NON-INTRUSIVELY ADAPTING EXISTING PORTFOLIO OPTIMIZER FOR VALUATED DEPENDENCIES
    1.
    发明申请
    NON-INTRUSIVELY ADAPTING EXISTING PORTFOLIO OPTIMIZER FOR VALUATED DEPENDENCIES 有权
    非侵入式适应现有组合优化者评估依据

    公开(公告)号:US20120311549A1

    公开(公告)日:2012-12-06

    申请号:US13153030

    申请日:2011-06-03

    CPC classification number: 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.

    Abstract translation: 适应现有投资组合优化器来支持一个或多个估值依赖关系而不修改现有投资组合优化器,可以包括基于所述一个或多个估值依赖来翻译投资组合中的一个或多个原始元素和相关联的依赖关系进行优化; 使用已翻译的一个或多个原始元素和相关依赖关系调用现有的投资组合优化器; 以及如果所述优化结果包含翻译的一个或多个原始元素,则将优化结果转换成根据所述一个或多个原始元素表征的解决方案。

    FAST AND ACCURATE METHOD FOR ESTIMATING PORTFOLIO CVaR RISK
    2.
    发明申请
    FAST AND ACCURATE METHOD FOR ESTIMATING PORTFOLIO CVaR RISK 失效
    用于估计组合CVaR风险的快速和准确的方法

    公开(公告)号:US20120185406A1

    公开(公告)日:2012-07-19

    申请号:US13008123

    申请日:2011-01-18

    CPC classification number: G06Q40/06

    Abstract: A method, system and computer program product for measuring a risk of an asset portfolio. The system estimates a β-level CVaR (Conditional Value-at-Risk) of the asset portfolio by modeling interdependencies between assets in the asset portfolio. The modeling is based on Gaussian copula model.

    Abstract translation: 一种衡量资产组合风险的方法,系统和计算机程序产品。 该系统通过建模资产组合中的资产之间的相互依赖关系来估计资产组合中的一个“等级”CVaR(有条件的风险价值)。 该模型基于高斯Copula模型。

    METHOD AND SYSTEM FOR ESTIMATING RISK IN THE FINANCIAL METRICS OF A BUSINESS CASE
    3.
    发明申请
    METHOD AND SYSTEM FOR ESTIMATING RISK IN THE FINANCIAL METRICS OF A BUSINESS CASE 失效
    用于估计业务资产的财务风险的方法和系统

    公开(公告)号:US20110270647A1

    公开(公告)日:2011-11-03

    申请号:US12771188

    申请日:2010-04-30

    CPC classification number: G06Q10/0635 G06Q40/08

    Abstract: The system and method of the present disclosure allow the user to enumerate a set of risk factors for each financial metric time-profile projection, and respond to a set of questions that is linear in the number of risk factors. In one embodiment, the risk elicitation on each risk factor uses user input of likelihood of risk and impact and/or severity. On each of the risk factors for any given nominal, financial projection estimate, the inputs are systematically converted into a net impact distribution for that nominal, financial estimate.

    Abstract translation: 本公开的系统和方法允许用户对每个财务度量时间轮廓投影的一组风险因素进行枚举,并且响应一组在危险因素数量上是线性的问题。 在一个实施例中,对每个风险因素的风险引发使用用户输入风险和影响和/或严重性的可能性。 对于任何给定的名义财务预测估计的每个风险因素,投入物系统地转换为该名义财务估计的净影响分配。

    Wireless routing systems and methods
    4.
    发明授权
    Wireless routing systems and methods 有权
    无线路由系统和方法

    公开(公告)号:US07826373B2

    公开(公告)日:2010-11-02

    申请号:US10905971

    申请日:2005-01-28

    CPC classification number: H04W40/248 H04L45/028 H04L45/124

    Abstract: Wireless communications methods and systems. Metrics for measuring performance of a wireless system are generated and compared to metrics generated with an idealized simulation of the system. If the actual system performance falls below a predetermined level, the system may be reconfigured to improve performance using a centralized or decentralized method for such configuration.

