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17 条记录 (耗时 0.034 秒)

    Methods and systems for analytical-based multifactor Multiobjective portfolio risk optimization
    1.
    发明授权
    Methods and systems for analytical-based multifactor Multiobjective portfolio risk optimization 有权
    基于分析的多因素多目标投资组合风险优化的方法和系统

    公开(公告)号：US07640201B2

    公开(公告)日：2009-12-29

    申请号：US10390710

    申请日：2003-03-19

    申请人： Kete Charles Chalermkraivuth ,  Anindya Chakraborty ,  Michael Craig Clark ,  Richard Paul Messmer

    发明人： Kete Charles Chalermkraivuth ,  Anindya Chakraborty ,  Michael Craig Clark ,  Richard Paul Messmer

    IPC分类号： G06Q99/00

    CPC分类号： G06Q40/06

    摘要： The invention provides systems and methods for determining the allocation of securities in a portfolio. The method includes providing a collection of securities in a portfolio, each security being associated with associated attributes; providing risk factor data related to the portfolio; pooling the securities into a plurality of security clusters based on the attributes associated with each security and the risk factor data, each security being assigned to an security cluster, the pooling being performed using multivariate decision tree processing; processing the security clusters using a nonlinear programming optimizer to generate optimization results; and presenting the optimization results in a risk-return space for determination of a security allocation.

    摘要翻译： 本发明提供用于确定投资组合中证券分配的系统和方法。 该方法包括在投资组合中提供证券集合，每个证券与相关联的属性相关联; 提供与投资组合相关的风险因素数据; 基于与每个安全性相关联的属性和风险因子数据将证券集中到多个安全集群中，每个安全性被分配给安全集群，所述集合使用多变量决策树处理来执行; 使用非线性编程优化器处理安全集群以生成优化结果; 并将优化结果呈现在用于确定安全分配的风险回报空间中。

    System and process for multivariate adaptive regression splines classification for insurance underwriting suitable for use by an automated system
    2.
    发明授权
    System and process for multivariate adaptive regression splines classification for insurance underwriting suitable for use by an automated system 有权
    适用于自动化系统使用的保险承保的多变量自适应回归样条分类系统和过程

    公开(公告)号：US07813945B2

    公开(公告)日：2010-10-12

    申请号：US10425733

    申请日：2003-04-30

    申请人： Piero Patrone Bonissone ,  Richard Paul Messmer ,  Rajesh Venkat Subbu ,  Weizhong Yan ,  Anindya Chakraborty

    发明人： Piero Patrone Bonissone ,  Richard Paul Messmer ,  Rajesh Venkat Subbu ,  Weizhong Yan ,  Anindya Chakraborty

    IPC分类号： G06Q40/00

    CPC分类号： G06Q40/02 ,  G06Q40/08

    摘要： A method and system for automating the decision-making process used in underwriting of insurance applications is described. While this approach is demonstrated for insurance underwriting, it is broadly applicable to diverse decision-making applications in business, commercial, and manufacturing processes. A structured methodology is used based on a multi-model parallel network of multivariate adaptive regression splines (“MARS”) models to identify the relevant set of variables and their parameters, and build a framework capable of providing automated decisions. The parameters of the MARS-based decision system are estimated from a database consisting of a set of applications with reference decisions against each. Cross-validation and development/hold-out combined with re-sampling techniques are used to build a robust set of models that minimize the error between the automated system's decision and the expert human underwriter. Furthermore, this model building methodology can be used periodically to update and maintain the family of models if required to assure currency.

