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:
Apr. 22, 2014
Filed:
Mar. 06, 2013
Genesis Financial Development, Inc., Mississauga, CA;
Richard C. Payne, Mississauga, CA;
Genesis Financial Development, Inc., Mississauga, ON, CA;
Abstract
A computer-based system including: a memory unit configured to store computer readable instructions, path-dependent behavioral assumptions, and economic variables; and a processor configured to execute the computer readable instructions to perform a vectorized adjoint differentiation forward pass including: generating a full or pruned directed acyclic graph (DAG) representation of a procedure for computation of the behaviorally path-dependent value for the financial product; computing, using the DAG representation, the behaviorally path-dependent value for the financial product; and performing an adjoint differentiation backward pass on said full or pruned DAG representation to obtain a result. The processor is configured to execute the computer readable instructions to determine, using the result, a set of sensitivities for the behaviorally path-dependent value for the financial product; and display the set of sensitivities for the behaviorally path-dependent value on a graphical user interface for the at least one specially programmed computer.