发明名称 |
Financial risk cover analysis, modeling control and monitoring system |
摘要 |
An automatic Financial Risk Cover configuration which receives returns behaviors connecting statistical behavior of each potential allocation of a submanager to a resultant statistical behavior of a Financial Risk Cover associated with a client portfolio, creates a total set of Financial Risk Cover configurations using genetic optimization processes to produce unpredictable variations of configurations, simulates and models each configuration in the total set against a set of potential or expected transient market events representative of a plurality of combinations of transient events, removes from the total set each configuration which fails to meet performance objectives during the modelling from the total set of configurations; and outputs each remaining configuration in the total set, wherein each configuration represents a plurality of investment instruments, each investment instrument being associated with an initial cash position.
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申请公布号 |
US8326729(B2) |
申请公布日期 |
2012.12.04 |
申请号 |
US201213532123 |
申请日期 |
2012.06.25 |
申请人 |
BARSADE JONATHAN;CONLON JOHN A.;GUTTIEREZ THEODORE J.;MEINHARDT MEL J.;BASTGONE, LLC |
发明人 |
BARSADE JONATHAN;CONLON JOHN A.;GUTTIEREZ THEODORE J.;MEINHARDT MEL J. |
分类号 |
G06Q40/00 |
主分类号 |
G06Q40/00 |
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代理人 |
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地址 |
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