发明名称 |
Strategy independent optimization of multi objective functions |
摘要 |
A method for strategy independent optimization of a multi-objective function of a portfolio containing at least one investment is disclosed. The method involves the use of genetic algorithms to arrive at function optimization. A suite of strategies is provided enabling the user to select a strategy and optimize a function. Real world data is drawn from exchanges and is utilized for replication. The invention also discloses a novel combination of apparatus for carrying out the method of invention, typically, using parallel processing.
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申请公布号 |
US7395235(B2) |
申请公布日期 |
2008.07.01 |
申请号 |
US20020196960 |
申请日期 |
2002.07.17 |
申请人 |
CENTRE FOR DEVELOPMENT OF ADVANCED COMPUTING |
发明人 |
DHURANDHAR MEDHA;PAWAR KOUSTUBH |
分类号 |
G06Q40/00 |
主分类号 |
G06Q40/00 |
代理机构 |
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代理人 |
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主权项 |
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地址 |
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