
    Publication date: December 13, 2018
    Inventors: Michael G. Weber, Stanislav I. Ivanov, Charles A. Vice, Michael Gibson, Yunke Yang, Vikram Atre, Joshua I. Shapiro, Judson H. Morrison, Bradley D. Shively, Sidhartha Routray, Michael A. Hopper, Thomas W. Jefson, RJ Cummings, Jacob S. Ensign, Jeremy K. O'Shields, Stephen R. Pounds, Eric D. J. Shepherd, Ismail Iyigunler
  • Multi-asset portfolio simulation (MAPS)
    Patent number: 10102581
    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: June 13, 2014
    Date of Patent: October 16, 2018
    Assignee: Intercontinental Exchange Holdings, Inc.
    Inventors: Michael G. Weber, Stanislav I. Ivanov, Charles A. Vice, Michael Gibson, Yunke Yang, Vikram Atre, Joshua I. Shapiro, Judson H. Morrison, Bradley D. Shively, Sidhartha Routray, Michael A. Hopper, Thomas W. Jefson, R J Cummings, Jacob S. Ensign, Jeremy K. O'Shields, Stephen R. Pounds, Eric D. J. Shepherd, Ismail Iyigunler
  • MULTI-ASSET PORTFOLIO SIMULATION (MAPS)
    Publication number: 20140317021
    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: Application
    Filed: June 13, 2014
    Publication date: October 23, 2014
    Inventors: Michael G. Weber, Stanislav I. Ivanov, Charles A. Vice, Michael Gibson, Yunke Yang, Vikram Atre, Joshua I. Shapiro, Judson H. Morrison, Bradley D. Shively, Sidhartha Routray, Michael A. Hopper, Thomas W. Jefson, RJ Cummings, Jacob S. Ensign, Jeremy K. O'Shields, Stephen R. Pounds, Eric D. J. Shepherd, Ismail Iyigunler