Company Filing History:
Years Active: 2020-2024
Title: Siwen Yang: Innovator in Futures Margin Modeling
Introduction
Siwen Yang is a prominent inventor based in Chicago, IL, known for his contributions to the field of futures margin modeling. With a total of 7 patents to his name, Yang has made significant strides in developing systems that enhance the efficiency and accuracy of margin requirements in financial markets.
Latest Patents
Yang's latest patents include a "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 technology employs a novel combination of wavelet techniques and rolling methods to detect seasonality in energy products, thereby improving the modeling of collateral and margin requirements. Another notable patent is the "Futures margin modeling system," which estimates value at risk by generating a rolling time series of value data. This system utilizes advanced processing techniques to perform variance scaling and correlation scaling, ultimately providing a more accurate estimate of value-at-risk.
Career Highlights
Siwen Yang 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 support the trading and clearing of futures contracts.
Collaborations
Yang collaborates with talented professionals in his field, including Jennifer Yingying Weng and Nikhil Joshi. Their combined efforts contribute to the advancement of innovative solutions in the financial sector.
Conclusion
Siwen Yang's contributions to futures margin modeling demonstrate his commitment to innovation and excellence in the financial industry. His patents reflect a deep understanding of complex systems and a drive to enhance market efficiency.
Inventor’s Patent Attorneys refers to legal professionals with specialized expertise in representing inventors throughout the patent process. These attorneys assist inventors in navigating the complexities of patent law, including filing patent applications, conducting patent searches, and protecting intellectual property rights. They play a crucial role in helping inventors secure patents for their innovative creations.