Chicago Mercantile Exchange Inc.

Xiaowen Xu

Guo Chen

Shuo Liu

Jennifer Yingying Weng

Zijiang Yang

Nikhil Joshi

Siwen Yang

Sebastiano Rossi

A physical container (e.g., a battery) may be filled up (charged) or emptied (discharged) with energy commensurate with requirements to post a particular amount of collateral. The disclosure provides computing systems and methods for processing data using a novel combination of wavelet techniques and rolling techniques to more efficiently detect seasonality in particular products (e.g., energy products) to more accurately model and determine collateral/margin requirements. A clearinghouse computing device may be configured to generate a margin requirement for a portfolio of products and may include a processor to process instructions that cause the clearinghouse computing device to perform wavelet decomposition and rolling methods on a historical database of records.

Futures margin modeling system having seasonality detection

Electric battery recharging unit controlled by a seasonality detection unit of a futures margin modeling system

Growing community of inventors

Chicago, IL, United States of America

Xiaowen Xu