发明名称 |
Systems and methods for efficient frontier supplementation in multi-objective portfolio analysis |
摘要 |
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: performing a first multi-objective optimization process, based on competing objectives, to generate an efficient frontier of possible solutions; observing the generated efficient frontier; based on the observing, identifying an area of the efficient frontier in which there is a gap; and effecting a gap filling process by which the efficient frontier is supplemented in the area of the gap, the efficient frontier being used in investment decisioning.
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申请公布号 |
US2005187848(A1) |
申请公布日期 |
2005.08.25 |
申请号 |
US20040781897 |
申请日期 |
2004.02.20 |
申请人 |
BONISSONE PIERO P.;BOLLAPRAGADA SRINIVAS;CHALERMKRAIVUTH KETE C.;EKLUND NEIL H.W.;IYER NARESH S.;SUBBU RAJESH V. |
发明人 |
BONISSONE PIERO P.;BOLLAPRAGADA SRINIVAS;CHALERMKRAIVUTH KETE C.;EKLUND NEIL H.W.;IYER NARESH S.;SUBBU RAJESH V. |
分类号 |
G06Q40/00;(IPC1-7):G06F17/60 |
主分类号 |
G06Q40/00 |
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