SYSTEMS AND METHODS FOR MULTI-OBJECTIVE PORTFOLIO ANALYSIS USING PARETO SORTING EVOLUTIONARY ALGORITHMS

Patent №

US 8,219,477

Granted

2012-07-10

Filed 2004

Owner

GENERAL ELECTRIC COMPANY

Lab

—

AI components

ml · kr · planning · evo · hardware

Assignment

Recorded

Dataset

AIPD

2023_r1 edition

Application

10781805

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: generating an initial population of solutions of portfolio allocations; committing the initial population of solutions to an initial population archive; performing a multi-objective process, based on the initial population archive and on multiple competing objectives, to generate an efficient frontier, the multi-objective process including a evolutionary algorithm process, the evolutionary algorithm process utilizing a dominance filter, the efficient frontier being used in investment decisioning.

Machine learning Knowledge representation Planning Evolutionary computation AI hardwareG06Q 40/06

Google Patents

AI classification

Planning1.00

Machine learning1.00

Evolutionary computation1.00

Knowledge representation1.00

AI hardware0.82

Vision0.00

Natural language0.00

Speech0.00

Ownership

GENERAL ELECTRIC COMPANY

assignment · 156790161

Assignors

SUBBU, RAJESH VENKAT, BOLLAPRAGADA, SRINIVAS, BONISSONE, PIERO PATRONE, CHALERMKRAIVUTH, KETE CHARLES, EKLUND, NEIL HOLGER WHITE, IYER, NARESH SUNDARAM

On an employer assignment, the assignors are typically the inventors.

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Cites (60)

MULTI-CRITERIAL DECISION MAKING SYSTEM AND METHODUS 7,155,423 · 2006 TRADE ALLOCATIONUS 7,089,206 · 2006 BLADE SHAPE DESIGNING METHOD, PROGRAM THEREOF AND INFORMATION MEDIUM HAVING THE PROGRAM RECORDED THEREONUS 7,047,167 · 2006 SYSTEM FOR MULTI-CRITERIAL DECISION MAKINGUS 6,771,293 · 2004 COMPENSATION DATA PREDICTIONUS 6,735,571 · 2004 LEASE TERMINATION METHODUS 6,735,573 · 2004 APPARATUS AND METHOD FOR EXPOSING, EVALUATING AND RE-BALANCING RISK FOR DECISION-MAKING IN FINANCIAL PLANNINGUS 6,684,190 · 2004 ECONOMIC SECURITY PLANNING METHOD AND SYSTEMUS 6,611,807 · 2003 METHOD AND APPARATUS FOR ENABLING INDIVIDUAL OR SMALLER INVESTORS OR OTHERS TO CREATE AND MANAGE A PORTFOLIO OF SECURITIES OR OTHER ASSETS OR LIABILITIES ON A COST EFFECTIVE BASISUS 6,601,044 · 2003 SYSTEM, METHOD, AND COMPUTER PROGRAM PRODUCT FOR PROVIDING FINANCIAL PROTECTION OF EQUITY INVESTMENTSUS 6,470,321 · 2002 METHOD OF PROVIDING MEANS TO PAY FOR TOTAL FUTURE EDUCATIONAL EXPENSES TO ATTEND AN INSTITUTION OF HIGHER LEARNINGUS 6,424,952 · 2002 SYSTEM AND METHOD FOR DATA COLLECTION, EVALUATION, INFORMATION GENERATION, AND PRESENTATIONUS 6,405,179 · 2002 COMPUTER METHOD AND APPARATUS FOR OPTIMIZING PORTFOLIOS OF MULTIPLE PARTICIPANTSUS 6,393,409 · 2002 MITIGATING THE EFFECTS OF OBJECT APPROXIMATIONSUS 6,373,485 · 2002 METHOD AND SYSTEM FOR TRAINING DYNAMIC NONLINEAR ADAPTIVE FILTERS WHICH HAVE EMBEDDED MEMORYUS 6,351,740 · 2002 INVESTMENT FUND MANAGEMENT METHOD AND SYSTEMUS 6,336,102 · 2002 RAPID METHOD OF ANALYSIS FOR CORRELATION OF ASSET RETURN TO FUTURE FINANCIAL LIABILITIESUS 6,336,103 · 2002 STATISTICAL SIMULATION METHOD AND CORRESPONDING SIMULATION SYSTEM RESPONSIVE TO A STORING MEDIUM IN WHICH STATISTICAL SIMULATION PROGRAM IS RECORDEDUS 6,289,296 · 2001 Method and apparatus for dynamic optimizationUS 6,289,508 · 2001 COMPUTER SYSTEM AND METHODS FOR ALLOCATION OF THE RETURNS OF A PORTFOLIO AMONG A PLURALITY OF INVESTORS WITH DIFFERENT RISK TOLERANCE LEVELS AND ALLOCATION OF RETURNS FROM AN EFFICIENT PORTFOLIOUS 6,282,520 · 2001 METHOD, SYSTEM, AND COMPUTER PROGRAM PRODUCT FOR VISUALIZING A DECISION-TREE CLASSIFIERUS 6,278,464 · 2001 INVESTMENT PORTFOLIO SELECTION SYSTEM AND METHODUS 6,275,814 · 2001 SYSTEM AND METHOD FOR OPTIMIZING INVESTMENT LOCATIONUS 6,240,399 · 2001 CROSSING NETWORK UTILIZING SATISFACTION DENSITY PROFILEUS 6,098,051 · 2000 GRAPHICAL COMPUTER SYSTEM AND METHOD FOR FINANCIAL ESTIMATING AND PROJECT MANAGEMENTUS 6,092,050 · 2000

and 35 more

Cited by (4)

AUTONOMIC CLOUD TO EDGE COMPUTE ALLOCATION IN TRADE TRANSACTIONSUS 11,517,825 · 2022 Financial Instrument Analysis and ForecastUS 10,242,407 · 2019 MULTI-OBJECTIVE ENGINEERING DESIGN OPTIMIZATION USING SEQUENTIAL ADAPTIVE SAMPLING IN THE PARETO OPTIMAL REGIONUS 8,898,042 · 2014 PLATFORM FOR CUSTOMIZING A DERIVATIVE PORTFOLIO TRADING STRATEGYUS 8,285,627 · 2012

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