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1. 发明申请

US20160110811A1 Methods and Apparatus for Implementing Improved Notional-free Asset Liquidity Rules 审中-公开
标题翻译：实施无条件资产流动性规则的方法与手段
公开(公告)号：US20160110811A1
公开(公告)日：2016-04-21
申请号：US14519991
申请日：2014-10-21
申请人： Frank Pak-Ho Siu , Anthony A. Renshaw
发明人： Frank Pak-Ho Siu , Anthony A. Renshaw
IPC分类号： G06Q40/06 , G06Q40/04
CPC分类号： G06Q40/06 , G06Q40/04
摘要： On the basis of simulated backtests, many portfolios including so-called smart beta and other factor products often boast impressive track records. However, given the additional trading that occurs, can such advertised performance truly be realized once transaction costs are taken into account? One might expect these products to make a concerted effort to manage liquidity. However, explicit efforts to manage liquidity in existing smart beta and factor ETF and index products have been relatively modest. A new set of rules are provided that are independent of the notional value of the portfolio that can be used to better manage the liquidity of investment portfolio.
摘要翻译：在模拟反向测试的基础上，包括所谓的智能测试版和其他因素产品的许多组合通常都拥有令人印象深刻的记录。但是，考虑到发生额外的交易，一旦考虑到交易成本，这种广告的表现能否真正实现？人们可能希望这些产品能够共同努力来管理流动性。然而，在现有智能beta和因子ETF和指数产品中明确管理流动性的努力相对较小。提供了一套新的规则，独立于投资组合的名义价值，可用于更好地管理投资组合的流动性。

2. 发明申请

US20130304671A1 Factor Risk Models with Multiple Specific Risk Estimates 审中-公开
标题翻译：具有多重特定风险估算的因子风险模型
公开(公告)号：US20130304671A1
公开(公告)日：2013-11-14
申请号：US13892644
申请日：2013-05-13
申请人： Anthony A. Renshaw
发明人： Anthony A. Renshaw
IPC分类号： G06Q40/06
CPC分类号： G06Q40/06
摘要： Construction of factor risk models that more advantageously predict the future volatility of returns of a portfolio of securities such as stocks, bonds, or the like is addressed. More specifically, factor risk models with more than one estimate of specific risk or, alternatively an original specific risk estimate together with a set of specific risk differences derived from more than one estimate of specific risk.
摘要翻译：构建更有利地预测股票，债券等证券组合的未来波动性的因素风险模型被解决。更具体地说，具有多于一个具体风险估计值的因子风险模型，或替代原始特定风险估计值以及来自多于一个特定风险估计值的一组特定风险差异。

3. 发明授权

US5423658A Active noise control using noise source having adaptive resonant frequency tuning through variable ring loading 失效
标题翻译：使用噪声源进行有源噪声控制，通过可变环负载自适应谐振频率调谐
公开(公告)号：US5423658A
公开(公告)日：1995-06-13
申请号：US143603
申请日：1993-11-01
申请人： Frederic G. Pla , Harindra Rajiyah , Anthony A. Renshaw , Robert A. Hedeen
发明人： Frederic G. Pla , Harindra Rajiyah , Anthony A. Renshaw , Robert A. Hedeen
IPC分类号： B64C1/40 , F02C7/045 , G10K11/178 , F01D25/00
CPC分类号： G10K11/1788 , F02C7/045 , F05D2260/962 , G10K2210/107 , G10K2210/121 , G10K2210/1281 , G10K2210/32271 , G10K2210/32291 , G10K2210/511 , Y02T50/671
摘要： A noise source for an aircraft engine active noise cancellation system in which the resonant frequency of noise radiating structure is tuned to permit noise cancellation over a wide range of frequencies. The resonant frequency of the noise radiating structure is tuned by a plurality of drivers arranged to contact the noise radiating structure. Excitation of the drivers causes expansion or contraction of the drivers, thereby varying the edge loading applied to the noise radiating structure. The drivers are actuated by a controller which receives input of a feedback signal proportional to displacement of the noise radiating element and a signal corresponding to the blade passage frequency of the engine's fan. In response, the controller determines a control signal which is sent to the drivers, causing them to expand or contract. The noise radiating structure may be either the outer shroud of the engine or a ring mounted flush with an inner wall of the shroud or disposed in the interior of the shroud.
摘要翻译：用于飞机发动机主动噪声消除系统的噪声源，其中噪声辐射结构的谐振频率被调谐以允许在宽范围的频率上的噪声消除。噪声辐射结构的谐振频率由布置成接触噪声辐射结构的多个驱动器调谐。驾驶员的激励导致驾驶员的扩张或收缩，从而改变施加到噪声辐射结构的边缘负载。驱动器由控制器启动，控制器接收与噪声辐射元件的位移成比例的反馈信号的输入和对应于发动机风扇的叶片通过频率的信号。作为响应，控制器确定发送到驱动器的控制信号，使其扩展或收缩。噪声辐射结构可以是发动机的外护罩或安装在护罩的内壁上或设置在护罩内部的环。

