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1. 发明授权

US08533107B2 Returns-timing for multiple market factor risk models 有权
标题翻译：多个市场因素风险模型的回报 - 时间
公开(公告)号：US08533107B2
公开(公告)日：2013-09-10
申请号：US13503696
申请日：2011-05-19
申请人： Simon Wannasin Bell , Stefan Hans Schmieta , Frank Pak-Ho Siu
发明人： Simon Wannasin Bell , Stefan Hans Schmieta , Frank Pak-Ho Siu
IPC分类号： G06Q40/00
CPC分类号： G06Q40/06 , G06Q40/08
摘要： Until recently, risk models have been built using low frequency data, such as weekly or monthly data. This approach has resulted in a necessary compromise between model stability for which one needs a long history of data, and model responsiveness, for which, the shorter the history, the better. Stability plus responsiveness can be achieved if one uses daily data, which allows for a large number of observations to be used in model estimation without using long out-of-date data. Daily data have other problems, however, as the differing closing times of markets worldwide may induce spurious relationships across model factors. In particular, correlations between markets may appear lower than they truly are due to a market lag effect. To address such issues, a stable, daily data-based factor risk model is described which takes account of the differing market closing times and corrects the model factor correlations and specific returns accordingly.
摘要翻译：直到最近，已经使用低频数据（例如每周或每月数据）构建风险模型。这种方法导致了模型稳定性之间的必要妥协，人们需要长期的数据历史和模型响应能力，历史越短越好。如果使用日常数据，可以实现稳定性和响应能力，这样可以在不使用长期过期数据的情况下，将大量观测数据用于模型估计。然而，每日数据还有其他问题，因为全球市场的不同关闭时间可能会导致模型因素之间的虚假关系。特别地，市场之间的相关性可能看起来比真正由于市场滞后效应低。为了解决这些问题，描述了一个稳定的基于日常数据的因素风险模型，其中考虑到不同的市场收盘时间，并相应地纠正模型因素相关性和具体回报。

2. 发明授权

US06247160B1 Hardware design for majority voting, and testing and maintenance of majority voting 失效
标题翻译：多数投票的硬件设计，多数投票的测试和维护
公开(公告)号：US06247160B1
公开(公告)日：2001-06-12
申请号：US09090411
申请日：1998-06-04
申请人： Stefan Hans Bertil Davidsson , Ola Per Martinsson , Carl Michael Carlsson
发明人： Stefan Hans Bertil Davidsson , Ola Per Martinsson , Carl Michael Carlsson
IPC分类号： G06F1108
CPC分类号： G06F11/187 , G06F11/1604
摘要： The invention relates to majority voting. A number of input signals are monitored individually by separate monitors, one monitor for each signal. Each monitor generates a control signal representing the status of the monitored signal. The generated control signals are sent to a level control unit. The level control unit control the input levels to a majority voter according to the control signals. Instead of signals that are faulty, the level control unit selects signals of specific logical levels to be forwarded to the majority logic. The logical levels of these so called replacement signals are selected such that the replacement signals do not interfere with the remaining correct signals. Furthermore, the majority voted output signal is monitored so as to selectively generate an alarm. The voting functionality is tested by stopping input signals according to a first procedure, thus generating an alarm. By stopping input signals according to a second procedure, an alarm is avoided.
摘要翻译：本发明涉及多数投票。多个输入信号由单独的监视器单独监视，每个信号一个监视器。每个监视器产生表示所监视信号状态的控制信号。所生成的控制信号被发送到电平控制单元。电平控制单元根据控制信号将输入电平控制为多数选民。代替有故障的信号，电平控制单元选择要转发到多数逻辑的特定逻辑电平的信号。选择这些所谓的替换信号的逻辑电平，使得替换信号不会干扰剩余的正确信号。此外，监视多数投票输出信号，以选择性地产生报警。通过根据第一过程停止输入信号来测试投票功能，从而产生报警。通过根据第二过程停止输入信号，避免了报警。

