Data processing: financial – business practice – management – or co – Automated electrical financial or business practice or... – Finance
Reexamination Certificate
2003-03-19
2009-12-29
Havan, Thu-Thao (Department: 3695)
Data processing: financial, business practice, management, or co
Automated electrical financial or business practice or...
Finance
Reexamination Certificate
active
07640201
ABSTRACT:
The invention provides systems and methods for determining the allocation of securities in a portfolio. The method includes providing a collection of securities in a portfolio, each security being associated with associated attributes; providing risk factor data related to the portfolio; pooling the securities into a plurality of security clusters based on the attributes associated with each security and the risk factor data, each security being assigned to an security cluster, the pooling being performed using multivariate decision tree processing; processing the security clusters using a nonlinear programming optimizer to generate optimization results; and presenting the optimization results in a risk-return space for determination of a security allocation.
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Back, Thomas, Evolutionary Algorithms i
Chakraborty Anindya
Chalermkraivuth Kete Charles
Clark Michael Craig
Messmer Richard Paul
Amus Scott J.
General Electric Company
Hammond III Thomas M
Havan Thu-Thao
LandOfFree
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