Financial patents

From FinMath

[edit] See also

Risk management patents

Simulation patents

[edit] Some US Patents relating to Monte Carlo and Finance

• System and method for financial instrument modeling and using Monte Carlo simulation (uspto)

• Systems and methods for modeling credit risks of publicly traded companies (uspto) Lipton, et a.

• Method and system for determining a company's probability of no default (uspto)

• Risk adjusted method for pricing financial derivatives (uspto)

• Deriving a probability distribution of a value of an asset at a future time (uspto)

• Invention in finance (uspto)

• System and methods for modeling credit risks of publicly traded companies (uspto)

• Continuous random number generation method and apparatus (uspto)

• Method and apparatus for risk management (uspto)

• Computers making financial analysis output having property valuations (uspto)

• System and computer-implemented method for evaluating integrals using a quasi-Monte Carlo methodology in which sample points represent dependent samples generated using a low-discrepancy sequence (uspto)

• Methods and systems for quantifying cash flow recovery and risk (uspto)

• Methods and systems for optimal return and present value (uspto)

• Modeling option price dynamics (uspto)

• Rapid valuation of portfolios of assets such as financial instruments (uspto)

• Methods and systems for automated inferred valuation of credit scoring (uspto)

• Method and system for computing path dependent probabilities of attaining financial goals (uspto)

• Methods and systems for finding value and reducing risk (uspto)

• Variance reduction technique for large scale risk management (uspto)

• Methods and apparatus for automated underwriting of segmentable portfolio assets (uspto)

• Method of risk management and of achieving a recommended asset allocation and withdrawal strategy, and computer-readable medium, apparatus and computer program thereof.(uspto)

• System and method of financial instrument modeling and using Monte Carlo simulation (uspto)

• System and method for determining value at risk of a financial portfolio (uspto)

• Simulation method and system for the valuation of derivative financial instruments (uspto)

• Portfolio structuring using low-discrepancy deterministic sequences (uspto)

• Method of determining optimal asset allocation utilizing asset cash flow simulation (uspto)

• Portfolio optimization by means of resampled efficient frontiers (uspto)

• System, method and computer program product for modeling a force structure (uspto)

• Value-based framework for inventory management (uspto)

• Methods for determining value at risk (uspto)

• Simulation method and system for the valuation of derivative financial instruments (uspto)

• Structured finance performance monitoring index (uspto)

• Blind perturbation encryption method for protecting financial position information while providing risk transparency (uspto)

• System and method for estimating conduit liquidity requirements in asset backed commercial paper (uspto)

• Non-debt funding system for home finance (uspto)

• Load aware optimization (uspto)

• Method and system for visually indicating project task durations are estimated using a character (uspto)

• Deriving a probability distribution of a value of an asset at a future time (uspto)

• Invention in finance (uspto)

• Systems and methods for modeling credit risks of publicly traded companies (uspto)

• Digital options having demand-based, adjustable returns, and trading exchange therefor (uspto)

• Computers making financial analysis output having property valuations (uspto)

• Method for valuing intellectual property (uspto)

• Parallel computing system, method and architecture (uspto)

• System and method for trading off put and call values of a portfolio (uspto)

• Methods and systems for rapid deployment of a valuation system (uspto)

• Valuation prediction models in situations with missing inputs (uspto)

• Methods and systems for quantifying cash flow recovery and risk (uspto)

• Bidder system using multiple computers communicating data to carry out selling fixed income instruments (uspto)

• Methods and systems for modeling using classification and regression trees (uspto)

• Methods and apparatus for rapid deployment of a valuation system (uspto)

• Further improved system and methods for computing to support decomposing property into separately valued components (uspto)

• Methods and apparatus for simulating competitive bidding yield (uspto)

• System and method for managing insurance of valuables having unpredictable fluctuating values (uspto)

• Methods and systems for optimizing return and present value (uspto)

• Rapid valuation of portfolios of assets such as financial instruments (uspto)

• Methods and systems for automated inferred valuation of credit scoring (uspto)

• Method and system for computing path dependent probabilities of attaining financial goals (uspto)

• Methods and systems for finding value and reducing risk (uspto)

• Variance reduction technique for large scale risk management (uspto)

• Methods and systems for efficiently sampling portfolios for optimal underwriting (uspto)

• Methods and apparatus for automated underwriting of segmentable portfolio assets (uspto)

• Method of risk management and of achieving a recommended asset allocation and withdrawal strategy, and computer-readable medium, apparatus and computer program thereof (uspto)

• Methods and apparatus for allocating, costing, and pricing organizational resources (uspto)

• Method and apparatus for objectively measuring pain, pain treatment and other related techniques (uspto)

• System and method for teaching project management skills (uspto)

• System and method for financial instrument modeling and using Monte Carlo simulation (uspto)

• Augmented system and methods for computing to support fractional contingent interests in property (uspto)

• Method for integrated supply chain and financial management (uspto)

• Neural network drug dosage estimation (uspto)

• Method and system for modeling financial markets and assets using fractal activity time (uspto)

• Computer system for generating projected data and an application supporting a financial transaction (uspto)

• Pricing of options using importance sampling and stratification/ Quasi-Monte Carlo (uspto)

• Financial products having a demand-based, adjustable return, and trading exchange therefor (uspto)

• Method of and system for modeling and analyzing business improvement programs (uspto)

• Computer-implemented method and apparatus for portfolio compression (uspto)

• Apparatus for optically generating chaotic random numbers (uspto)

• Method of determining optimal asset allocation utilizing asset cash flow simulation (uspto)

• Interface between two proprietary computer programs (uspto)

• System and methods for computing to support decomposing property into separately valued components (uspto)

• Method and system for optimizing logistical operations in land seismic surveys (uspto)

• System and method for financial instrument modeling and valuation (uspto)

• Augmented system and methods for computing to support fractional contingent interests in property (uspto)

• Allelic polygene diagnosis of reward deficiency syndrome and treatment (uspto)

• Privatization marketplace (uspto)

• Method and system for efficiently allocating resources for solving computationally hard problems (uspto)

• System and method for determining value at risk of a financial portfolio (uspto)

• Flexible annuity settlement proposal generating system (uspto)

• Simulation method and system for the valuation of derivative financial instruments (uspto)

• Method of determining optimal asset allocation utilizing asset cash flow simulation (uspto)

• Method and apparatus for allocating, costing, and pricing organizational resources (uspto)

• Estimation method and system for complex securities using low-discrepancy deterministic sequences (uspto)

• System and method for providing a line of credit secured by an assignment of a life insurance policy (uspto)

• System for quantifying asynchrony between signals (uspto)

• System for designing and implementing bank owned life insurance (BOLI) with a reinsurance option (uspto)

• Information processing analysis system for sorting and scoring text (uspto)

• Massively-parallel computer system for generating paths in a binomial lattice (uspto)

• Technique for reducing RSA Crypto variable storage (uspto)