METHOD AND APPARATUS FOR DERIVING BENCHMARKS FOR TRADING INSTRUMENTS

Patent №

US 8,548,892

Granted

2013-10-01

Filed 2004

Owner

EBS GROUP LIMITED

+2 more

Lab

AI components

3

kr · planning · evo

Assignment

Recorded

Dataset

AIPD

2023_r1 edition

Application

10983170

Benchmarks for the price of a financial instrument such as FX spot rate for a currency pair are calculated by an algorithm based on a previous benchmark and a market price. The market price is derived from a deal price and a quote price. The deal price is based on deals conducted since the last benchmark and the quote price is based on bids and offers entered since the last benchmark. For each of the deal and quote prices, a price, weight and scatter is calculated which is used to calculate a benchmark price, weight and scatter and a benchmark error.

AI classification

Evolutionary computation0.78
Knowledge representation0.66
Planning0.60
AI hardware0.01
Machine learning0.01
Natural language0.00
Speech0.00
Vision0.00

Ownership

EBS GROUP LIMITED

assignment · 164510180

NEX GROUP PLC

assignment · 502490704

CME GROUP INC.

merger · 502550695

Assignors

HOWORKA, EDWARD R., LIU, DAVID J., POWER, JEFFERY E., ZUBAIRI, NASIR A., JAIN, NEENA, HOWORKA, EDWARD R., LIU, DAVID JIFENG, POWER, JEFFREY EDWARD, ZUBAIRI, NASIR AHMED, JAIN, NEENA

On an employer assignment, the assignors are typically the inventors.

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