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1. 发明申请

US20120179630A1 METHODS FOR MEASURING HEDGING VALUE-AT-RISK AND PROFITABILITY 审中-公开
标题翻译：用于测量对冲值 - 风险和利润的方法
公开(公告)号：US20120179630A1
公开(公告)日：2012-07-12
申请号：US13423834
申请日：2012-03-19
申请人： Stephen J. AHN , Oded HAUSER , John J. YAO
发明人： Stephen J. AHN , Oded HAUSER , John J. YAO
IPC分类号： G06Q40/06
CPC分类号： G06Q40/08 , G06Q40/06
摘要： Methods for measuring value-at-risk and profitability of hedging in relation to BMA debt obligations are provided using rigorous, statistical solutions that address problems associated with municipalities involved in swap hedging face. Various embodiments permit users to quantify POL hedging basis risk through a VAR-style loss measurement and statistics measuring the profitability of a hedge, those statistics including gain durability and gain/loss ratio. Various aspects introduce significant innovation to risk management practices, particularly for tax-exempt issuers of debt. Certain embodiments of this disclosure facilitate better management of hedging risk, analysis of hedges using POL vs. BMA and provide guidance for analyzing the risk existing in an existing portfolio of POL swap hedges to better inform decision-making regarding use of hedging risk for profit or to lay off risk.
摘要翻译：使用严格的统计解决方案来提供与BMA债务债务相关的风险和风险的抵押风险的衡量方法，以解决涉及掉期对冲市场的问题。各种实施例允许用户通过VAR风格的损失测量和衡量对冲的盈利能力的统计量来衡量POL对冲基础风险，这些统计包括增益耐久性和收益/损失率。各方面对风险管理做法，特别是免税发行人的债务进行了重大创新。本公开的某些实施例有助于更好地管理对冲风险，使用POL与BMA分析套期保值，并提供指导，用于分析现有投资组合中的交换对冲风险中存在的风险，以更好地通知关于使用套期保值风险进行利润的决策; 解除风险。

2. 发明授权

US06992979B2 Maintaining information to optimize restorable dynamic routing with shared backup 有权
公开(公告)号：US06992979B2
公开(公告)日：2006-01-31
申请号：US09894946
申请日：2001-06-28
申请人： Oded Hauser , Muralidharan Sampath Kodialam , Tirunell V. Lakshman , Wing Cheong Lau
发明人： Oded Hauser , Muralidharan Sampath Kodialam , Tirunell V. Lakshman , Wing Cheong Lau
IPC分类号： H04L12/26
CPC分类号： H04L45/00 , H04L41/0663 , H04L45/124 , H04L45/125 , H04L45/22 , H04L45/28
摘要： A network element maintains failure information for a packet-based network and usage information for a backup path. Upon receipt of a new demand, with an associated bandwidth, d, the network element determines if the backup path can be shared as a function of the failure information and the usage information associated with the backup path.

3. 发明授权

US07502352B2 Scheduling method for quality of service differentiation for non-real time services in packet radio networks 有权
标题翻译：分组无线网络中非实时业务的业务差异化调度方法
公开(公告)号：US07502352B2
公开(公告)日：2009-03-10
申请号：US10439759
申请日：2003-05-16
申请人： Krishna Balachandran , Kenneth C. Budka , Arnab Das , Oded Hauser , Wei Luo
发明人： Krishna Balachandran , Kenneth C. Budka , Arnab Das , Oded Hauser , Wei Luo
IPC分类号： H04Q7/24
CPC分类号： H04L47/10 , H04L47/14 , H04L47/2408 , H04L47/2416 , H04L47/245 , H04W28/26 , H04W72/1247 , H04W84/04
摘要： A method and apparatus for providing differentiated quality of service (QoS) within a GPRS/EGPRS network environment. The invention advantageously uses one or more of a microscheduling technique, a peak picking technique and other techniques and methodologies to provide differentiated quality of service levels to users while maximizing total network throughput.
摘要翻译：一种在GPRS / EGPRS网络环境内提供差异化服务质量（QoS）的方法和设备。本发明有利地使用微调程序技术，峰值采集技术和其他技术和方法中的一种或多种，以向用户提供差异化的服务质量水平，同时最大化总的网络吞吐量。