3. 发明授权

US08315936B2 Identifying and compensating for model mis-specification in factor risk models 有权
标题翻译：在因子风险模型中识别和补偿模型错误规范
公开(公告)号：US08315936B2
公开(公告)日：2012-11-20
申请号：US12711554
申请日：2010-02-24
申请人： Robert A. Stubbs , Stefan Hans Schmieta
发明人： Robert A. Stubbs , Stefan Hans Schmieta
IPC分类号： G06Q40/00
CPC分类号： G06Q40/06 , G06Q40/00 , G06Q40/04
摘要： Techniques for more accurately estimating the risk, or active risk, of an investment portfolio when using factor risk models are disclosed. This improved accuracy is achieved by identifying and compensating for the inherent “modeling error” present when risk is represented using a factor risk model. The approach adds one or more factors that depend on the investment portfolio and that explicitly compensate for factors that are unspecified or unattributed in the original factor risk model. These unspecified factors of the original factor risk model lead to modeling error in the original factor risk model. The approach can be used with a variety of different factor risk models, such as, fundamental, statistical and macro risk models, for example, and for a variety of securities, such as equities, international equities, composites, exchange traded funds (ETFs), or the like, currencies, and fixed-income, for example. The risk associated with modeling error in a factor risk model relative to a particular portfolio is identified and quantified. Knowledge of this risk associated with modeling error can be utilized when estimating risk, or active risk, using factor risk models or when constructing optimal portfolios by mean-variance optimization or other portfolio construction strategies and procedures that make use of factor risk models.
摘要翻译：披露了在使用因子风险模型时更准确地估计投资组合的风险或主动风险的技术。当使用因子风险模型表示风险时，通过识别和补偿存在的固有建模误差来实现提高的准确度。该方法增加了一个或多个依赖于投资组合的因素，并明确补偿了原始因素风险模型中未指定或未归因的因素。原始因素风险模型的这些未明确因素导致原始因素风险模型的建模误差。该方法可用于各种不同因素风险模型，如基本面，统计学和宏观风险模型，以及各种证券，如股票，国际股票，复合材料，交易所交易基金（ETF）等。，等等，货币和固定收益。与特定投资组合相关的因素风险模型中的建模误差相关风险被识别和量化。使用因子风险模型估计风险或主动风险时，可以利用与建模误差相关的风险的知识，或者通过均值方差优化或利用因子风险模型的其他投资组合构建策略和程序来构建最优投资组合。

4. 发明授权

US06525520B2 Pulse detector for determining phase relationship between signals 有权
标题翻译：用于确定信号之间的相位关系的脉冲检测器
公开(公告)号：US06525520B2
公开(公告)日：2003-02-25
申请号：US09840176
申请日：2001-04-24
申请人： Stefan Hans Bertil Davidsson , Lars Olof Mikael Lindberg
发明人： Stefan Hans Bertil Davidsson , Lars Olof Mikael Lindberg
IPC分类号： G01R2500
CPC分类号： H03K5/135 , H04J3/0688
摘要： A pulse detector detects if a clock pulse signal is in phase with a reference clock pulse signal in an efficient manner with very high accuracy. The pulse detector includes a first delay unit adapted to receive an input clock pulse signal and to delay the input clock pulse signal by a first pre-specified delay for output as output clock pulse signal, and a second delay unit adapted to delay the output clock pulse signal by a second pre-specified delay. A sampling unit is adapted to sample the input clock pulse signal and the output of the second delay unit at a sampling time defined by a reference clock pulse signal and to output the samples for phase delay indication.
摘要翻译：脉冲检测器以非常高的精度检测时钟脉冲信号是否与参考时钟脉冲信号以有效的方式同相。脉冲检测器包括：第一延迟单元，适于接收输入时钟脉冲信号，并将输入时钟脉冲信号延迟第一预先指定的延迟以输出作为输出时钟脉冲信号;以及第二延迟单元，适于延迟输出时钟脉冲信号由第二预先指定的延迟。采样单元适于在由参考时钟脉冲信号限定的采样时间采样输入时钟脉冲信号和第二延迟单元的输出，并输出采样以进行相位延迟指示。

