Futures margin modeling system having seasonality detection

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.

PlanningAI hardwareG06Q 50/06G06F 16/219G06F 16/22G06Q 40/04G06Q 40/06H02J 7/50H02J 7/927H02J 3/388

AI classification

AI hardware0.99
Planning0.99
Knowledge representation0.10
Machine learning0.08
Natural language0.01
Vision0.00
Evolutionary computation0.00
Speech0.00

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.

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