发明名称 |
Systems and methods for multi-objective portfolio analysis and decision-making using visualization techniques |
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 sequentially comprising: generating a non-dominated solution set in a space; applying a first set of user-specified constraints to reduce the solutions in the non-dominated solution set to a solution subset; and executing a series of local tradeoffs on the solution subset to result in a resulting solution subset, the local tradeoffs being performed in a lower dimension performance space as compared to the space, and the solution subset being used in investment decisioning.
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申请公布号 |
US2005187847(A1) |
申请公布日期 |
2005.08.25 |
申请号 |
US20040781871 |
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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地址 |
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