    Abstract translation: 无线通信方法和系统。 生成用于测量无线系统性能的指标,并将其与通过系统的理想化仿真生成的度量进行比较。 如果实际的系统性能低于预定水平,则可以使用用于这种配置的集中式或分散式方法来重新配置系统以改善性能。

    Method and system for estimating risk in the financial metrics of a business case
    5.
    发明授权
    Method and system for estimating risk in the financial metrics of a business case 失效
    在商业案例的财务指标中估算风险的方法和系统

    公开(公告)号:US08515800B2

    公开(公告)日:2013-08-20

    申请号:US12771188

    申请日:2010-04-30

    CPC classification number: G06Q10/0635 G06Q40/08

    Abstract: The system and method of the present disclosure allow the user to enumerate a set of risk factors for each financial metric time-profile projection, and respond to a set of questions that is linear in the number of risk factors. In one embodiment, the risk elicitation on each risk factor uses user input of likelihood of risk and impact and/or severity. On each of the risk factors for any given nominal, financial projection estimate, the inputs are systematically converted into a net impact distribution for that nominal, financial estimate.

    Abstract translation: 本公开的系统和方法允许用户对每个财务度量时间轮廓投影的一组风险因素进行枚举,并且响应一组在危险因素数量上是线性的问题。 在一个实施例中,对每个风险因素的风险引发使用用户输入风险和影响和/或严重性的可能性。 对于任何给定的名义财务预测估计的每个风险因素,投入物系统地转换为该名义财务估计的净影响分配。

    Fast and accurate method for estimating portfolio CVaR risk
    6.
    发明授权
    Fast and accurate method for estimating portfolio CVaR risk 失效
    用于估计投资组合CVaR风险的快速准确的方法

    公开(公告)号:US08355976B2

    公开(公告)日:2013-01-15

    申请号:US13008123

    申请日:2011-01-18

    CPC classification number: G06Q40/06

    Abstract: A method, system and computer program product for measuring a risk of an asset portfolio. The system estimates a β-level CVaR (Conditional Value-at-Risk) of the asset portfolio by modeling interdependencies between assets in the asset portfolio. The modeling is based on Gaussian copula model.

    Abstract translation: 一种衡量资产组合风险的方法,系统和计算机程序产品。 该系统通过建模资产组合中的资产之间的相互依赖关系来估计资产组合中的一个“等级”CVaR(有条件的风险价值)。 该模型基于高斯Copula模型。

    Risk management in energy services
    9.
    发明申请
    Risk management in energy services 审中-公开
    能源服务风险管理

    公开(公告)号:US20070288403A1

    公开(公告)日:2007-12-13

    申请号:US11452488

    申请日:2006-06-13

    CPC classification number: G06Q40/06 G06Q50/06 Y04S50/16

    Abstract: A computer implemented method for risk management in energy services. A plurality of cost components and a set of interrelationships among the plurality of cost components can be compiled. Thereafter, the plurality of cost components and set interrelationships among the plurality of cost components can be provided to a large scale linear module. The cost components and interrelationships among the cost components can be processed utilizing the large scale linear module in order to provide data indicative of one or more optimal decisions for establishing a baseline for contracting dialogues between a consumer and a utility company in favor of the consumer.

    Abstract translation: 一种计算机实现能源服务风险管理的方法。 可以编译多个成本部件和多个成本部件之间的一组相互关系。 此后,可以将多个成本部件和多个成本部件之间的设定相互关系提供给大规模线性模块。 可以利用大规模线性模块来处理成本部件中的成本部件和相互关系,以便提供指示一个或多个最佳决定的数据,以建立用于消费者和公用事业公司之间有利于消费者的对话的基准。

    Controller for a life support system
    10.
    发明申请
    Controller for a life support system 审中-公开
    控制器为生命支持系统

    公开(公告)号:US20060278753A1

    公开(公告)日:2006-12-14

    申请号:US11148526

    申请日:2005-06-08

    CPC classification number: B64D10/00

    Abstract: A system for a variable configuration CO2 removal within an air recovery framework. The system may include description and model development. There may be time modeling that incorporates inter-mode switching time and intra-mode dynamics time. The intra-mode dynamics time may have a mode time interval divided into finite elements and the finite elements may each have collocation points. There may be nonlinear model predictive control with objective function development and tuning. Statistical verification of controller safety performance may be included.

    Abstract translation: 在空气回收框架内用于可变配置CO 2取出的系统。 该系统可以包括描述和模型开发。 可能存在时间模拟,其中包含模式间切换时间和模式内动态时间。 模式内动态时间可以具有被分为有限元的模式时间间隔,并且有限元可以各自具有并置点。 可能存在目标函数开发和调优的非线性模型预测控制。 可能包括控制器安全性能的统计验证。

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