Ronald L Coleman

US Patent:

8041632, Oct 18, 2011

Filed:

Oct 27, 2000

Appl. No.:

09/697497

Inventors:

Ronald Coleman - Hyde Park NY, US

Assignee:

Citibank, N.A. - New York NY

International Classification:

G06Q 40/00

US Classification:

705 38

Abstract:

The present invention relates to a method and system for assessing the risks and/or exposures associated with financial transactions using various statistical and probabilistic techniques. Specifically, the present invention relates to a method and system for identifying plausible sources of error in data used as input to financial risk assessment systems using Bayesian belief networks as a normative diagnostic tool to model relationships between and among inputs/outputs of the risk assessment system and other external factors.

US Patent:

8266025, Sep 11, 2012

Filed:

Aug 8, 2000

Appl. No.:

09/634755

Inventors:

Ronald Coleman - Hyde Park NY, US
Richard Renzetti - Colorado Springs CO, US

Assignee:

Citibank, N.A. - New York NY

International Classification:

G06F 17/00

US Classification:

705 35, 705500, 702 35, 702 81, 717135

Abstract:

A method and system is provided for assuring the integrity of data used to evaluate financial risk or exposure in trading portfolios such as portfolios of derivative contracts by looking for sweeping changes or statistically significant trends suggestive of possible errors. The method and system uses Content Analysis to measure the changes in the information content or entropy of data to detect abnormal changes that may require human intervention. A graphical user interface can also be provided that provides a mechanism for alerting users of possible errors and also gives an indication of the severity of the detected abnormality.

US Patent:

8341075, Dec 25, 2012

Filed:

Sep 13, 2011

Appl. No.:

13/231240

Inventors:

Ronald Coleman - Hyde Park NY, US

Assignee:

Citibank, N.A. - New York NY

International Classification:

G06Q 40/00

US Classification:

705 38

Abstract:

The present invention relates to a method and system for assessing the risks and/or exposures associated with financial transactions using various statistical and probabilistic techniques. Specifically, the present invention relates to a method and system for identifying plausible sources of error in data used as input to financial risk assessment systems using Bayesian belief networks as a normative diagnostic tool to model relationships between and among inputs/outputs of the risk assessment system and other external factors.

US Patent:

20050091151, Apr 28, 2005

Filed:

Nov 15, 2004

Appl. No.:

10/989046

Inventors:

Ronald Coleman - Hyde Park NY, US
Richard Renzetti - Colorado Springs CO, US

International Classification:

G06F017/60

US Classification:

705038000

Abstract:

A method and system is provided for assuring the integrity of data used to evaluate financial risk or exposure in trading portfolios such as portfolios of derivative contracts by looking for sweeping changes or statistically significant trends suggestive of possible errors. The method and system uses Content Analysis to measure the changes in the information content or entropy of data to detect abnormal changes that may require human intervention. A graphical user interface can also be provided that provides a mechanism for alerting users of possible errors and also gives an indication of the severity of the detected abnormality.

US Patent:

20130103612, Apr 25, 2013

Filed:

Dec 10, 2012

Appl. No.:

13/709422

Inventors:

Ronald Coleman - Hyde Park NY, US

Assignee:

Citibank, N.A. - New York NY

International Classification:

G06Q 40/06

US Classification:

705 36 R

Abstract:

The present invention relates to a method and system for assessing the risks and/or exposures associated with financial transactions using various statistical and probabilistic techniques. Specifically, the present invention relates to a method and system for identifying plausible sources of error in data used as input to financial risk assessment systems using Bayesian belief networks as a normative diagnostic tool to model relationships between and among inputs/outputs of the risk assessment system and other external factors.

US Patent:

55176623, May 14, 1996

Filed:

Nov 8, 1994

Appl. No.:

8/335926

Inventors:

John J. Coleman - Poughkeepsie NY
Ronald G. Coleman - Hyde Park NY
Owen K. Monroe - Port Ewen NY
Robert F. Stucke - Saugerties NY
Elizabeth A. Vanderbeck - Kingston NY
Stephen E. Bello - Kingston NY
John R. Hattersley - Saugerties NY
Kien A. Hua - Oviedo FL
David R. Pruett - Saugerties NY
Gerald F. Rollo - Poughkeepsie NY

Assignee:

International Business Machines Corporation - Armonk NY

International Classification:

G06F 1314

US Classification:

395800

Abstract:

A parallel computer system is disclosed comprising a plurality of high level processors joined together using a cross-point or cross-bar switch. The system includes an adapter between each processor and the switch. Protocol processing to drive the switch, transfer pages and schedule transmissions between the processors is performed by the adapter. The protocol use the notion of typed or tagged buffer management that allows a client to bind the semantics of a message being sent or received. These semantics specify behaviors in the protocol when message packets depart or when they arrive.

US Patent:

54406870, Aug 8, 1995

Filed:

Jan 29, 1993

Appl. No.:

8/010917

Inventors:

Ronald G. Coleman - Hyde Park NY
Deepak M. Advani - Port Ewen NY
Owen K. Monroe - Kingston NY
Robert M. Straub - Kingston NY
Miner H. Gleason - West Hurley NY

Assignee:

International Business Machines Corporation - Armonk NY

International Classification:

G06F 1200
G06F 1300

US Classification:

39520015

Abstract:

Apparatus and an accompanying method for implementing a communications protocol for use in generally a distributed, and particularly a highly parallel, multi-processing system (5), for communicating application data of arbitrarily varying strides between separate processors and generally without the need for intermediate data storage. Specifically, application data is transferred through a succession of packets (770) between originating and destination application programs (252), with each packet containing a partial data message. Each partial data message contains a portion of the data that is stored in a stride one portion of an originating application data memory (700). Upon reception, each data portion is written into a stride one portion of a destination application data memory (760). An application interface (254), executing independently at both the originating and destination processing elements (10. sub. 1, 10. sub. J+1) locally and respectively determines the starting address and length of each separate stride one data portion stored in the originating application data memory and for each separate stride one area in the destination application program memory that is to receive application data.