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:
Nov. 12, 2024
Filed:
May. 19, 2023
Chicago Mercantile Exchange Inc., Chicago, IL (US);
Jennifer Yingying Weng, Brooklyn, NY (US);
Nikhil Joshi, New York, NY (US);
Guo Chen, Chicago, IL (US);
Siwen Yang, Chicago, IL (US);
Zijiang Yang, Chicago, IL (US);
Xiaowen Xu, Chicago, IL (US);
Shuo Liu, London, GB;
Sebastiano Rossi, Zurich, CH;
Chicago Mercantile Exchange Inc., Chicago, IL (US);
Abstract
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.