Calculating financial risk of a portfolio using distributed computing
US7523059B2 · kind B2 · utility
Assignee
Inventors
Key dates
| Filing date | Jul 14, 2004 |
| Grant date | Apr 21, 2009 |
| Priority date | — |
| Expiry date | Jun 1, 2027 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06Q40/06
- WIPO fieldIT methods for management
- WIPO sectorElectrical engineering
Abstract
Protects a highly confidential parameter against leakage in a distributed computing system. An example distributed computing system causing a plurality of partial calculations to be performed includes parameter storage for storing a parameter set having a plurality of parameters, conversion means for converting a linear parameter, sending means for sending each of converted parameter sets in association with parameter identifying information for identifying the parameter set to cause each of a plurality of calculation processing devices to perform each of a plurality of partial calculations, conversion ratio storage means for storing a conversion ratio of a parameter, conversion ratio searching means for searching for a conversion ratio corresponding to a parameter identifying information, and inversion outputting means for generating a partial calculation result by multiplying a calculation result by an inverse number of the conversion ratio and for outputting a set of the partial calculation results.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.