New York, NY, United States of America

Nikhil Joshi

USPTO Granted Patents = 7 

Average Co-Inventor Count = 6.4

ph-index = 1


Company Filing History:


Years Active: 2020-2024

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7 patents (USPTO):

Title: Nikhil Joshi: Innovator in Futures Margin Modeling

Introduction

Nikhil Joshi is a prominent inventor based in New York, NY (US). He has made significant contributions to the field of financial technology, particularly in the area of futures margin modeling. With a total of 7 patents to his name, Joshi's work focuses on enhancing the efficiency and accuracy of collateral and margin requirements in trading.

Latest Patents

One of his latest patents is titled "Futures Margin Modeling System Having Seasonality Detection." This innovative system allows a physical container, such as a battery, to be charged or discharged with energy based on the requirements to post a specific amount of collateral. The patent outlines computing systems and methods that utilize a novel combination of wavelet techniques and rolling techniques to detect seasonality in energy products. This advancement aims to model and determine collateral and margin requirements more accurately.

Another notable patent is the "Futures Margin Modeling System." This system is designed to generate an estimate of value at risk. It includes a processor that processes instructions to create a rolling time series of value data across multiple dimensions. The system performs a rotation transform of the time series, applies variance scaling and correlation scaling, and ultimately estimates the value-at-risk for the data.

Career Highlights

Nikhil Joshi is currently employed at the Chicago Mercantile Exchange Inc., where he applies his expertise in financial modeling and risk assessment. His work has been instrumental in developing systems that enhance trading efficiency and risk management.

Collaborations

Throughout his career, Joshi has collaborated with talented professionals, including Jennifer Yingying Weng and Guo Chen. These partnerships have contributed to the innovative solutions he has developed in the field of futures margin modeling.

Conclusion

Nikhil Joshi stands out as a key innovator in the financial technology sector, with a focus on improving futures margin modeling. His patents reflect a commitment to advancing the efficiency and accuracy of trading systems. His contributions continue to shape the landscape of financial technology.

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