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:
Dec. 23, 2008
Filed:
Feb. 20, 2004
Piero Patrone Bonissone, Schenectady, NY (US);
Srinivas Bollapragada, Niskayuna, NY (US);
Kete Charles Chalermkraivuth, Niskayuna, NY (US);
Neil Holger White Eklund, Clifton Park, NY (US);
Naresh Sundaram Iyer, Clifton Park, NY (US);
Rajesh Venkat Subbu, Clifton Park, NY (US);
Piero Patrone Bonissone, Schenectady, NY (US);
Srinivas Bollapragada, Niskayuna, NY (US);
Kete Charles Chalermkraivuth, Niskayuna, NY (US);
Neil Holger White Eklund, Clifton Park, NY (US);
Naresh Sundaram Iyer, Clifton Park, NY (US);
Rajesh Venkat Subbu, Clifton Park, NY (US);
General Electric Company, Niskayuna, NY (US);
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: performing a first multi-objective optimization process, based on competing objectives, to generate an efficient frontier of possible solutions; observing the generated efficient frontier; based on the observing, identifying an area of the efficient frontier in which there is a gap; and effecting a gap filling process by which the efficient frontier is supplemented in the area of the gap, the efficient frontier being used in investment decisioning.