5. 发明授权

US06253348B1 Hardware design for majority voting, and testing and maintenance of majority voting 有权
标题翻译：多数投票的硬件设计，多数投票的测试和维护
公开(公告)号：US06253348B1
公开(公告)日：2001-06-26
申请号：US09545863
申请日：2000-04-07
申请人： Stefan Hans Bertil Davidsson , Ola Per Martinsson , Carl Michael Carlsson
发明人： Stefan Hans Bertil Davidsson , Ola Per Martinsson , Carl Michael Carlsson
IPC分类号： G06F1108
CPC分类号： G06F11/187 , G06F11/1604
摘要： The invention relates to majority voting testing. A number of input signals are monitored individually by separate monitors, one monitor for each signal. Each monitor generates a control signal representing the status of the monitored signal. The generated control signals are sent to a level control unit. The level control unit controls the input levels to a majority voter according to the control signals. Instead of signals that are faulty, the level control unit selects signals of specific logical levels to be forwarded to the majority logic. The logical levels of these so called replacement signals are selected such that the replacement signals do not interfere with the remaining correct signals. Furthermore, the majority voted output signal is monitored so as to selectively generate an alarm. The voting functionality is tested by stopping input signals according to a first procedure, thus generating an alarm. By stopping input signals according to a second procedure, an alarm is avoided.
摘要翻译：本发明涉及多数投票测试。多个输入信号由单独的监视器单独监视，每个信号一个监视器。每个监视器产生表示所监视信号状态的控制信号。所生成的控制信号被发送到电平控制单元。电平控制单元根据控制信号控制多数选民的输入电平。代替有故障的信号，电平控制单元选择要转发到多数逻辑的特定逻辑电平的信号。选择这些所谓的替换信号的逻辑电平，使得替换信号不会干扰剩余的正确信号。此外，监视多数投票输出信号，以选择性地产生报警。通过根据第一过程停止输入信号来测试投票功能，从而产生报警。通过根据第二过程停止输入信号，避免了报警。

6. 发明申请

US20130080310A1 Returns-Timing for Multiple Market Factor Risk Models 有权
标题翻译：多个市场因素风险模型的回报 - 时间
公开(公告)号：US20130080310A1
公开(公告)日：2013-03-28
申请号：US13503696
申请日：2011-05-19
申请人： Simon Wannasin Bell , Stefan Hans Schmieta , Frank Pak-Ho Siu
发明人： Simon Wannasin Bell , Stefan Hans Schmieta , Frank Pak-Ho Siu
IPC分类号： G06Q40/04
CPC分类号： G06Q40/06 , G06Q40/08
摘要： Until recently, risk models have been built using low frequency data, such as weekly or monthly data. This approach has resulted in a necessary compromise between model stability for which one needs a long history of data, and model responsiveness, for which, the shorter the history, the better. Stability plus responsiveness can be achieved if one uses daily data, which allows for a large number of observations to be used in model estimation without using long out-of-date data. Daily data have other problems, however, as the differing closing times of markets worldwide may induce spurious relationships across model factors. In particular, correlations between markets may appear lower than they truly are due to a market lag To address such issues, a stable, daily data-based factor risk model is described which takes account of the differing market closing times and corrects the model factor correlations and specific returns accordingly.
摘要翻译：直到最近，已经使用低频数据（例如每周或每月数据）构建风险模型。这种方法导致了模型稳定性之间的必要妥协，人们需要长期的数据历史和模型响应能力，历史越短越好。如果使用日常数据，可以实现稳定性和响应能力，这样可以在不使用长期过期数据的情况下，将大量观测数据用于模型估计。然而，每日数据还有其他问题，因为全球市场的不同关闭时间可能会导致模型因素之间的虚假关系。特别地，市场之间的相关性可能比真正由于市场滞后而显得低。为了解决这些问题，描述了稳定的基于数据的每日因素风险模型，其考虑到不同的市场收盘时间并且校正模型因素相关性并据此具体回报。

