METHOD AND APPARATUS FOR CREATING CONSISTENT RISK FORECASTS AND FOR AGGREGATING FACTOR MODELS
Patent №
US 7,324,978
Granted
2008-01-29
Filed 2004
Owner
BARRA, INC.
Lab
—
AI components
5
ml · kr · planning · evo · hardware
Assignment
Recorded
Dataset
AIPD
2023_r1 edition
Application
10480020
An invention forcing an aggregate risk model to be consistent with standalone models is provided. A revising transformation parameterized over and an objective function minimized over, the orthogonal group are provided, least changing cross blocks of covariance matrices, preserving information in original cross block correlations, consistent with a prescribed revised sub-block.
Machine learningKnowledge representationPlanningEvolutionary computationAI hardwareG06Q 40/06G06Q 40/03G06Q 40/08
AI classification
Planning1.00
AI hardware0.99
Machine learning0.98
Evolutionary computation0.98
Knowledge representation0.84
Vision0.05
Natural language0.00
Speech0.00
Ownership
BARRA, INC.
assignment · 154880399
Assignors
GOLDBERG, LISA ROBIN, KERCHEVAL, ALEC, MILLER, GUY
On an employer assignment, the assignors are typically the inventors.