4. 发明申请

US20130332391A1 Methodology and Process For Constructing Factor Indexes 审中-公开
标题翻译：构建因子指标的方法与过程
公开(公告)号：US20130332391A1
公开(公告)日：2013-12-12
申请号：US13965621
申请日：2013-08-13
申请人： Anthony A. Renshaw
发明人： Anthony A. Renshaw
IPC分类号： G06Q40/06
CPC分类号： G06Q40/06
摘要： Approaches to the construction of indexes are addressed wherein a portfolio of securities such as stocks, bonds, or the like and their associated investment weights or shares is generated. Indexes can be used as investment tools in various ways. For instance, indexes comprising a plurality of securities can often be bought and sold more cheaply than buying and selling the individual constituents of the index. This pricing differential allows investment with reduced transaction costs. Alternatively, in passive and enhanced indexing, investments are made with reference to an index. Performance statistics such as return and risk are reported with respect to the reference index. Factor indexes can serve as active manager benchmarks or the underlyers for investable products such as exchange traded funds and mutual funds. Computer based systems, methods and software are addressed for constructing indexes that replicate the returns of a quantitative factor such as medium term momentum or value. Further, processes and methodology are described by which the index can have the best possible replication of the underlying factor returns as well as other desirable characteristics. The methodology provides an approach to determine the index even when all desirable characteristics of the index are not simultaneously achievable.
摘要翻译：解决了构建指标的方法，其中生成股票，债券等证券组合及其相关投资权重或股份。索引可以以各种方式用作投资工具。例如，包括多个证券的指数通常比购买和出售指数的个体成本更便宜地买卖。这种定价差异允许投资减少交易成本。或者，在被动和增强的索引中，投资是参考一个指数。关于参考指数报告绩效统计，如回报和风险。因素指标可以作为主要经理人基准，也可以作为交易所交易基金和共同基金等可投资产品的基础。基于计算机的系统，方法和软件被解决用于构建复制定量因素（例如中期动量或价值）的回报的指数。此外，描述了过程和方法，通过该过程和方法，索引可以对潜在的因素返回以及其它期望的特征进行最佳的复制。即使在索引的所有期望特征不能同时实现的情况下，该方法也提供了确定索引的方法。

5. 发明申请

US20160071213A1 Factor-Factor Covariance Estimates for Risk Factor Groups in Factor Risk Models 审中-公开
标题翻译：因子风险模型中风险因素组的因子因子协方差估计
公开(公告)号：US20160071213A1
公开(公告)日：2016-03-10
申请号：US14482685
申请日：2014-09-10
申请人： Anthony A. Renshaw
发明人： Anthony A. Renshaw
IPC分类号： G06Q40/06
CPC分类号： G06Q40/06
摘要： Tools for analyzing the risk of a portfolio of financial investments such as equities, bonds, and the like, are addressed. More particularly, computer based systems, processes and software are addressed for calculating factor risk models and for predicting the risk and tracking error of portfolios. A particular approach that can be utilized to revise the factor-factor covariance estimates of a factor risk model is provided. This approach is applied to factor risk model predictions, portfolio construction using the factor risk model, and performance attribution using the factor risk model.
摘要翻译：解决了分析金融投资组合（如股票，债券等）风险的工具。更具体地说，基于计算机的系统，过程和软件被用于计算因子风险模型并用于预测投资组合的风险和跟踪误差。提供了可用于修改因子风险模型的因子因子协方差估计的特定方法。该方法应用于因子风险模型预测，使用因子风险模型的投资组合构建，以及使用因子风险模型的绩效归因。