4. 发明授权

US07426179B1 Method and apparatus for signaling path restoration information in a mesh network 有权
标题翻译：用于在网状网络中信令路径恢复信息的方法和装置
公开(公告)号：US07426179B1
公开(公告)日：2008-09-16
申请号：US09528762
申请日：2000-03-17
申请人： Paramasiviah Harshavardhana , Oded Hauser , Frank N. Hujber , Randolph Roy Kutz , Yufei Wang , Cathy Zima
发明人： Paramasiviah Harshavardhana , Oded Hauser , Frank N. Hujber , Randolph Roy Kutz , Yufei Wang , Cathy Zima
IPC分类号： H04L12/437
CPC分类号： H04Q11/0478 , H04J3/085 , H04J2203/006 , H04J2203/0066 , H04L41/0659 , H04Q3/66 , H04Q2213/13076 , H04Q2213/13103 , H04Q2213/13106 , H04Q2213/13141 , H04Q2213/13145 , H04Q2213/13166 , H04Q2213/13167 , H04Q2213/13176 , H04Q2213/13367 , H04Q2213/13383
摘要： A method and apparatus are disclosed for monitoring and signaling a path restoration using pre-computed restoration paths following a detected fault on a primary service path in a communications network. A fault occurring inside the restorable portion of a network in heterogeneous or multiple network environments can be distinguished from faults occurring outside the restorable network in accordance with the ANSI Tandem Connection Maintenance standard, T1.105.05-1994. Path restoration is activated only when a fault causing path failure occurs inside the restorable portion of the network. Each conforming node in the restorable portion of the network has the necessary monitoring, signaling and cross-connect functionality and databases to participate actively in real time restoration. Additional non-conforming network elements can be positioned between the restoration nodes without preventing path restoration. With the signaling architecture of the present invention, when an end-node detects a path failure caused by an in-network fault, it formulates a signaling message for restoring the failed path. The restoration signaling message is thereafter relayed from one node to another in the overhead or payload of signaling paths that occupy the same bandwidth that is subsequently used by the restoration path. Once a signaling message is transmitted to an adjacent node in the overhead or payload of a particular signaling path, the node that transmitted the message makes a cross-connect that replaces the signaling path with a segment of the restoration path whose set-up was requested in the transmitted signaling message.
摘要翻译：公开了一种用于使用在通信网络中的主服务路径上的检测到的故障之后的预先计算的恢复路径来监视和发信号通路恢复的方法和装置。根据ANSI Tandem Connection Maintenance标准T1.105.05-1994，可以将异构或多个网络环境中的网络可恢复部分内发生的故障与可恢复网络外部发生的故障进行区分。仅当在网络的可恢复部分内发生故障导致路径故障时，路径恢复才被激活。网络可恢复部分中的每个符合节点都有必要的监控，信令和交叉连接功能和数据库，以积极参与实时恢复。其他不合格网络元件可以位于恢复节点之间，而不会阻止路径恢复。利用本发明的信令架构，当终端节点检测到由网络内故障引起的路径故障时，它制定用于恢复故障路径的信令消息。然后，恢复信令消息在信令路径的开销或有效载荷中从一个节点转发到另一个节点，这些信令路径占用与恢复路径随后使用的相同的带宽。一旦将信令消息发送到特定信令路径的开销或有效载荷中的相邻节点，则发送消息的节点进行交叉连接，以将信令路径替换为请求其设置的恢复路径的段在发送的信令消息中。

5. 发明申请

US20080177673A1 METHODS FOR MEASURING HEDGING VALUE-AT-RISK AND PROFITABILITY 有权
标题翻译：用于测量对冲值 - 风险和利润的方法
公开(公告)号：US20080177673A1
公开(公告)日：2008-07-24
申请号：US11626665
申请日：2007-01-24
申请人： Stephen J. AHN , Oded Hauser , John J. Yao
发明人： Stephen J. AHN , Oded Hauser , John J. Yao
IPC分类号： G06Q40/00
CPC分类号： G06Q40/08 , G06Q40/06
摘要： Systems and methods for measuring value-at-risk and profitability of hedging in relation to BMA debt obligations are provided using rigorous statistical solutions that address problems associated with municipalities involved in swap hedging face. Various embodiments permit users to quantify POL hedging basis risk through a VAR-style loss measurement and statistics measuring the profitability of a hedge, those statistics including gain durability and gain/loss ratio. Various aspects introduce significant innovation to risk management practices, particularly for tax-exempt issuers of debt. Certain embodiments of this disclosure facilitate better management of hedging risk, analysis of hedges using POL vs. BMA and provide guidance for analyzing the risk existing in an existing portfolio of POL swap hedges to better inform decision-making regarding use of hedging risk for profit or to lay off risk.
摘要翻译：使用严格的统计解决方案提供了衡量与BMA债务相关的风险和风险的对冲价值的系统和方法，以解决涉及掉期对冲市场的问题。各种实施例允许用户通过VAR风格的损失测量和衡量对冲的盈利能力的统计量来衡量POL对冲基础风险，这些统计包括增益耐久性和收益/损失率。各方面对风险管理做法，特别是免税发行人的债务进行了重大创新。本公开的某些实施例有助于更好地管理对冲风险，使用POL与BMA分析套期保值，并提供指导，用于分析现有投资组合中的交换对冲风险中存在的风险，以更好地通知关于使用套期保值风险进行利润的决策; 解除风险。

