Invention Application
- Patent Title: NON-INTRUSIVELY ADAPTING EXISTING PORTFOLIO OPTIMIZER FOR VALUATED DEPENDENCIES
- Patent Title (中): 非侵入式适应现有组合优化者评估依据
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Application No.: US13153030Application Date: 2011-06-03
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Publication No.: US20120311549A1Publication Date: 2012-12-06
- 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
- Main IPC: G06F9/45
- IPC: G06F9/45
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
- US08832673B2 Non-intrusively adapting existing portfolio optimizer for valuated dependencies Public/Granted day:2014-09-09
Information query