7. 发明授权

US07698202B2 Identifying and compensating for model mis-specification in factor risk models 有权
标题翻译：在因子风险模型中识别和补偿模型错误规范
公开(公告)号：US07698202B2
公开(公告)日：2010-04-13
申请号：US11668294
申请日：2007-01-29
申请人： Robert A. Stubbs , Stefan Hans Schmieta
发明人： Robert A. Stubbs , Stefan Hans Schmieta
IPC分类号： G06Q40/00
CPC分类号： G06Q40/06 , G06Q40/00 , G06Q40/04
摘要： Techniques for more accurately estimating the risk, or active risk, of an investment portfolio when using factor risk models are disclosed. This improved accuracy is achieved by identifying and compensating for the inherent “modeling error” present when risk is represented using a factor risk model. The approach adds one or more factors that depend on the investment portfolio and that explicitly compensate for factors that are unspecified or unattributed in the original factor risk model. These unspecified factors of the original factor risk model lead to modeling error in the original factor risk model. The approach can be used with a variety of different factor risk models, such as, fundamental, statistical and macro risk models, for example, and for a variety of securities, such as equities, international equities, composites, exchange traded funds (ETFs), or the like, currencies, and fixed-income, for example. The risk associated with modeling error in a factor risk model relative to a particular portfolio is identified and quantified. Knowledge of this risk associated with modeling error can be utilized when estimating risk, or active risk, using factor risk models or when constructing optimal portfolios by mean-variance optimization or other portfolio construction strategies and procedures that make use of factor risk models.
摘要翻译：披露了在使用因子风险模型时更准确地估计投资组合的风险或主动风险的技术。当使用因子风险模型表示风险时，通过识别和补偿存在的固有“建模误差”来实现这种改进的准确性。该方法增加了一个或多个依赖于投资组合的因素，并明确补偿了原始因素风险模型中未指定或未归因的因素。原始因素风险模型的这些未明确因素导致原始因素风险模型的建模误差。该方法可用于各种不同因素风险模型，如基本面，统计学和宏观风险模型，以及各种证券，如股票，国际股票，复合材料，交易所交易基金（ETF）等。，等等，货币和固定收益。与特定投资组合相关的因素风险模型中的建模误差相关风险被识别和量化。使用因子风险模型估计风险或主动风险时，可以利用与建模误差相关的风险的知识，或者通过均值方差优化或利用因子风险模型的其他投资组合构建策略和程序来构建最优投资组合。

8. 发明申请

US20060019357A1 Nucleotide sequences which code for the rpsL gene 审中-公开
公开(公告)号：US20060019357A1
公开(公告)日：2006-01-26
申请号：US11197380
申请日：2005-08-05
申请人： Bettina Moeckel , Brigitte Bathe , Stefan Hans , Caroline Kreutzer , Thomas Hermann , Walter Pfefferle , Michael Binder
发明人： Bettina Moeckel , Brigitte Bathe , Stefan Hans , Caroline Kreutzer , Thomas Hermann , Walter Pfefferle , Michael Binder
IPC分类号： C07H21/04 , C12P21/06 , C12P13/08 , C12N9/10 , C12N15/74 , C12N1/21
CPC分类号： C07K14/34
摘要： An isolated polynucleotide comprising a polynucleotide sequence chosen from the group consisting of a) polynucleotide which is identical to the extent of at least 70% to a polynucleotide which codes for a polypeptide which comprises the amino acid sequence of SEQ ID No. 2, b) polynucleotide which codes for a polypeptide which comprises an amino acid sequence which is identical to the extent of at least 70% to the amino acid sequence of SEQ ID No. 2, c) polynucleotide which is complementary to the polynucleotides of a) or b), and d) polynucleotide comprising at least 15 successive nucleotides of the polynucleotide sequence of a), b) or c), and a process for the fermentative preparation of L-amino acids using coryneform bacteria in which at least the rpsL gene is present in enhanced form, as well as the use of polynucleotides which comprise the sequences according to the invention as hybridization probes.

