Jonathan K Song

US Patent:

7853519, Dec 14, 2010

Filed:

Oct 5, 2006

Appl. No.:

11/543599

Inventors:

Alexander Lipton - Chicago IL, US
Jonathan Z. Song - New York NY, US

Assignee:

Credit Suisse Securities (USA) LLC - New York NY

International Classification:

G06Q 40/00

US Classification:

705 38

Abstract:

There are provided new structural default models for modeling the likely default of publicly traded companies. In a first embodiment, the invention is straight-forward to implement and allows the capture of some important ingredients of the actual default, including positive short-term CDSs. In a second embodiment them model is somewhat more versatile and complex. Provided is a very efficient method for dealing with the timing of a default boundary, that is, jumps in the company's value, etc. Further provided is a process using Fast Fourier Transform matrix processing for processing the structural default models in a computationally efficient manner.

US Patent:

20050021452, Jan 27, 2005

Filed:

Mar 8, 2004

Appl. No.:

10/795541

Inventors:

Alexander Lipton - Chicago IL, US
Jonathan Song - New York NY, US

International Classification:

G06F017/60

US Classification:

705038000, 705035000

Abstract:

There are provided new structural default models for modeling the likely default of publicly traded companies. In a first embodiment, the invention is straight-forward to implement and allows the capture of some important ingredients of the actual default, including positive short-term CDSs. In a second embodiment the model is somewhat more versatile and complex. Provided is a very efficient method for dealing with the timing of a default boundary, that is, jumps in the company's value, etc. Further provided is a process using Fast Fourier Transform matrix processing for processing the structural default models in a computationally efficient manner.

US Patent:

20070282313, Dec 6, 2007

Filed:

Jun 1, 2007

Appl. No.:

11/757195

Inventors:

David Huang - South Pasadena CA, US
Jonathan Song - South Pasadena CA, US
Yan Li - Pasadena CA, US
Maolong Tang - San Gabriel CA, US

Assignee:

University of Southern California - Los Angeles CA

International Classification:

A61B 18/18

US Classification:

606005000

Abstract:

Optical coherence tomography (OCT) is used to map the surface elevation and thickness of the cornea. The OCT maps are used to plan laser procedures for the treatment of an irregular, opacified or weakened cornea, and in the treatment of refractive errors. In the excimer laser phototherapeutic keratectomy (PTK) procedure, the OCT data is used to plan a map of ablation depth needed to restore a smooth optical surface. In the excimer laser photorefractive keratectomy procedure, OCT mapping of epithelial thickness is used to achieve clean laser epithelial removal. In femtosecond laser anterior keratoplasty procedure, OCT data is used to plan the depth of femtosecond laser dissection to remove an anterior layer of the cornea, leaving a smooth recipient bed of uniform thickness to receive a disk of donated corneal tissue. The linkage of an OCT system to a precise laser surgical system enables the performance of new procedures that are safer, less invasive and produce faster visual recovery than conventional surgical procedures.