Futures margin modeling system having seasonality detection
US11704751B2 · kind B2 · utility
Assignee
Inventors
Key dates
| Filing date | Apr 20, 2022 |
| Grant date | Jul 18, 2023 |
| Priority date | — |
| Expiry date | Apr 20, 2042 |
Classification
- Technology area (CPC H)Electricity
- CPC primaryH02J3/388
- WIPO fieldElectrical machinery, apparatus, energy
- WIPO sectorElectrical engineering
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.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.