Invention Grant
US08484119B2 System and method for visualization of results of multi-criteria financial optimizations 有权
用于可视化多标准财务优化结果的系统和方法

System and method for visualization of results of multi-criteria financial optimizations
Abstract:
Described is a system including a memory arrangement and a processor for graphically representing in a space data representing at least one portfolio. The memory arrangement stores a Multi-Criteria Financial Optimization (“MCFO”). The processor solves the MCFO to generate data corresponding to a set of portfolios. The processor selects vertex points corresponding to a set of components of the portfolios. The processor defines coordinates of the vertices on a chart and plots the vertices as points on the chart. The processor defining a projection vector-function using coordinates of the vertices and selecting a subset of the portfolios on the chart. The processor computing coordinates for the portfolios in the subset using the projection vector-function and a weighting corresponding to the portfolios. The processor plotting points corresponding to the portfolios in the subset on the chart using the computed coordinates.
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