System and method of solving optimization problems using...

Data processing: financial – business practice – management – or co – Automated electrical financial or business practice or... – Finance

Reexamination Certificate

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C705S038000, C705S03600T, C705S035000, C705S005000

Reexamination Certificate

active

07424451

ABSTRACT:
A system, computer code, and method are disclosed for solving optimization problems using prestored data groups pertaining to a plurality of anticipated optimization problems, whereby optimization problems can be solved much faster with fewer iterations. The method may comprise storing a plurality of data groups each associated with one of a plurality of anticipated optimization problems, each of the data groups including optimal solutions to a corresponding anticipated optimization problem; and solving the current optimization problem using the stored data groups.

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Hedging the exchange rate risk in international portfolio diversification; Currency forwards versus currency options Raimond Maurer, Shohreh Valiani. Managerial Finance. Patrington: 2007. vol. 33, Iss. 9; p. 667.

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