EP3055825A1 - Verfahren und systeme zur vierwertigen monte-carlo-simulation zur finanzmodellbildung - Google Patents
Verfahren und systeme zur vierwertigen monte-carlo-simulation zur finanzmodellbildungInfo
- Publication number
- EP3055825A1 EP3055825A1 EP14851877.2A EP14851877A EP3055825A1 EP 3055825 A1 EP3055825 A1 EP 3055825A1 EP 14851877 A EP14851877 A EP 14851877A EP 3055825 A1 EP3055825 A1 EP 3055825A1
- Authority
- EP
- European Patent Office
- Prior art keywords
- database
- financial
- undefined
- semantic network
- semantic
- Prior art date
- Legal status (The legal status is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the status listed.)
- Withdrawn
Links
Classifications
-
- G—PHYSICS
- G06—COMPUTING OR CALCULATING; COUNTING
- G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
- G06Q40/06—Asset management; Financial planning or analysis
Definitions
- the invention generally relates to Monte Carlo simulations. More
- the invention relates to means and methods
- the present invention overcomes shortfalls in the related art by presenting an unobvious and unique combinations, configurations and use of methods, systems and means reducing the time and computational costs traditionally associated with testing, manipulation and analysis of data in computer architectures.
- Disclosed embodiments overcome the shortfalls in the related art by presenting a notation that allows for the encoding of both syntactic and semantic information into a two bit vector notation within associated with a semantic node in a semantic network. Disclosed embodiments also overcome shortfalls in the art by encoding the property each feature assumes in recursive predicate analysis.
- Fig. 2 depicts a machine implementation
- Fig. 4 depicts the assignment of a property to a particular index within array
- Fig. 5 depicts a disclosed conditional testing of market data for Monte Carlo simulation and syntactic pattern matching
- Fig. 6 depicts a disclosed system of a futures contract market
- the undefined value allows for the dynamic benign encoding into the network, a logic property attributable to many Kleene logics.
- the fourth property allows for the proper quantification and binding of variables for the elimination of the effects of the newer truth values for subsequent steps in the calculation. It also provides the possibility for the introduction of an intuitionistic acceptable "terium non datur" for decision procedures for modeling Markov processes into the logic.
- first column of Fig. 1 the logical not sign is shown as in the second column of Fig. 1 the AND operator is shown as ⁇ , in the third column of Fig. 1 the OR operator is shown as V.
- the first column shows the values before application of the not operator. For example, in the first row of the first column, the value of F is shown before application of the not operator and T is shown as a result.
- a OR operator takes one value from the first column and one value from the first row and shows the result of the logical operator where the column value and row value intersect.
- a AND operator is applied in a similar manner as in the second column. For example, in the third column, at the first row and selecting the last element, at the first column in selecting the second element D and F are shown and result in a value of D.
- FIG. 2 a machine implementation is shown using a machine readable, non-transitory media 100, the media 100 having machine readable
- the processor 200 may be in communication with memory 300, a plurality of databases and other components, such as a network, user interfaces and other implements.
- the plurality of databases may include a database 410 of one or more semantic networks, such as the network system of Fig. 3, a database 420 of vector arrays the arrays may be associated with each semantic node or other network component, a database 430 of logical connectives, such as the connectives of Fig. 1, a database 440 of grammar phrase structure
- FIG. 5 also depicts a system clock 700, top down / bottom up parser 800 and runtime stack and heap 600.
- FIG. 3 a graphical representation of a semantic network 500 is shown with objects 510 and relations 520, with all objects and relations being nodes in memory or in a database.
- a system wherein a market participant tests conditionals to attempt to take advantage of price discrepancies between markets or other risk analysis in pre-ordering. Disclosed systems also pertain to post order analysis as well.
- the displaced information pertains to data from market C.
- Conditional tests and filters are shown as executed by market participant Alpha. Test may be used to filter asset classes, risk and for resource allocation.
- Fig. 6 a system and order matching engine is disclosed wherein a risk analysis is performed prior to execution of orders within the disclosed system.
- Fig. 6 may be considered a diagram of the major and minor participants of a futures contract, derivatives market or other market.
