Strategy independent optimization of multi objective functions

Details Strategy independent optimization of multi objective functions Strategy independent optimization of multi objective functions

2008-07-01

2008-07-01

Dass, Harish T. (Department: 3692)

Data processing: financial, business practice, management, or co

Automated electrical financial or business practice or...

Finance

C705S026640, C706S016000

Reexamination Certificate

active

07395235

ABSTRACT:
A method for strategy independent optimization of a multi-objective function of a portfolio containing at least one investment is disclosed. The method involves the use of genetic algorithms to arrive at function optimization. A suite of strategies is provided enabling the user to select a strategy and optimize a function. Real world data is drawn from exchanges and is utilized for replication. The invention also discloses a novel combination of apparatus for carrying out the method of invention, typically, using parallel processing.

REFERENCES:
patent: 5822741 (1998-10-01), Fischthal
patent: 2001/0034663 (2001-10-01), Teveler et al.
patent: 2002/0091605 (2002-07-01), Labe et al.
http://web.archive.org/web/19991013233738/wardsystem.com/genehunt4.htm and http://web.archive.org/web/20000526233039/wardsystems.com/genehunt2.htm.
http://web.archive.org/web/20010421012708
euroshell.com/products.asp?task=features&id=8, http://web.archive.org/web/20010423060159
euroshell.com/products.asp?task=examples&id=7 and http://web.archive.org/web/20010428164113
euroshell.com/products.asp?task=features&id=11.
Kassicieh et al., “Investment decisions using genetic algorithms”, Jan. 7-10, 1997, System Science, 1997, Proceedings of the Thirtieth Hwaii International Conference on, pp. 484-490 vol. 5.

Affiliated with

Also associated with

Rating

Strategy independent optimization of multi objective functions does not yet have a rating. At this time, there are no reviews or comments for this patent.

If you have personal experience with Strategy independent optimization of multi objective functions, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Strategy independent optimization of multi objective functions will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFUS-PAI-O-2743861