Scott M Gray

US Patent:

20110264602, Oct 27, 2011

Filed:

Sep 29, 2010

Appl. No.:

12/893408

Inventors:

Donald James Erdman - Raleigh NC, US
Wei Chen - Apex NC, US
Steve Krueger - Raleigh NC, US
Scott Thomas Gray - Raleigh NC, US
Brent Allen Smolinski - Peachtree City GA, US

International Classification:

G06Q 40/00

US Classification:

705 36 R

Abstract:

Systems and methods are provided for simulating a portfolio risk of a portfolio managed according to one or more portfolio management rules. An initial holding amount of an investment instrument is received, and a portfolio management rule is received. One or more risk factors are simulated a first time period into the future. An adjustment amount is determined based on the portfolio management rule and the one or more risk factors simulated a first time period into the future and the holding amount of the investment instrument is adjusted based on adjustment amount. The one or more risk factors are simulated a second time period into the future, and a portfolio risk value is calculated based on the adjusted holding amount and the one or more risk factors simulated a second time period into the future.

US Patent:

20140280330, Sep 18, 2014

Filed:

Jul 24, 2013

Appl. No.:

13/950016

Inventors:

- Cary NC, US
Donald James Erdman - Raleigh NC, US
Scott T. Gray - Raleigh NC, US

Assignee:

SAS Institute Inc. - Cary NC

International Classification:

G06F 17/30

US Classification:

707770

Abstract:

A method of performing a query on a cube of data is provided. A cube of data is distributed onto a plurality of computing devices with each computing device of the plurality of computing devices storing a different portion of the cube of data. A perturbation rule configured for application to the cube of data and associated with a user is received. A process space associated with the user is created. The received perturbation rule is compiled in association with the created process space. A query on the portion of the cube of data stored at the computing device is received. The received query is associated with the created process space. The query is processed while applying the compiled perturbation rule to data extracted from the portion of the cube of data stored at the computing device. A result of the processed query is sent to a requesting computing device.