6. 发明授权

US08275686B2 Methods for measuring hedging value-at-risk and profitability 有权
标题翻译：衡量套期保值风险和盈利能力的方法
公开(公告)号：US08275686B2
公开(公告)日：2012-09-25
申请号：US11626665
申请日：2007-01-24
申请人： Stephen J. Ahn , Oded Hauser , John J. Yao
发明人： Stephen J. Ahn , Oded Hauser , John J. Yao
IPC分类号： G06Q40/00
CPC分类号： G06Q40/08 , G06Q40/06
摘要： Systems and methods for measuring value-at-risk and profitability of hedging in relation to BMA debt obligations are provided using rigorous statistical solutions that address problems associated with municipalities involved in swap hedging face. Various embodiments permit users to quantify POL hedging basis risk through a VAR-style loss measurement and statistics measuring the profitability of a hedge, those statistics including gain durability and gain/loss ratio. Various aspects introduce significant innovation to risk management practices, particularly for tax-exempt issuers of debt. Certain embodiments of this disclosure facilitate better management of hedging risk, analysis of hedges using POL vs. BMA and provide guidance for analyzing the risk existing in an existing portfolio of POL swap hedges to better inform decision-making regarding use of hedging risk for profit or to lay off risk.
摘要翻译：使用严格的统计解决方案提供了衡量与BMA债务相关的风险和风险的对冲价值的系统和方法，以解决涉及掉期对冲市场的问题。各种实施例允许用户通过VAR风格的损失测量和衡量对冲的盈利能力的统计量来衡量POL对冲基础风险，这些统计包括增益耐久性和收益/损失率。各方面对风险管理做法，特别是免税发行人的债务进行了重大创新。本公开的某些实施例有助于更好地管理对冲风险，使用POL与BMA分析套期保值，并提供指导，用于分析现有的POL掉期对冲组合中存在的风险，以更好地通知关于使用套期保值风险进行利润的决策; 解除风险。

7. 发明授权

US07263100B2 Capacity allocation for fast path restoration 有权
标题翻译：容量分配快速路径恢复
公开(公告)号：US07263100B2
公开(公告)日：2007-08-28
申请号：US10357559
申请日：2003-02-04
申请人： Oded Hauser , Muralidharan S. Kodialam , Tirunell V. Lakshman
发明人： Oded Hauser , Muralidharan S. Kodialam , Tirunell V. Lakshman
IPC分类号： H04L12/28 , H04L12/56
CPC分类号： H04L41/0896 , H04L41/0663 , H04L43/0811
摘要： Capacity design of an optical network for demands of fast path restorable (FPR) connections forms a linear programming sizing problem for a optimal routing. A dual of the linear programming sizing problem is formed and solved with an approximation algorithm. Edge lengths are initialized based on i) the inverse of the edge's capacity and ii) a scalar constant. Then, the approximation algorithm proceeds in phases to route each commodity over the edges of a graph. During each phase, the demand's flow is sent from the source to destination via multiple iterations. During each iteration, the set of shortest disjoint paths from the source to the destination is determined, a portion of the flow is sent, and the lengths of the edges that carry the flow are updated. The value employed to scale the network is generated after the last phase from the maximum ratio of edge flow to edge capacity.
摘要翻译：用于快速路径恢复（FPR）连接需求的光网络的容量设计形成用于优化路由的线性规划大小问题。线性规划大小问题的双重形成并用近似算法求解。边缘长度基于i）边缘容量的倒数初始化，以及ii）标量常数。然后，近似算法逐步进行，以在图的边缘上路由每个商品。在每个阶段，需求流通过多次迭代从源到目的地发送。在每次迭代期间，确定从源到目的地的最短不相交路径的集合，发送流的一部分，并且更新携带流的边的长度。用于缩放网络的值是在从边缘流量到边缘容量的最大比率的最后一个阶段之后生成的。

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