6. 发明申请

US20140108295A1 Methods and Apparatus for Generating Purified Minimum Risk Portfolios 审中-公开
标题翻译：用于产生纯化最小风险组合的方法和装置
公开(公告)号：US20140108295A1
公开(公告)日：2014-04-17
申请号：US14051711
申请日：2013-10-11
申请人： Anthony A. Renshaw
发明人： Anthony A. Renshaw
IPC分类号： G06Q40/06
CPC分类号： G06Q40/06
摘要： The quantitative construction of investment portfolios of securities such as stocks, bonds, or the like using optimization is addressed. More specifically, during optimization, constraints on non-target factor exposures are automatically converted to constraints on the exposure of the projections of the non-target factors that are orthogonal to a specified target factor. The target factor may be the implied alpha of a reference portfolio, such as a traditional minimum risk portfolio. Such constraints may be utilized to produce portfolios with superior performance to those produced with traditional factor exposure constraints.
摘要翻译：解决使用优化的股票，债券等证券投资组合的定量构建。更具体地说，在优化期间，对非目标因子曝光的约束被自动转换为与指定目标因子正交的非目标因子的投影的暴露的约束。目标因素可能是参考投资组合的隐含α，如传统的最低风险组合。可以利用这些约束来产生具有优于传统因子暴露约束产生的组合的投资组合。

7. 发明申请

US20150254226A1 Spreadsheet Tool for Dimensional Calculations 审中-公开
标题翻译：用于尺寸计算的电子表格工具
公开(公告)号：US20150254226A1
公开(公告)日：2015-09-10
申请号：US14640855
申请日：2015-03-06
申请人： Anthony A. Renshaw , Carl Edward Renshaw
发明人： Anthony A. Renshaw , Carl Edward Renshaw
IPC分类号： G06F17/24
CPC分类号： G06F17/246
摘要： Spreadsheet-based tools for converting dimensional quantities from one set of dimensional units to another quickly and efficiently as well as correctly and automatically performing mathematical calculations using dimensional and dimensionless quantities are described. More particularly, the computer-based systems, methods and spreadsheet software perform mathematical calculations with both dimensional and dimensionless quantities, allowing extensive flexibility and customization so that both the user input and the computer output use the units that are most useful and convenient.
摘要翻译：描述了基于电子表格的工具，用于将维度量从一组维度单元快速高效地转换为另一组，以及使用维数和无量纲量正确自动执行数学计算。更具体地说，基于计算机的系统，方法和电子表格软件以尺寸和无量纲数量进行数学计算，允许广泛的灵活性和定制性，使得用户输入和计算机输出都使用最有用和最方便的单元。

8. 发明申请

US20090240751A1 Text-based calculator for dimensional computations 审中-公开
标题翻译：用于尺寸计算的基于文本的计算器
公开(公告)号：US20090240751A1
公开(公告)日：2009-09-24
申请号：US12381539
申请日：2009-03-12
申请人： Anthony A. Renshaw , Carl Edward Renshaw
发明人： Anthony A. Renshaw , Carl Edward Renshaw
IPC分类号： G06F15/02 , G06F3/00 , G06F3/048
CPC分类号： G06F15/0258 , G06F3/04895
摘要： The present invention relates to tools that handle and perform computations using dimensional and dimensionless values, automatically converting them appropriately within equations, outputting answers in default or user-selected output units, and indicating when inconsistencies or errors are present in the input so that these can be quickly and easily identified and immediately corrected. More particularly, it relates to improved, computer-based systems, methods and software for automatically changing between different units, correctly computing formulas using dimensional values, and outputting the results in arbitrary dimensionally consistent units. The current embodiments accomplish these objectives with as much simplicity, as flexible a syntax, as little typing, and with as little chance of human error as possible.
摘要翻译：本发明涉及使用维度和无量纲值来处理和执行计算的工具，它们在等式中适当地自动转换它们，在默认或用户选择的输出单元中输出答案，以及指示何时在输入中存在不一致或错误，快速，容易地识别并立即纠正。更具体地说，本发明涉及改进的基于计算机的系统，用于在不同单元之间自动改变的方法和软件，使用尺寸值正确地计算公式，并以任意尺寸一致的单位输出结果。当前的实施例以尽可能简单的方式实现这些目标，即灵活的语法，如打字，以及尽可能少的人为错误的机会。