- Disclosed embodiments include the following Items:
Landscapes
- Engineering & Computer Science (AREA)
- Business, Economics & Management (AREA)
- Finance (AREA)
- Accounting & Taxation (AREA)
- Development Economics (AREA)
- Marketing (AREA)
- Technology Law (AREA)
- Human Resources & Organizations (AREA)
- Operations Research (AREA)
- Economics (AREA)
- Entrepreneurship & Innovation (AREA)
- Strategic Management (AREA)
- Game Theory and Decision Science (AREA)
- Physics & Mathematics (AREA)
- General Business, Economics & Management (AREA)
- General Physics & Mathematics (AREA)
- Theoretical Computer Science (AREA)
- Management, Administration, Business Operations System, And Electronic Commerce (AREA)
- Financial Or Insurance-Related Operations Such As Payment And Settlement (AREA)
- Machine Translation (AREA)
Applications Claiming Priority (2)
| Application Number | Priority Date | Filing Date | Title |
|---|---|---|---|
| US14/051,722 US9576319B2 (en) | 2013-09-03 | 2013-10-11 | Methods and systems of four-valued Monte Carlo simulation for financial modeling |
| PCT/US2014/056152 WO2015053912A1 (en) | 2013-10-11 | 2014-09-17 | Methods and systems of four-valued monte carlo simulation for financial modeling |
Publications (2)
| Publication Number | Publication Date |
|---|---|
| EP3055825A1 true EP3055825A1 (de) | 2016-08-17 |
| EP3055825A4 EP3055825A4 (de) | 2017-03-22 |
Family
ID=52813492
Family Applications (1)
| Application Number | Title | Priority Date | Filing Date |
|---|---|---|---|
| EP14851877.2A Withdrawn EP3055825A4 (de) | 2013-10-11 | 2014-09-17 | Verfahren und systeme zur vierwertigen monte-carlo-simulation zur finanzmodellbildung |
Country Status (5)
| Country | Link |
|---|---|
| EP (1) | EP3055825A4 (de) |
| CN (1) | CN105814598B (de) |
| AU (1) | AU2014332409A1 (de) |
| CA (1) | CA2966564A1 (de) |
| WO (1) | WO2015053912A1 (de) |
Families Citing this family (2)
| Publication number | Priority date | Publication date | Assignee | Title |
|---|---|---|---|---|
| CN110832570B (zh) * | 2017-05-05 | 2022-01-25 | 罗杰·密德茂尔 | 使用四值逻辑的交互式故事系统 |
| US11257155B2 (en) * | 2018-08-27 | 2022-02-22 | Chicago Mercantile Exchange Inc. | Apparatuses, methods and systems for a computationally efficient volatility index platform |
Family Cites Families (7)
| Publication number | Priority date | Publication date | Assignee | Title |
|---|---|---|---|---|
| IT1244938B (it) * | 1991-03-06 | 1994-09-13 | Ezio Lefons | Sistema di interrogazione dei dati nelle basi e banche di dati. |
| US7089218B1 (en) * | 2004-01-06 | 2006-08-08 | Neuric Technologies, Llc | Method for inclusion of psychological temperament in an electronic emulation of the human brain |
| WO2007092795A2 (en) * | 2006-02-02 | 2007-08-16 | Neuric Technologies, Llc | Method for movie animation |
| US7945527B2 (en) * | 2006-09-21 | 2011-05-17 | Aebis, Inc. | Methods and systems for interpreting text using intelligent glossaries |
| US8145474B1 (en) * | 2006-12-22 | 2012-03-27 | Avaya Inc. | Computer mediated natural language based communication augmented by arbitrary and flexibly assigned personality classification systems |
| US20110264602A1 (en) * | 2010-04-22 | 2011-10-27 | Donald James Erdman | Computer-Implemented Systems And Methods For Implementing Dynamic Trading Strategies In Risk Computations |
| CN101976374A (zh) * | 2010-10-28 | 2011-02-16 | 西北工业大学 | 一种使用最小不一致集和可消解相关性的不一致本体推理方法 |
-
2014
- 2014-09-17 EP EP14851877.2A patent/EP3055825A4/de not_active Withdrawn
- 2014-09-17 CA CA2966564A patent/CA2966564A1/en not_active Abandoned
- 2014-09-17 CN CN201480067323.0A patent/CN105814598B/zh active Active
- 2014-09-17 AU AU2014332409A patent/AU2014332409A1/en not_active Abandoned
- 2014-09-17 WO PCT/US2014/056152 patent/WO2015053912A1/en not_active Ceased
Also Published As
| Publication number | Publication date |
|---|---|
| WO2015053912A1 (en) | 2015-04-16 |
| CN105814598A (zh) | 2016-07-27 |
| CN105814598B (zh) | 2019-06-18 |
| AU2014332409A1 (en) | 2016-06-02 |
| EP3055825A4 (de) | 2017-03-22 |
| CA2966564A1 (en) | 2015-04-16 |
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| PUAI | Public reference made under article 153(3) epc to a published international application that has entered the european phase |
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| AX | Request for extension of the european patent |
Extension state: BA ME |
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| DAX | Request for extension of the european patent (deleted) | ||
| A4 | Supplementary search report drawn up and despatched |
Effective date: 20170222 |
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| RIC1 | Information provided on ipc code assigned before grant |
Ipc: G06Q 40/00 20120101AFI20170216BHEP |
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| STAA | Information on the status of an ep patent application or granted ep patent |
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| STAA | Information on the status of an ep patent application or granted ep patent |
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| 18D | Application deemed to be withdrawn |
Effective date: 20190402 |