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

10196960

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
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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.

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