Morgan Stanley

Morgan Stanley & Co. Incorporated

Other

Ubs Business Solutions Ag

Barry Scott Hurewitz

Vaughn Stephen Harvey

Thami Rachidi

Omar Moustafa

Scott Solomon

Robert Treder

Hanoz Bhathena

Prashanth Jeganathen

Lauren Fleming

Methods and systems are described herein for improvements to identifying thematic relationships in data sets using machine learning models. In particular, the methods and systems describe a way to identify dynamic thematic relationships (e.g., thematic relationships that may change as a function of time) as a function of time.

Methods and systems for identifying dynamic thematic relationships as a function of time

An interactive user interface is disclosed. According to various embodiments, the interface includes a first field and at least one additional field. The first field lists a focal item and the at least one additional field contains a listing of items related to the focal item. Certain of the related items in the at least one additional field include a hyperlink which, when activated by the user, causes the item corresponding to the activated hyperlink to become a new focal item listed in the first field, such that the at least one additional field transitions to list items related to the new focal item. The focal item may be, for example, an identifier corresponding to a company, and the at least one additional field may contain a listing of identifiers corresponding to companies that are customers, suppliers or competitors of the focal item company.

Interactive user interface for displaying supply chain information

Relating resources expended by a securities research entity to revenue received by a financial services firm including the securities research entity. A computer system may receive account revenue data indicative of revenue received by the financial services firm from a first customer investment account for at least securities trade execution by the financial services firm for the first customer investment account. The computer system may also receive expense data indicative of expenses incurred by the securities research entity on behalf of the first customer investment account. The computer system may determine a market condition-adjusted elasticity for the first customer investment account. The market condition-adjusted elasticity, determined based on at least one market condition for securities, may indicate a relationship between the expenses incurred by the research entity on behalf of the first customer investment account and the revenue received by the financial services firm from the first customer investment account.

Computer-based systems and methods for computing market-adjusted elasticities for accounts

Computer-based systems and methods that determine interest profiles of contacts of work product. The contact interest profiles may indicate the contacts' interests in particular topics of research work product and/or analyst teams within the research department that produced the research work product. The contacts' interest profiles may be determined based on research work product accessed by the contacts according to topic and/or analyst team that produced the research work product, the interaction of the contacts with the research department, and any other reliable information indicative of the contacts' topic and/or team interests. Also, research work product items produced by the entity may be rated for each contact based on, for example, the topic(s) of the research work product items and the analyst teams that produced the research work product items, as well as the contacts' topic and/or analyst team interests.

Computer-based systems and methods for determining interest levels of consumers in research work product produced by a research department

Computer-based systems and methods for computing a score (a 'target score') for the contacts of a research department. The target score may be computed for each contact for each analyst team of the research department. The target score indicates how resources should be deployed by the research department to maximize revenue for the research department. The target score is computed based on a number of metrics. These metrics can include both analyst-team-specific contact metrics that relate to the contact-analyst team combination, as well as account metrics that pertain to the investment accounts associated with each of the contacts. Weights for the metrics may be determined using an optimization algorithm.

Computer-based systems and method for computing a score for contacts of a financial services firm indicative of resources to be deployed by the financial services firm for the contacts to maximize revenue for the financial services firm

Methods of pricing non-execution services provided by a firm comprising an execution service provider and a non-execution service provider. The methods may comprise the steps of accruing a payment for execution and non-execution services from an external client and allocating a first portion of the payment to an execution service provider and a second portion of the payment to a non-execution service provider. The methods may also comprise the steps of calculating a cost of providing the non-execution services, and calculating a profit of the non-execution service provider considering the cost of providing the non-execution services and the second portion of the payment.

Profit model for non-execution services

Systems and methods for allocating limited resources of a securities research department to accounts of the department are disclosed. According to various embodiments, the system includes an account scoring module and a resource matching module. The account scoring module is for generating a score for each account, and the resource matching module is for matching the resources of the department to the accounts based on the scores for each account.

Matching resources of a securities research department to accounts of the department

Methods and systems for auctioning units of securities research resources from a supplier of securities research services to potential consumers of the supplier's securities research are disclosed. According to various embodiments, the method includes the steps of receiving from a plurality of the potential consumers at least one bid for at least one unit of the securities research resources services of the supplier in at least one bidding stage, and allocating units of securities research resources services of the supplier to certain of the potential consumers (i.e., winning bidders) based on the received bids of the potential consumers. The units may be, for example, research time units of a research team of the supplier of the securities research. Also, the units may be a preferred service access level to a member of a research team of the supplier of the securities research. The preferred access level may entitle a holder thereof to direct enhanced consultative contact with the member of the research team.

Systems and methods for auctioning access to securities research resources

Methods and systems described herein may comprise determining, for each of a plurality of potential related companies, a correlation factor of a related company metric of the potential related company relative to a focal company metric and selecting at least one related company having a correlation factor relative to the focal company within a first range. The methods may also comprise displaying a focal company field listing an identifier of the focal company and displaying a correlation field listing identifiers for the at least one related company, where certain of the identifiers comprise a hyperlink. When one of the hyperlinks is activated, the company corresponding to the activated hyperlink may become the new focal company. The correlation field may list identifiers for at least one new related company having a related company metric with a correlation factor relative to the focal company metric of the new focal company within the first range.

Interactive user interface for displaying correlation

Methods for determining a range of fair value prices for equity research to be supplied by a sell-side firm to a buy-side firm. The range of fair value prices may be used, for example, to frame the discussions between the sell-side firm and the buy-side firm over the price of equity research supplied by the sell-side firm. For example, the parties may engage in discussion discussions as to which determined fair value price or prices are most appropriate to the parties' circumstances. A number of different pricing techniques are disclosed.

Systems and methods for determining fair value prices for equity research

Methods and systems for providing a user interface to a user may comprise finding a degree of similarity between each of a plurality of potential similar companies and a focal company. From the plurality of potential similar companies, at least one similar company may be selected having a degree of similarity with the focal company that is greater than a first threshold. An identifier of the focal company may be listed in a focal company field. Identifiers for the at least one similar company may be listed in a similar company field. Certain of the identifiers listed in the similar company field may include a hyperlink which, when activated by a user, causes a computer system to list the company corresponding to the activated hyperlink as a new focal company in the focal company field; determine at least one new similar company having a degree of similarity with the new focal company that is greater than the first threshold; and display the at least one new similar company at the similar company field.

In one technique, the time spent by each analyst of the department servicing the client over a specified period of time may be estimated. This value may then be adjusted based on the compensation of the analysis provider (or providers) servicing the client. Then, the compensation-weighted time of each analyst provider that serviced the client may be summed to thereby arrive at an estimate of the time and cost to service the client. In another technique, the standard cost per unit of different types of client touch that the equity research department produces is estimated. Then, the number and type of client touches a particular client receives over a given period of time (e.g., three months, one year, etc.) can be determined and multiplied by the standard cost per touch for the different touch types of to arrive at the total cost of servicing the client over the time period.

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New York, NY, United States of America

Barry Scott Hurewitz