The patent badge is an abbreviated version of the USPTO patent document. The patent badge does contain a link to the full patent document.
The patent badge is an abbreviated version of the USPTO patent document. The patent badge covers the following: Patent number, Date patent was issued, Date patent was filed, Title of the patent, Applicant, Inventor, Assignee, Attorney firm, Primary examiner, Assistant examiner, CPCs, and Abstract. The patent badge does contain a link to the full patent document (in Adobe Acrobat format, aka pdf). To download or print any patent click here.
Patent No.:
Date of Patent:
Sep. 14, 2021
Filed:
Jul. 31, 2019
Ss&c Technologies, Inc., Windsor, CT (US);
Alexander Kreinin, Toronto, CA;
Yijun Jiang, Toronto, CA;
SS&C Technologies, Inc., Windsor, CT (US);
Abstract
Aspects of the disclosure provide for a computer program product comprising a computer readable medium having program instructions embodied therewith, the program instructions executable by a processor to generate a set of scenarios corresponding to a test data set and depending on a selected data analysis model, determine a value for each point in time over a defined time interval and an exposure profile that is a continuous time representation of each value determined for each point in time, determine a risk envelope desired for the scenarios, determine a test statistic defining a fraction of the defined time interval that the exposure profile is outside the risk envelope, determine a cumulative distribution of the test statistic, the cumulative distribution having a critical value corresponding to a defined probability of accuracy of the data analysis model, and validate the data analysis model based on the critical value and the test statistic.