The patent badge is an abbreviated version of the USPTO patent document. The patent badge does contain a link to the full patent document.
The patent badge is an abbreviated version of the USPTO patent document. The patent badge covers the following: Patent number, Date patent was issued, Date patent was filed, Title of the patent, Applicant, Inventor, Assignee, Attorney firm, Primary examiner, Assistant examiner, CPCs, and Abstract. The patent badge does contain a link to the full patent document (in Adobe Acrobat format, aka pdf). To download or print any patent click here.
Patent No.:
Date of Patent:
Jul. 12, 2022
Filed:
Jul. 26, 2019
International Business Machines Corporation, Armonk, NY (US);
Yada Zhu, Irvington, NY (US);
Giovanni Mariani, Amsterdam, NL;
Kumar Bhaskaran, Englewood Cliffs, NJ (US);
Rong N. Chang, Pleasantville, NY (US);
International Business Machines Corporation, Armonk, NY (US);
Abstract
A deep-learning neural network can be trained to model a probability distribution of the asset-price trends for a future time period using a training data set, which can include asset-price trends of a plurality of assets over a past time period and a latent vector sampled from a prior distribution associated with the asset-price trends of a plurality of assets. The training data set can represent a time series data. A portfolio optimization can be executed on the modeled probability distribution to estimate expected risks and returns for different portfolio diversification options.