ALEXANDRIA, Va., March 3 -- United States Patent no. 12,567,107, issued on March 3, was assigned to Chicago Mercantile Exchange Inc. (Chicago).
"Portfolio optimization" was invented by Nimisha Srivastava (Bareilly, India), Gunjan Sharma (Bangalore, India), Shadi Kamal Nasr (Brooklyn, N.Y.) and Fateen Sharaby (Demarest, N.J.).
According to the abstract* released by the U.S. Patent & Trademark Office: "A computer implemented method for optimizing a delivery or settlement process for a plurality of portfolios of a plurality of participants. Data records indicative of obligations between the plurality of participants are identified. A weighted directed graph data structure is generated that comprises vertex data records representing the plura...