Invention Grant
US08832673B2 Non-intrusively adapting existing portfolio optimizer for valuated dependencies
有权
非侵入性地适应现有的投资组合优化器，用于评估依赖关系
- Patent Title: Non-intrusively adapting existing portfolio optimizer for valuated dependencies
- Patent Title (中): 非侵入性地适应现有的投资组合优化器，用于评估依赖关系
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Application No.: US13153030Application Date: 2011-06-03
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Publication No.: US08832673B2Publication Date: 2014-09-09
- Inventor: Ying Liu , Fan Jing Meng , Dharmashankar Subramanian , Clay E. Williams , Shun Xiang Yang , Xin Zhou
- Applicant: Ying Liu , Fan Jing Meng , Dharmashankar Subramanian , Clay E. Williams , Shun Xiang Yang , Xin Zhou
- Applicant Address: US NY Armonk
- Assignee: International Business Machines Corporation
- Current Assignee: International Business Machines Corporation
- Current Assignee Address: US NY Armonk
- Agency: Scully, Scott, Murphy & Presser, P.C.
- Agent Louis J. Percello, Esq.
- Main IPC: G06F9/45
- IPC: G06F9/45 ; G06Q40/06
Abstract:
Adapting an existing portfolio optimizer to support one or more valuated dependencies without modifying the existing portfolio optimizer, may include translating one or more original elements and associated dependencies in a portfolio to be optimized based on said one or more valuated dependencies; invoking the existing portfolio optimizer with the translated one or more original elements and associated dependencies; and translating optimization results, if said optimization results contain translated one or more original elements, into a solution characterized in terms of said one or more original elements.
Public/Granted literature
- US20120311549A1 NON-INTRUSIVELY ADAPTING EXISTING PORTFOLIO OPTIMIZER FOR VALUATED DEPENDENCIES Public/Granted day:2012-12-06
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