Systems and Methods for Scenario Simulation
AssigneeGoldman, Sachs & Co.
InventorsRon Dembo, Atul Pawar, Ezra Nahum, Andrew Phillips
Life of this patent
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Abstract
Systems and methods for automatically generating scenarios and user interface elements representing valuations of instruments under the scenarios are described. The systems and methods use expert polling systems and machine learning rules to generate tree data storage structures representing different scenarios of macro factors for outcomes of events. Machine implemented interfaces for expert polling, presentment of scenarios, and interaction with scenarios are also provided.
Claims20
A method for dynamically generating data structures representing scenarios for an event linked to a plurality of macro factors and a plurality of outcomes, the method comprising:
- receiving responses to a set of poll questions, each poll question linked to a macro factor of the plurality of macro factors;
- generating a graph data storage structure representing scenarios for the plurality of macro factors and the plurality of outcomes, each node in the graph data storage structure including a descriptor and a data value, the graph data storage structure including a root node, outcome nodes connected to the root node, and macro factor nodes connected to the outcome nodes, the root note corresponding to the event, each outcome node corresponding to one of the plurality of outcomes, and each macro factor node corresponding to one of the macro factors and including a data value;
- filtering the responses for bias based on sentiment factors;
- applying a set of rules to the filtered responses to generate values for the macro factors;
- populating the macro factor nodes in the graph data storage structure with the data values for the corresponding macro factors to generate scenarios for the outcome nodes;
- and
- providing for display a user interface including visual elements indicating the scenarios and a distribution of responses.
A non-transitory machine-readable medium storing instructions that, when executed, cause one or more processors to perform operations comprising:
- receiving responses to a set of poll questions, each poll question linked to a macro factor of the plurality of macro factors, wherein the responses to the poll questions were generated by:
- processing a plurality of data feeds by applying a first set of rules to generate the event from a plurality of events defined by the first set of rules;
- generating a set of macro factors by applying a second set of rules to the event;
- applying a third set of rules to identify the plurality of macro factors from among the set of macro factors and generate the set of poll questions;
- and
- providing for display a user interface with visual elements for the poll questions linked to macro factors and one or more controls for inputting responses to the poll questions;
- generating a graph data storage structure representing scenarios for the plurality of macro factors and the plurality of outcomes, each node in the graph data storage structure including a descriptor and a data value, the graph data storage structure including a root node, outcome nodes connected to the root node, and macro factor nodes connected to the outcome nodes, the root note corresponding to the event, each outcome node corresponding to one of the plurality of outcomes, and each macro factor node corresponding to one of the macro factors and including a data value;
- applying a fourth set of rules to at least some of the responses to generate values for the macro factors;
- populating the macro factor nodes in the graph data storage structure with the data values for the corresponding macro factors to generate scenarios for the outcome nodes;
- and
- providing for display a user interface including visual elements indicating the scenarios and a distribution of responses.
A system for generating scenarios and user interface elements representing valuations of instruments under the scenarios, the system comprising:
- at least one processor;
- and
- a machine-readable medium storing instructions that, when executed, cause the at least one processor to perform operations including:
- receiving responses to a set of poll questions, each poll question linked to a macro factor of the plurality of macro factors, wherein the responses to the poll questions were generated by:
- processing a plurality of data feeds by applying a first set of rules to generate the event from a plurality of events defined by the first set of rules;
- generating a set of macro factors by applying a second set of rules to the event;
- applying a third set of rules to identify the plurality of macro factors from among the set of macro factors and generate the set of poll questions;
- and
- providing for display a user interface with visual elements for the poll questions linked to macro factors and one or more controls for inputting responses to the poll questions;
- generating a graph data storage structure representing scenarios for the plurality of macro factors and the plurality of outcomes, each node in the graph data storage structure including a descriptor and a data value, the graph data storage structure including a root node, outcome nodes connected to the root node, and macro factor nodes connected to the outcome nodes, the root note corresponding to the event, each outcome node corresponding to one of the plurality of outcomes, and each macro factor node corresponding to one of the macro factors and including a data value;
- filtering the responses for bias based on sentiment factors, the filtering including:
- applying natural language processing to at least a subset of the responses to identify sentiments of authors of the responses;
- and
- eliminating responses from authors for whom the identified sentiment indicates bias with regard to the event;
- applying a set of rules to the filtered responses to generate values for the macro factors;
- populating the macro factor nodes in the graph data storage structure with the data values for the corresponding macro factors to generate scenarios for the outcome nodes;
- and
- providing for display a user interface including visual elements indicating the scenarios and a distribution of responses.
Dependencies are inferred from the claim text.