Data processing: artificial intelligence – Machine learning
Reexamination Certificate
2011-04-19
2011-04-19
Holmes, Michael B. (Department: 2129)
Data processing: artificial intelligence
Machine learning
C706S019000, C706S062000
Reexamination Certificate
active
07930258
ABSTRACT:
Provided is a system which supports a user's behavior by generating a behavioral decision function indicating behavior to be adopted to a certain target. The system includes: a data acquiring section which acquires a cost caused as a result of adopting each of a plurality of behaviors to a target as training data for generating the behavioral decision function, the plurality of behaviors having already been adopted to the target; and a function generator which generates, based on the training data, the behavioral decision function to minimize the expected shortfall of a cost to be obtained as a result of adopting the behavior to the target.
REFERENCES:
Haberman et al., S., “Optimal Investment Strategies and Risk Measures in Defined Contribution Pension Schemes”, International Centre for Economic Research, Feb. 2002.
Ermoliev, Y., “Stochastic Quasigradient Method and Their Application in Systems Optimization”, International Institute for Applied Systems Analysis, Jan. 1991.
Blake et al., D., “Pension metrics: stochastic pension plan design and value-at-risk during the accumulation phase”, Insurance: Mathematics and Economics 29, p. 187-215, 2001.
Haberman, S., “Stochastic investment returns and contribution rate risk in a defined benefit pension scheme”, Insurance: Mathematics and Economics 19, p. 127-139, 1997.
Bogentoft et al., E., “Asset/Liability Management for Pension Funds Using CVaR Constraints”, Research Report #2001-10, Sep. 21, 2001.
Siegmann, A., “Optimal Financial Decision Making under Loss Averse Preferences”, pp. 1-134, Jul. 18, 2002.
Chen et al., X., “Risk Averse Inventory Management”, pp. 1-32, Feb. 22, 2004.
Elkan, “The Foundations of Cost-Sensitive Learning”, Proc. Of 17th Inter. Joint Conference on Artificial Intelligence, pp. 1-6, 2001.
Geibel et al., “Perceptron and SVM Learning With Generalized Cost Models”, Feb. 13, 2004, pp. 1-29.
Rockafellar et al., “Optimization of Conditional Value-At-Risk”, Sep. 5, 1999, pp. 1-26.
Gibb I.P. Law Firm LLC
Holmes Michael B.
International Business Machines - Corporation
Kennedy Adrian L
LandOfFree
System for supporting user's behavior does not yet have a rating. At this time, there are no reviews or comments for this patent.
If you have personal experience with System for supporting user's behavior, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and System for supporting user's behavior will most certainly appreciate the feedback.
Profile ID: LFUS-PAI-O-2712097