Invention Grant
- Patent Title: Risk adaptive asset management
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Application No.: US17546564Application Date: 2021-12-09
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Publication No.: US11887193B2Publication Date: 2024-01-30
- Inventor: Tetsuro Morimura
- Applicant: INTERNATIONAL BUSINESS MACHINES CORPORATION
- Applicant Address: US NY Armonk
- Assignee: INTERNATIONAL BUSINESS MACHINES CORPORATION
- Current Assignee: INTERNATIONAL BUSINESS MACHINES CORPORATION
- Current Assignee Address: US NY Armonk
- Agency: Tutunjian & Bitetto, P.C.
- Agent Robert Richard Aragona
- Main IPC: G06Q40/06
- IPC: G06Q40/06 ; G06Q10/0833 ; G06N20/00

Abstract:
A computer-implemented method is provided for determining an action with respect to a given portfolio of items for supply chain management. The method includes acquiring, by a hardware processor, a feature vector for supply chain delivery trends, the given portfolio, and a current investment amount. The method further includes determining, by the hardware processor, whether a current supply chain delivery situation is normal or abnormal based on the feature vector. The method also includes performing a risk-avoidance action to reduce the current investment amount and avoid potential supply chain delivery losses, responsive to a determination that the current supply chain delivery situation is abnormal. The method additionally includes performing a risk adaptive action to increase the current investment amount and incur potential supply chain delivery gains by using a distributional reinforcement learning process, responsive to a determination that the current supply chain delivery situation is normal.
Public/Granted literature
- US20230186394A1 RISK ADAPTIVE ASSET MANAGEMENT Public/Granted day:2023-06-15
Information query