An improved resource allocation system comprising a reliability decision engine (323), which allocates the portfolio's assets as required for the desired reliability portfolio. The reliability decision engine including two reliability decision engines, a basic reliability decision engine (325) and a robust reliability decision engine (327). The use of robust optimization makes it possible to determine the sensitivity of the optimized portfolio. Scenarios can be specified directly by the user or automatically generated by the system in response to a selection by the user. Inputs (329, 331) are applied to basic the basic reliability decision engine (325) and inputs (311) are applied to robust reliability decision engine (327).
申请公布号
WO2004114095(A2)
申请公布日期
2004.12.29
申请号
WO2004US19860
申请日期
2004.06.18
申请人
STRATEGIC CAPITAL NETWORK LLC;HUNTER, BRIAN, L.;KULKARNI, ASHISH;KACHANI, SOULAYMANE