9. 发明授权

US6017476A Method for embedding and sectioning specimen 失效
标题翻译：嵌入和切片标本的方法
公开(公告)号：US6017476A
公开(公告)日：2000-01-25
申请号：US933659
申请日：1997-09-19
申请人： Anthony A. Renshaw
发明人： Anthony A. Renshaw
IPC分类号： G01N1/31 , G01N1/36 , B29C39/10
CPC分类号： G01N1/36 , G01N2001/315
摘要： A specimen processing method and cassette utilizes an open-topped, perforated collection cradle (12) and a flat, perforated embedding pedestal (10) which snap together in a male/female relationship to enclose and orient a specimen (14) during chemical processing. After chemical processing, the embedding pedestal (10) enables a specimen to be embedded in exactly the same plane as the cutting plane of a microtome during sectioning. This minimizes the number of sections required for histologic evaluation and eliminates the need for mechanical handling of the tissue specimen after its initial collection.
摘要翻译：样品处理方法和盒采用敞开的穿孔收集架（12）和平坦的，穿孔的嵌入式基座（10），其以公/母关系卡合在一起，以在化学处理期间包围和定向样品（14）。在化学处理之后，嵌入台座（10）使切片中的样本能够嵌入与切片机的切割平面完全相同的平面上。这最小化组织学评估所需的部分数量，并且在初始收集后不需要机械处理组织标本。

10. 发明授权

US5483570A Bearings for x-ray tubes 失效
标题翻译： X射线管轴承
公开(公告)号：US5483570A
公开(公告)日：1996-01-09
申请号：US264869
申请日：1994-06-24
申请人： Anthony A. Renshaw , Minyoung Lee
发明人： Anthony A. Renshaw , Minyoung Lee
IPC分类号： A61B6/03 , F16C33/10 , H01J35/10 , H05G1/04
CPC分类号： F16C33/109 , A61B6/035 , A61B6/4488 , F16C17/026 , F16C17/045 , F16C33/107 , H01J35/101 , H05G1/04 , F16C2380/16 , H01J2235/1046
摘要： An improved x-ray system/tube comprising an enclosure having oil contained therein, an oil pump, for circulating oil within the system, at least one cooling structure operatively connected to the enclosure and the oil pump, for cooling the oil, an x-ray tube, operatively positioned inside the enclosure for generating and directing x-rays toward a target, the x-ray tube comprising: a glass envelope, a cathode, operatively positioned in the glass envelope, an anode assembly including a rotor and a stator, operatively positioned relative to the rotor, a target, operatively positioned relative to the cathode and operatively connected to the anode assembly, for directing x-rays out of the system, and bearing structure having opposing surfaces and lubricant means having debris therein, operatively connected to the anode assembly, for enabling the target to rotate at a high rate and at a low resistance, the bearing structure including means for capturing the debris such that bearing performance is maintained at or near the level of a bearing structure having no debris therein. The debris capturing means can be grooved, operatively positioned in the bearing structure, for preventing debris from moving to the interface point between the bearing surfaces. This can be accomplished by positioning various grooves in various types of bearing and by forming ridges in the grooves already in the bearing for capturing the debris.
摘要翻译：一种改进的x射线系统/管，包括其中容纳有油的外壳，用于在系统内循环油的油泵，可操作地连接到外壳和油泵的用于冷却油的至少一个冷却结构，射线管，可操作地定位在所述外壳内部，用于产生并将X射线朝向目标，所述x射线管包括：玻璃外壳，阴极，可操作地定位在所述玻璃外壳中，阳极组件，包括转子和定子，相对于转子可操作地定位，目标，相对于阴极可操作地定位并且可操作地连接到阳极组件，用于将x射线引导出系统，以及具有相对表面的轴承结构和在其中具有碎屑的润滑装置，可操作地连接到阳极组件，用于使靶能够以高速率和低阻力旋转，所述轴承结构包括用于捕获碎片的装置，使得轴承能够 ce保持在其中没有碎屑的轴承结构的水平或附近。碎片捕获装置可以被开槽，可操作地定位在轴承结构中，以防止碎屑移动到支承表面之间的界面点。这可以通过将各种凹槽定位在各种类型的轴承中并且通过在已经在轴承中的凹槽中形成脊来捕获碎屑来实现。

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