PATENT CLAIM ANALYSIS

Application Number: 16046190
Application Type: Utility
Filing Date: 2018-07
Publication Date: 2018-12
Patent Classification: ["705", "03600R"]

Abstract:
An exemplary system according to the present disclosure comprises a computing device that in operation, causes the system to receive financial product or financial portfolio data, map the financial product to a risk factor, execute a risk factor simulation process involving the risk factor, generate product profit and loss values for the financial product or portfolio profit and loss values for the financial portfolio based on the risk factor simulation process, and determine an initial margin for the financial product. The risk factor simulation process can be a filtered historical simulation process.

Claim (Index 27):
The system of  claim 25 , wherein the at least one computing device is configured to generate product profit and loss values by executing computer-readable instructions that, when executed, cause the system to:\n calculate, via a pricing model embodied in the at least one computing device, one or more forecasted prices for the at least one financial product based on the normalized historical pricing data input into said pricing model; and compare each of said forecasted prices to a current settlement price of the at least one financial product to determine a product profit or loss value associated with each of said forecasted prices.

Metadata:
- Claim Count in Document: 4.0
- Percentile: 95.0
- Lexical Diversity: 2.0625
- Patent Class: 705.0
- Transitional Phrase Type: none
- Component Type: 0
- Foreign Priority: False
- Related Applications: ['14303941', '15001997', '13361607', '14706673', '12840885']

Analysis Scores:
- 35 USC 101 Eligibility (BERT): 0.1266664694174272
- 35 USC 102 Novelty (BERT): 0.6201779776305252
- Combined Prediction Score: 0.176017620238737
- Mean Citation Score: 308.8221640000001
- Max Citation Score: 567.70465
- Similarity Product: 533.6846669389873

Labels:
- Claim Label 101: 1
- Claim Label 102: 1
- Claim Label 103: 1
- Claim Label 112: 1
- Combined Label: 1
- Label 101 Adjusted: 0

Dataset: test