Data processing: financial – business practice – management – or co – Automated electrical financial or business practice or... – Finance
Reexamination Certificate
2004-02-20
2009-06-02
Cheung, Mary (Department: 3694)
Data processing: financial, business practice, management, or co
Automated electrical financial or business practice or...
Finance
C705S007380, C705S014270, C705S03600T, C708S130000, C708S131000, C708S132000, C708S134000, C434S107000, C434S108000, C434S191000, C434S211000
Reexamination Certificate
active
07542932
ABSTRACT:
The systems and methods of the invention are directed to portfolio optimization and related techniques. For example, the invention provides a method for multi-objective portfolio optimization for use in investment decisions based on competing objectives and a plurality of constraints constituting a portfolio problem, the method comprising: generating an initial population of solutions of portfolio allocations; performing a first multi-objective process, based on the initial population and the competing objectives, to generate a first interim efficient frontier; performing a second multi-objective process, based on the initial population and the competing objectives, to generate a second interim efficient frontier; and fusing the first interim efficient frontier with the second interim efficient frontier to create an augmented efficient frontier for use in investment decisioning.
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Bollapragada Srinivas
Bonissone Piero Patrone
Chalermkraivuth Kete Charles
Clark Michael Craig
Eklund Neil Holger White
Asmus Scott J.
Cheung Mary
Fertig Brian
General Electric Company
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