Company Filing History:
Years Active: 2010-2011
Title: Innovations of Kenneth E. Gosier
Introduction
Kenneth E. Gosier is a notable inventor based in Cambridge, MA (US). He has made significant contributions to the field of risk forecasting through his innovative patents. With a total of 2 patents to his name, his work focuses on developing advanced methodologies for generating risk forecasts in financial markets.
Latest Patents
Kenneth's latest patents include a "Factor risk model based system, method, and computer program product for generating risk forecasts." This computerized method involves selecting a set of securities and risk factors, determining risk factor returns, and constructing a risk factor covariance matrix along with an idiosyncratic variance matrix. The method also includes determining factor loading coefficients for each selected security and projecting these matrices into future forecasts. These innovations provide a comprehensive approach to forecasting the variance-covariance matrix for selected securities.
Career Highlights
Kenneth E. Gosier is associated with Itg Software Solutions, Inc., where he applies his expertise in risk modeling and forecasting. His work has been instrumental in enhancing the understanding of risk factors in financial securities.
Collaborations
Some of Kenneth's notable coworkers include Ananth Madhavan and Artem Asriev, who contribute to the collaborative environment at Itg Software Solutions, Inc.
Conclusion
Kenneth E. Gosier's innovative patents and contributions to risk forecasting demonstrate his significant impact in the field. His work continues to influence the methodologies used in financial risk assessment.