EP3055825A1 - Verfahren und systeme zur vierwertigen monte-carlo-simulation zur finanzmodellbildung - Google Patents

Verfahren und systeme zur vierwertigen monte-carlo-simulation zur finanzmodellbildung

Info

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Withdrawn
Application number
EP14851877.2A
Other languages
English (en)
French (fr)
Other versions
EP3055825A4 (de
Inventor
Roger MIDMORE
Current Assignee (The listed assignees may be inaccurate. Google has not performed a legal analysis and makes no representation or warranty as to the accuracy of the list.)
Individual
Original Assignee
Individual
Priority date (The priority date 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 date listed.)
Filing date
Publication date
Priority claimed from US14/051,722 external-priority patent/US9576319B2/en
Application filed by Individual filed Critical Individual
Publication of EP3055825A1 publication Critical patent/EP3055825A1/de
Publication of EP3055825A4 publication Critical patent/EP3055825A4/de
Withdrawn legal-status Critical Current

Links

Classifications

    • GPHYSICS
    • G06COMPUTING OR CALCULATING; COUNTING
    • G06QINFORMATION 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
    • G06Q40/00Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/06Asset 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)
EP14851877.2A 2013-10-11 2014-09-17 Verfahren und systeme zur vierwertigen monte-carlo-simulation zur finanzmodellbildung Withdrawn EP3055825A4 (de)

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)

* Cited by examiner, † Cited by third party
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)

* Cited by examiner, † Cited by third party
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

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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