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. 10, 2012
Filed:
Feb. 20, 2004
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);
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);
General Electric Company, Nishayuna, 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; committing the initial population of solutions to an initial population archive; performing a multi-objective process, based on the initial population archive and on multiple competing objectives, to generate an efficient frontier, the multi-objective process including a evolutionary algorithm process, the evolutionary algorithm process utilizing a dominance filter, the efficient frontier being used in investment decisioning.