Laxmanan
Kasilingam B. Laxmanan, Wilmington, DE US
Patent application number | Description | Published |
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20110246385 | AUTOMATICALLY RECALIBRATING RISK MODELS - Methods, computer readable media, and apparatuses for automatically recalibrating risk models are presented. An identifier of a modeling function may be received. The modeling function may have at least one input variable and a first set of one or more coefficients. Updated performance data that includes at least one input value corresponding to the at least one input variable may be received from a data source. Then, a second set of one or more coefficients may be calculated for the modeling function based on the updated performance data. If it is subsequently determined that the modeling function more accurately models the updated performance data when the second set of one or more coefficients is used in computing a result of the modeling function, then the first set of one or more coefficients may be replaced with the second set of one or more coefficients to recalibrate the modeling function. | 10-06-2011 |
Kasilingam B. Laxmanan, Newark, DE US
Patent application number | Description | Published |
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20140059047 | AUTOTRANSFORM SYSTEM - According to one embodiment, an apparatus stores a plurality of datapoints. A datapoint comprises a first value and a second value that depends upon the value of the first value. The apparatus associates the datapoint with a group from a plurality of groups. The group is associated with an identifying range and the datapoint is associated with the group based at least in part upon the first value of the datapoint and the identifying range of the group. The apparatus calculates a median of the second values of the datapoints associated with the group and a performance value by performing a regression based at least in part upon the identifying range and the calculated median of the group. The apparatus determines that the performance value exceeds a baseline value and in response, presents, on a display, an illustration depicting the identifying range and the associated median of the group. | 02-27-2014 |
Kasilingam Basker Laxmanan, Newark, DE US
Patent application number | Description | Published |
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20120239375 | Standardized Modeling Suite - An enhanced modeling tool associated with an entity may facilitate end-to-end modeling of problems in any application space. The enhanced modeling tool may collect modeling data from a variety of sources, check the collected data, find the best predictor variables for a given target variable, estimate the model, implement the model, and validate the model. The output of each of these steps may be in a standardized format to allow other steps to directly incorporate the output. An additional feature of the system may include a reporting capability that generates supporting documents related to model governance and risk compliance. | 09-20-2012 |
20140279378 | MODEL PERFORMANCE SIMULATOR - Model performance measurement in its current state does not take account of a role that strategies play in impacting anticipated model performance. Apparatus and methods are provided that simulate model performance as a function of strategy changes. Apparatus and methods are provided for simulating model performance based on model development assumptions. Traditional model reporting utilizes a mature model performance combined with fully recorded applied strategy change providing reactive model performance analysis after full model performance maturation. For models with not enough time to achieve model performance maturation, a simulated performance metrics such as, a population stability index (“PSI”), Kolmogorov-Smirnov (“K-S”) value or an actual-versus-predicted value (“AvsP”) prior to model performance maturation. The simulated performance metrics may be determined using a model development population and simulating an effect of applying one or more strategy levers to at least a portion of the model development population. | 09-18-2014 |