Guo X Chen

US Patent:

20220335523, Oct 20, 2022

Filed:

Jun 14, 2022

Appl. No.:

17/839791

Inventors:

- Chicago IL, US
Nikhil Joshi - New York NY, US
Guo Chen - Chicago IL, US
Siwen Yang - Chicago IL, US
Zijiang Yang - Chicago IL, US

Assignee:

Chicago Mercantile Exchange Inc. - Chicago IL

International Classification:

G06Q 40/04

Abstract:

A system may be configured to generate an estimate of value at risk and may include a processor to process instructions that cause the system to generate a rolling time series of value data having a plurality of dimensions, perform rotation transform of the time series, perform variance scaling and correlation scaling on transformed time series, reverse transform the results of the scaling, and estimate of a value-at-risk for the value data.

US Patent:

20220270188, Aug 25, 2022

Filed:

Apr 20, 2022

Appl. No.:

17/725038

Inventors:

- Chicago IL, US
Nikhil Joshi - New York NY, US
Guo Chen - Chicago IL, US
Siwen Yang - Chicago IL, US
Zijiang Yang - Chicago IL, US
Xiaowen Xu - Chicago IL, US
Shuo Liu - London, GB
Sebastiano Rossi - Zurich, CH

Assignee:

Chicago Mercantile Exchange Inc. - Chicago IL

International Classification:

G06Q 50/06
G06Q 40/06
G06Q 40/04
H02J 7/00
G06F 16/22
G06F 16/21

Abstract:

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.

US Patent:

20210012436, Jan 14, 2021

Filed:

Sep 25, 2020

Appl. No.:

17/032064

Inventors:

- Chicago IL, US
Nikhil Joshi - New York NY, US
Guo Chen - Chicago IL, US
Siwen Yang - Chicago IL, US
Zijiang Yang - Chicago IL, US
Xiaowen Xu - Chicago IL, US
Shuo Liu - London, GB
Sebastiano Rossi - Zurich, CH

Assignee:

Chicago Mercantile Exchange Inc. - Chicago IL

International Classification:

G06Q 50/06
G06Q 40/04
G06F 16/22
G06F 16/21
G06Q 40/06
H02J 7/00

Abstract:

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.

US Patent:

20200388899, Dec 10, 2020

Filed:

Jun 10, 2019

Appl. No.:

16/436337

Inventors:

- Germantown MD, US
Rajesh JOSHI - Clarksburg MD, US
George EAPEN - Boyds MD, US
Guo CHEN - Damascus MD, US
Kumud PATEL - Clarksburg MD, US

International Classification:

H01P 5/107
H01P 3/08
H01P 1/02
H01P 3/12
H01Q 9/04

Abstract:

A microstrip-to-waveguide transition includes a substrate and a waveguide. The substrate has a metal layer, a ground layer and a dielectric layer disposed between the metal layer and a ground layer. The substrate includes a microstrip line impedance transformer and a substrate integrated waveguide that is electromagnetically coupled to the microstrip line impedance transformer. The substrate integrated waveguide has a 90 degree substrate integrated waveguide bend section at an end portion thereof. The waveguide is arranged perpendicularly relative to the substrate. The waveguide is electromagnetically coupled to the substrate integrated waveguide at the 90 degree substrate integrated waveguide bend section. The microstrip-to-waveguide transition is free of a back-short at a location corresponding to the 90 degree substrate integrated waveguide bend section.

US Patent:

20200226684, Jul 16, 2020

Filed:

Mar 31, 2020

Appl. No.:

16/835946

Inventors:

- Chicago IL, US
Nikhil Joshi - New York NY, US
Guo Chen - Chicago IL, US
Siwen Yang - Chicago IL, US
Zijiang Yang - Chicago IL, US

Assignee:

Chicago Mercantile Exchange Inc. - Chicago IL

International Classification:

G06Q 40/04

Abstract:

A clearinghouse computing device may be configured to generate a margin requirement for a portfolio of financial products and may include a processor to process instructions that cause the clearinghouse computing device to retrieve a plurality of pricing records from a historical pricing database, process the plurality of pricing records to generate rolling time series pricing records for at least one financial product having a plurality of dimensions, reduce the number of dimensions from a starting dimension to a reduced dimension, perform variance scaling and correlation scaling on the reduced dimension rolling time series pricing records, and generate a margin requirement based on a value-at-risk calculation.

US Patent:

20170206601, Jul 20, 2017

Filed:

Jan 20, 2016

Appl. No.:

15/001997

Inventors:

- Chicago IL, US
Nikhil Joshi - New York NY, US
Guo Chen - Chicago IL, US
Siwen Yang - Chicago IL, US
Zijiang Yang - Chicago IL, US

International Classification:

G06Q 40/04
G06Q 20/02

Abstract:

A clearinghouse computing device may be configured to generate a margin requirement for a portfolio of financial products and may include a processor to process instructions that cause the clearinghouse computing device to retrieve a plurality of pricing records from a historical pricing database, process the plurality of pricing records to generate rolling time series pricing records for at least one financial product having a plurality of dimensions, reduce the number of dimensions from a starting dimension to a reduced dimension, perform variance scaling and correlation scaling on the reduced dimension rolling time series pricing records, and generate a margin requirement based on a value-at-risk calculation.

US Patent:

20160111765, Apr 21, 2016

Filed:

Oct 17, 2014

Appl. No.:

14/517006

Inventors:

- Germantown MD, US
Peter Hou - North Potomac MD, US
Guo Chen - Vienna VA, US
Barre Lankford - Sykesville MD, US

Assignee:

Hughes Network Systems, LLC - Germantown MD

International Classification:

H01P 3/12

Abstract:

An integrated waveguide for use in high radio frequency communication is provided. The integrated waveguide including: a first substrate including a first plastic layer having on a first inward-facing surface, a first portion of a waveguide feature formed on the first inward-facing surface, and a metal layer disposed on the first inward-facing surface; and a second substrate including a second plastic layer having a second inward-facing surface, a second portion of a waveguide feature formed on the second inward-facing surface, and a metal layer disposed on the second inward-facing surface, wherein the first substrate and the second substrate are assembled to define an integrated waveguide feature defined by an assembling of the first portion of the waveguide feature and the second portion of the waveguide feature.