EP 3055825 A4 20170322 - METHODS AND SYSTEMS OF FOUR-VALUED MONTE CARLO SIMULATION FOR FINANCIAL MODELING
Title (en)
METHODS AND SYSTEMS OF FOUR-VALUED MONTE CARLO SIMULATION FOR FINANCIAL MODELING
Title (de)
VERFAHREN UND SYSTEME ZUR VIERWERTIGEN MONTE-CARLO-SIMULATION ZUR FINANZMODELLBILDUNG
Title (fr)
PROCÉDÉS ET SYSTÈMES DE SIMULATION MONTE CARLO À QUATRE VALEURS DE MODÉLISATION FINANCIÈRE
Publication
Application
Priority
- US 201314051722 A 20131011
- US 2014056152 W 20140917
Abstract (en)
[origin: WO2015053912A1] Automatic trading environments with their high degree of automation have become the backbone of modern financial markets. The ability to process orders and manage risk in these systems while maintaining a low latency between participants is crucial for the safety and liquidity of these markets. The disclosed system describes a four valued Monte Carlo simulation for the stochastic modeling of risk and syntactic pattern matching techniques to facilitate the design of these systems. The system is a self- compiling, machine independent system capable of dividing, scaling and communicating multiple-asset instruments efficiently in a parallel environment. The system also allows for the integration of computerized financial heuristics on financial instruments and user interfaces for creating trading strategies to monitor and hedge risk over a trading desk for financial institutions.
IPC 8 full level
G06Q 40/00 (2012.01)
CPC (source: EP)
G06Q 40/06 (2013.01)
Citation (search report)
- No further relevant documents disclosed
- See references of WO 2015053912A1
Designated contracting state (EPC)
AL AT BE BG CH CY CZ DE DK EE ES FI FR GB GR HR HU IE IS IT LI LT LU LV MC MK MT NL NO PL PT RO RS SE SI SK SM TR
DOCDB simple family (publication)
WO 2015053912 A1 20150416; AU 2014332409 A1 20160602; CA 2966564 A1 20150416; CN 105814598 A 20160727; CN 105814598 B 20190618; EP 3055825 A1 20160817; EP 3055825 A4 20170322
DOCDB simple family (application)
US 2014056152 W 20140917; AU 2014332409 A 20140917; CA 2966564 A 20140917; CN 201480067323 A 20140917; EP 14851877 A 20140917