Jason Lin

US Patent:

20210224900, Jul 22, 2021

Filed:

Apr 2, 2021

Appl. No.:

17/221268

Inventors:

- Frankfurt am Main, DE
Arvind Kumar Rai - Harrison NJ, US
Bharat Gopalan - New York NY, US
Young Been Eom - River Vale NJ, US
Dwight Silvera - Newburgh NY, US
Brandon Von-Feldt - New York NY, US
Monojit Mitra - Stamford CT, US
Laura Bertarelli - New York NY, US
Rajneesh Acharya - Princeton Junction NJ, US
Seth Lipschitz - Tenafly NJ, US
Jason Lin - Syosset NY, US
Patricia M. Gavin - Brooklyn NY, US
Ronakkumar S. Patel - Edison NJ, US

International Classification:

G06Q 40/02
G06N 20/00

Abstract:

A method and product designed for preferably creating, validating and executing regression based models and calculations for Stress Testing and Entity Planning purposes is provided covering model execution life-cycle details from model creation, validation, and execution. The preferred embodiments include a self-service regression based model configuration and creation with workflow approval tool called a model wizard; a central standardized I/O data interface called ODS to receive and store quarterly historical and spot financial market information, and reference data used as model input, and to store model output(s) in the preferred form of quarterly base and stress projections; a java based execution engine to run the approved models from the repository with ability to apply model adjustments; a web-based user interface to view the model lineage, input, equations in mathematical form using MathJax and the output.

US Patent:

20190272590, Sep 5, 2019

Filed:

Feb 11, 2019

Appl. No.:

16/272119

Inventors:

- Frankfurt am Main, DE
ARVIND KUMAR RAI - Harrison NJ, US
BHARAT GOPALAN - New York NY, US
YOUNG BEEN EOM - River Vale NJ, US
DWIGHT SILVERA - Newburgh NY, US
BRANDON VON-FELDT - New York NY, US
MONOJIT MITRA - Stamford CT, US
LAURA BERTARELLI - New York NY, US
RAJNEESH ACHARYA - Princeton Junction NJ, US
SETH LIPSCHITZ - Tenafly NJ, US
JASON LIN - Syosset NY, US
PATRICIA M. GAVIN - Brooklyn NY, US

International Classification:

G06Q 40/02
G06Q 30/00
G06F 9/451

Abstract:

A method and product designed for preferably creating, validating and executing regression based models and calculations for Stress Testing and Entity Planning purposes is provided covering model execution life-cycle details from model creation, validation, and execution. The preferred embodiments include a self-service regression based model configuration and creation with workflow approval tool called a model wizard; a central standardized I/O data interface called ODS to receive and store quarterly historical and spot financial market information, and reference data used as model input, and to store model output(s) in the preferred form of quarterly base and stress projections; a java based execution engine to run the approved models from the repository with ability to apply model adjustments; a web-based user interface to view the model lineage, input, equations in mathematical form using MathJax and the output.