9. 发明授权

US06939695B2 Nucleotide sequences which code for the rpsL gene 有权
标题翻译：编码rpsL基因的核苷酸序列
公开(公告)号：US06939695B2
公开(公告)日：2005-09-06
申请号：US10075460
申请日：2002-02-15
申请人： Bettina Moeckel , Brigitte Bathe , Stefan Hans , Caroline Kreutzer , Thomas Hermann , Walter Pfefferle , Michael Binder
发明人： Bettina Moeckel , Brigitte Bathe , Stefan Hans , Caroline Kreutzer , Thomas Hermann , Walter Pfefferle , Michael Binder
IPC分类号： C07K14/34 , C12N15/31 , C12P13/04 , C07H21/04
CPC分类号： C07K14/34
摘要： An isolated polynucleotide comprising a polynucleotide sequence chosen from the group consisting of a) polynucleotide which is identical to the extent of at least 70% to a polynucleotide which codes for a polypeptide which comprises the amino acid sequence of SEQ ID No. 2, b) polynucleotide which codes for a polypeptide which comprises an amino acid sequence which is identical to the extent of at least 70% to the amino acid sequence of SEQ ID No. 2, c) polynucleotide which is complementary to the polynucleotides of a) or b), and d) polynucleotide comprising at least 15 successive nucleotides of the polynucleotide sequence of a), b) or c), and a process for the fermentative preparation of L-amino acids using coryneform bacteria in which at least the rpsL gene is present in enhanced form, as well as the use of polynucleotides which comprise the sequences according to the invention as hybridization probes.
摘要翻译：一种分离的多核苷酸，其包含选自以下的多核苷酸序列：a）与编码包含SEQ ID No.2的氨基酸序列的多肽的多核苷酸的程度相同的多核苷酸，b）编码多肽的多核苷酸，其包含与SEQ ID No.2的氨基酸序列至少70％相同的氨基酸序列，c）与a）或b）的多核苷酸互补的多核苷酸，和d）包含a），b）或c）的多核苷酸序列的至少15个连续核苷酸的多核苷酸，以及使用棒状细菌发酵制备L-氨基酸的方法，其中至少存在rpsL基因增强形式，以及使用包含根据本发明的序列的多核苷酸作为杂交探针。

10. 发明申请

US20130041848A1 Identifying and Compensating for Model Mis-Specification in Factor Risk Models 审中-公开
标题翻译：在因子风险模型中识别和补偿模型误差规范
公开(公告)号：US20130041848A1
公开(公告)日：2013-02-14
申请号：US13654797
申请日：2012-10-18
申请人： Robert A. Stubbs , Stefan Hans Schmieta
发明人： Robert A. Stubbs , Stefan Hans Schmieta
IPC分类号： G06Q40/06
CPC分类号： G06Q40/06 , G06Q40/00 , G06Q40/04
摘要： Techniques for using factor risk models to more accurately estimate the risk or active risk of an investment portfolio are disclosed. Inherent “modeling error” in factor risk models is identified and compensated for. One or more factors are added to compensate for factors that are unspecified or unattributed in the original factor risk model and which lead to modeling error. The approach can be used with a variety of different factor risk models, and for a variety of securities. Knowledge of the risk associated with modeling error can be utilized when estimating risk or active risk using factor risk models or when constructing optimal portfolios by mean-variance optimization or other portfolio construction strategies using factor risk models.
摘要翻译：披露了使用因子风险模型更准确地估计投资组合的风险或主动风险的技术。确定并补偿因素风险模型的固有建模误差。添加一个或多个因素来补偿原始因子风险模型中未指定或未归因的因素，并导致建模误差。该方法可用于各种不同因素风险模型，以及各种证券。在使用因子风险模型估计风险或主动风险时，或通过均值方差优化或使用因子风险模型的其他投资组合构建策略构建最优投资组合时，可以利用与建模误差相关的风险的知识。

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