Patent №
US 11,367,152
Granted
2022-06-21
Filed 2020
Owner
CHICAGO MERCANTILE EXCHANGE INC.
Lab
—
AI components
2
planning · hardware
Assignment
Recorded
Dataset
AIPD
2023_r1 edition
Application
17032064
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.
AI classification
Ownership
CHICAGO MERCANTILE EXCHANGE INC.
assignment · 538830296
Assignors
WENG, JENNIFER YINGYING, JOSHI, NIKHIL, CHEN, GUO, YANG, SIWEN, YANG, ZIJIANG, XU, XIAOWEN, LIU, SHUO, ROSSI, SEBASTIANO
On an employer assignment, the assignors are typically the inventors.