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WO2001061549A8 - Market engine having optimization - Google Patents

Market engine having optimization

Info

Publication number
WO2001061549A8
WO2001061549A8 PCT/US2001/005342 US0105342W WO0161549A8 WO 2001061549 A8 WO2001061549 A8 WO 2001061549A8 US 0105342 W US0105342 W US 0105342W WO 0161549 A8 WO0161549 A8 WO 0161549A8
Authority
WO
WIPO (PCT)
Prior art keywords
participants
interests
matching
variables
constraints
Prior art date
Application number
PCT/US2001/005342
Other languages
French (fr)
Other versions
WO2001061549A2 (en
Inventor
Rico Blaser
Andrei Moutchkine
Behrooz Ataee
Original Assignee
Market Engine Corp
Priority date (The priority date is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the date listed.)
Filing date
Publication date
Application filed by Market Engine Corp filed Critical Market Engine Corp
Priority to AU2001238522A priority Critical patent/AU2001238522A1/en
Publication of WO2001061549A2 publication Critical patent/WO2001061549A2/en
Publication of WO2001061549A8 publication Critical patent/WO2001061549A8/en

Links

Classifications

    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q10/00—Administration; Management
    • G06Q10/04—Forecasting or optimisation specially adapted for administrative or management purposes, e.g. linear programming or "cutting stock problem"

Landscapes

  • Engineering & Computer Science (AREA)
  • Business, Economics & Management (AREA)
  • Human Resources & Organizations (AREA)
  • Economics (AREA)
  • Strategic Management (AREA)
  • Marketing (AREA)
  • Game Theory and Decision Science (AREA)
  • Entrepreneurship & Innovation (AREA)
  • Development Economics (AREA)
  • Operations Research (AREA)
  • Quality & Reliability (AREA)
  • Tourism & Hospitality (AREA)
  • Physics & Mathematics (AREA)
  • General Business, Economics & Management (AREA)
  • General Physics & Mathematics (AREA)
  • Theoretical Computer Science (AREA)
  • Management, Administration, Business Operations System, And Electronic Commerce (AREA)

Abstract

La présente invention concerne une technique de rapprochement et un appareil destinée à un système de commerce électronique spécialisé dans les transactions électroniques. Ces transactions électroniques concerne des participants qui ont des intérêts dans des instruments qu'il convient de rapprocher. Une unité de rapprochement stocke des variables destinées à mettre en correspondance les intérêts de ces participants, stocke des contraintes permettant de limiter la mise en correspondance des intérêts de ces participant et stocke une expression reliant ces variables. L'unité de rapprochement fonctionne de façon à déterminer des valeurs de ces variables qui optimisent cette expression, et qui satisfassent aux contraintes, mettant ainsi en correspondance les intérêts des participants. L'étape déterminante consiste à communiquer ces variables à un résolveur adapté pour optimiser cette expression, tout en satisfaisant aux contraintes, mettant ainsi en correspondance les intérêts des participants.The present invention relates to a matching technique and an apparatus for an electronic commerce system specializing in electronic transactions. These electronic transactions concern participants who have interests in instruments which should be reconciled. A reconciliation unit stores variables for matching the interests of these participants, stores constraints for limiting the matching of the interests of these participants, and stores an expression relating these variables. The reconciliation unit operates so as to determine values of these variables which optimize this expression, and which satisfy the constraints, thus matching the interests of the participants. The decisive step is to communicate these variables to a suitable resolver to optimize this expression, while satisfying the constraints, thus matching the interests of the participants.

PCT/US2001/005342 2000-02-18 2001-02-20 Market engine having optimization WO2001061549A2 (en)

Priority Applications (1)

Application Number Priority Date Filing Date Title
AU2001238522A AU2001238522A1 (en) 2000-02-18 2001-02-20 Market engine having optimization

Applications Claiming Priority (2)

Application Number Priority Date Filing Date Title
US50770900A 2000-02-18 2000-02-18
US09/507,709 2000-02-18

Publications (2)

Publication Number Publication Date
WO2001061549A2 WO2001061549A2 (en) 2001-08-23
WO2001061549A8 true WO2001061549A8 (en) 2002-08-01

Family

ID=24019800

Family Applications (1)

Application Number Title Priority Date Filing Date
PCT/US2001/005342 WO2001061549A2 (en) 2000-02-18 2001-02-20 Market engine having optimization

Country Status (2)

Country Link
AU (1) AU2001238522A1 (en)
WO (1) WO2001061549A2 (en)

Families Citing this family (8)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US7840477B2 (en) 2005-06-07 2010-11-23 Bgc Partners, Inc. System and method for routing a trading order based upon quantity
US7979339B2 (en) 2006-04-04 2011-07-12 Bgc Partners, Inc. System and method for optimizing execution of trading orders
US8335734B1 (en) 2009-07-20 2012-12-18 The Vanguard Group, Inc. Method of administering an investment company having a class of crossing shares
US11417332B2 (en) 2016-08-08 2022-08-16 Rialto Trading Technology, Llc Methods, systems and apparatuses for providing a human-machine interface and assistant for financial trading
US10636094B2 (en) * 2016-08-08 2020-04-28 Rialto Trading Technology, Llc Methods, systems and apparatuses for providing a human-machine interface and assistant for financial trading
US11164253B1 (en) 2020-01-17 2021-11-02 Robert J. Smith Bond information system and related methods of operation
US10970652B1 (en) * 2020-10-16 2021-04-06 Hammel Companies, Inc. System and method for selecting a candidate transfer apparatus
JP2022108055A (en) * 2021-01-12 2022-07-25 富士通株式会社 Execution program, execution method, and information processing apparatus

Also Published As

Publication number Publication date
AU2001238522A1 (en) 2001-08-27
WO2001061549A2 (en) 2001-08-23

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