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:
Feb. 28, 2012
Filed:
Feb. 20, 2004
Srinivas Bollapragada, Niskayuna, NY (US);
Piero Patrone Bonissone, Schenectady, 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);
Srinivas Bollapragada, Niskayuna, NY (US);
Piero Patrone Bonissone, Schenectady, 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: generating an initial population of solutions of portfolio allocations, the generating the initial population of solutions of portfolio allocations including systematically generating the initial population of solutions to substantially cover the space defined by the competing objectives and the plurality of constraints; and generating an efficient frontier in the space based on the initial population, the efficient frontier for use in investment decisioning.