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:
Jun. 02, 2009
Filed:
Feb. 20, 2004
Kete Charles Chalermkraivuth, Niskayuna, NY (US);
Srinivas Bollapragada, Niskayuna, NY (US);
Piero Patrone Bonissone, Schenectady, NY (US);
Michael Craig Clark, Glen Ellyn, IL (US);
Neil Holger White Eklund, Clifton Park, NY (US);
Naresh Sundaram Iyer, Clifton Park, NY (US);
Rajesh Venkat Subbu, Clifton Park, NY (US);
Kete Charles Chalermkraivuth, Niskayuna, NY (US);
Srinivas Bollapragada, Niskayuna, NY (US);
Piero Patrone Bonissone, Schenectady, NY (US);
Michael Craig Clark, Glen Ellyn, IL (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: 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.