Patents by Inventor Vishwanath Avasarala

Vishwanath Avasarala 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).

  • Methods and systems for generating transition probability matrices through an optimization framework
    Patent number: 8249981
    Abstract: A method for generating an optimized transition probability matrix (OTPM) is provided. The method is performed using a computer system coupled to a database. The method includes storing in the database financial data including obligor credit ratings, generating multi-period empirical transition probability matrices (ETPMs) for a selected time horizon using the financial data stored within the database, generating a mathematical expression to minimize a difference between target ETPM values and candidate OTPM values, and calculating the OTPM from the generated mathematical expression and the financial data stored within the database, wherein the calculated OTPM includes a first set of optimized transition probability values for predicting a likelihood that a credit rating of an obligor will migrate from one credit state to another credit state during a first time interval in the future.
    Type: Grant
    Filed: December 16, 2008
    Date of Patent: August 21, 2012
    Assignee: GE Corporate Financial Services, Inc.
    Inventors: Sean Coleman Keenan, Vishwanath Avasarala, Jason Wayne Black, Kete Chalermkraivuth, John Andrew Ellis, Radu Neagu, Rajesh Venkat Subbu, Jingjiao Zhang, David Chienju Li
  • METHODS AND SYSTEMS FOR GENERATING TRANSITION PROBABILITY MATRICES THROUGH AN OPTIMIZATION FRAMEWORK
    Publication number: 20110246386
    Abstract: A method for generating an optimized transition probability matrix (OTPM) is provided. The method is performed using a computer system coupled to a database. The method includes storing in the database financial data including obligor credit ratings, generating multi-period empirical transition probability matrices (ETPMs) for a selected time horizon using the financial data stored within the database, generating a mathematical expression to minimize a difference between target ETPM values and candidate OTPM values, and calculating the OTPM from the generated mathematical expression and the financial data stored within the database, wherein the calculated OTPM includes a first set of optimized transition probability values for predicting a likelihood that a credit rating of an obligor will migrate from one credit state to another credit state during a first time interval in the future.
    Type: Application
    Filed: December 16, 2008
    Publication date: October 6, 2011
    Inventors: Sean Coleman Keenan, Vishwanath Avasarala, Jason Wayne Black, Kete Chalermkraivuth, John Andrew Ellis, Radu Neagu, Rajesh Vankat Subbu, Jingjiao Zhang
  • METHODS AND SYSTEMS FOR GENERATING TRANSITION PROBABILITY MATRICES THROUGH AN OPTIMIZATION FRAMEWORK
    Publication number: 20100153299
    Abstract: A method for generating an optimized transition probability matrix (OTPM) is provided. The method is performed using a computer system coupled to a database. The method includes storing in the database financial data including obligor credit ratings, generating multi-period empirical transition probability matrices (ETPMs) for a selected time horizon using the financial data stored within the database, generating a mathematical expression to minimize a difference between target ETPM values and candidate OTPM values, and calculating the OTPM from the generated mathematical expression and the financial data stored within the database, wherein the calculated OTPM includes a first set of optimized transition probability values for predicting a likelihood that a credit rating of an obligor will migrate from one credit state to another credit state during a first time interval in the future.
    Type: Application
    Filed: December 16, 2008
    Publication date: June 17, 2010
    Inventors: Sean Coleman Keenan, Vishwanath Avasarala, Jason Wayne Black, Kete Chalermkraivuth, John Andrew Ellis, Radu Neagu, Rajesh Vankat Subbu, Jingjiao Zhang