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. 08, 2009
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 sequentially comprising: generating a non-dominated solution set in a space; applying a first set of user-specified constraints to reduce the solutions in the non-dominated solution set to a solution subset; and executing a series of local tradeoffs on the solution subset to result in a resulting solution subset, the local tradeoffs being performed in a lower dimension performance space as compared to the space, and the solution subset being used in investment decisioning.