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公开(公告)号:US20160343080A1
公开(公告)日:2016-11-24
申请号:US14718670
申请日:2015-05-21
Applicant: Chicago Mercantile Exchange Inc.
Inventor: Jennifer Weng , Nataliya Frost , Shuo Liu , Panagiotis Xythalis , Lingrui Xiang , Xianqing Zou , Hariharan Kesavarao , Jie Zhu , Abhinaw Prakash
CPC classification number: G06Q40/06 , G06F16/215
Abstract: Datasets may be characterized by patterns. The patterns may be caused or otherwise influenced by external factors, such as temporal, meteorological, and/or system factors. The external factors, as well as the patterns which result in the data values of the dataset because of the external factors, may provide for techniques used to account for missing data elements, outlier data elements and/or otherwise cleanse the dataset. New elements may be generated to provide for the missing data elements, and derivative datasets may be generated based on one or more cleansed datasets.
Abstract translation: 数据集可以通过模式来表征。 这些模式可能是由外部因素引起的,或其他因素影响的,如时间,气象和/或系统因素。 外部因素以及由于外部因素而导致数据集的数据值的模式可以提供用于考虑缺失数据元素,异常数据元素和/或以其他方式清理数据集的技术。 可以生成新元素以提供缺失的数据元素,并且可以基于一个或多个经过清理的数据集生成导数数据集。
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公开(公告)号:US10380690B2
公开(公告)日:2019-08-13
申请号:US14718670
申请日:2015-05-21
Applicant: Chicago Mercantile Exchange Inc.
Inventor: Jennifer Weng , Nataliya Frost , Shuo Liu , Panagiotis Xythalis , Lingrui Xiang , Xianqing Zou , Hariharan Kesavarao , Jie Zhu , Abhinaw Prakash
IPC: G06Q40/06 , G06F16/215
Abstract: Datasets may be characterized by patterns. The patterns may be caused or otherwise influenced by external factors, such as temporal, meteorological, and/or system factors. The external factors, as well as the patterns which result in the data values of the dataset because of the external factors, may provide for techniques used to account for missing data elements, outlier data elements and/or otherwise cleanse the dataset. New elements may be generated to provide for the missing data elements, and derivative datasets may be generated based on one or more cleansed datasets.
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公开(公告)号:US20170243261A1
公开(公告)日:2017-08-24
申请号:US15052409
申请日:2016-02-24
Applicant: Chicago Mercantile Exchange Inc.
Inventor: Jennifer Weng , Panagiotis Xythalis , Yingwen Liu , Lingrui Xiang , Shuo Liu , Sixiang Li , Chenda Huang , Ziyi Wang , Nataliya Frost , Xianqing Zou
CPC classification number: G06Q30/0283 , G06Q30/0206 , G06Q40/04
Abstract: Systems and methods are provided for efficiently determining prices of futures, spreads and swaps by considering product interdependencies. The disclosed systems and methods use interpolation, extrapolation and backward propagation to produce accurate results.
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