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Jie Xu
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Buffalo Grove, IL, US
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last 30 patents
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Patent Grant
Fast and accurate method for estimating portfolio CVaR risk
Patent number
8,355,976
Issue date
Jan 15, 2013
International Business Machines Corporation
Soumyadip Ghosh
G06 - COMPUTING CALCULATING COUNTING
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last 30 patents
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Patent Application
FAST AND ACCURATE METHOD FOR ESTIMATING PORTFOLIO CVaR RISK
Publication number
20120185406
Publication date
Jul 19, 2012
International Business Machines Corporation
Soumyadip Ghosh
G06 - COMPUTING CALCULATING COUNTING