    摘要翻译： 描述了一种自动化用于承保保险应用程序的决策过程的方法和系统。 虽然这种方法在保险承保方面得到证明，但它广泛适用于商业，商业和制造过程中的各种决策应用。 基于多变量自适应回归样条（“MARS”）模型的多模式并行网络，使用一种结构化方法来识别相关的变量及其参数集，并构建能够提供自动化决策的框架。 基于MARS的决策系统的参数是由一组数据库估算出来的，该数据库由一组应用程序组成，具有相应的参考决定。 交叉验证和开发/保留与重新采样技术相结合，用于构建一套强大的模型，以最大限度地减少自动系统决策与专家人类承保人之间的错误。 此外，如果需要确保货币，则可以定期使用此模型构建方法来更新和维护模型系列。

    Methods and systems for rapid deployment of a valuation system
    8.
    发明授权
    Methods and systems for rapid deployment of a valuation system 有权
    快速部署估价制度的方法和系统

    公开(公告)号：US07171383B2

    公开(公告)日：2007-01-30

    申请号：US09681298

    申请日：2001-03-14

    申请人： Christopher Donald Johnson ,  Richard Paul Messmer ,  William Cree Steward ,  Marc Thomas Edgar ,  Brian N. Dingman

    发明人： Christopher Donald Johnson ,  Richard Paul Messmer ,  William Cree Steward ,  Marc Thomas Edgar ,  Brian N. Dingman

    IPC分类号： G06Q40/00

    CPC分类号： G06Q10/06 ,  G06Q10/063 ,  G06Q10/0631 ,  G06Q20/382 ,  G06Q40/00 ,  G06Q40/025 ,  G06Q40/06

    摘要： An integrated system organizes a company's experiences, operating procedures, best practices, information sources, competitive information and analytical tools. The goal is increasing profitability within a due diligence process while facilitating ongoing operations. The system incorporates a method for collaborating on due diligence issues to affect knowledge building within due diligence teams. The method includes accessing stored, accumulated knowledge in a repository from prior due diligence exercises, applying to due diligence decisions criteria based on consolidated analytical building blocks of past due diligence exercises and storing newly accumulated knowledge from the current due diligence exercise into the repository of accumulated knowledge. Access to this information is available globally via the internet as well as locally.

    摘要翻译： 综合系统组织公司的经验，操作程序，最佳实践，信息来源，竞争信息和分析工具。 目标是在尽职调查过程中提高盈利能力，同时促进持续运营。 该系统包含一个协调尽职调查问题的方法，以影响尽职调查小组内的知识建设。 该方法包括从先前的尽职调查练习中获取储存库中存储的积累的知识，应用基于过去尽职调查演习的综合分析构件的适当努力决策标准，并将从当前尽职调查练习中获得的新积累的知识存储到累积 知识。 访问这些信息可以通过互联网和本地在全球范围内获得。

    Valuation prediction models in situations with missing inputs
    9.
    发明授权
    Valuation prediction models in situations with missing inputs 有权
    输入缺失的情况下的估值预测模型

    公开(公告)号：US07165043B2

    公开(公告)日：2007-01-16

    申请号：US09745821

    申请日：2000-12-21

    申请人： Tim Kerry Keyes ,  Richard Paul Messmer ,  Marc Thomas Edgar

    发明人： Tim Kerry Keyes ,  Richard Paul Messmer ,  Marc Thomas Edgar

    IPC分类号： G06F17/60

    CPC分类号： G06Q40/06 ,  G06Q40/00 ,  G06Q40/04 ,  G06Q40/08

    摘要： A method of valuation of large groups of assets by partial full underwriting, partial sample underwriting and inferred values of the remainder using an iterative and adaptive supervised and unsupervised statistical evaluation of all assets and statistical inferences drawn from the evaluation and applied to generate the inferred values. Individual asset values are developed and listed in tables so that individual asset values can be rapidly taken from the tables and quickly grouped in any desired or prescribed manner for bidding purposes. The assets are collected into a database, divided into categories by credit variable, subdivided by ratings as to those variables and then rated individually. The assets are then regrouped according to a bidding grouping and a collective valuations established by cumulating the individual valuations.

    摘要翻译： 通过部分全面承销，部分样本承销和部分样本承保以及其余的推断值对所有资产进行迭代和自适应监督和无监督统计评估，从评估中抽取出来并应用于生成推断值的方法对大量资产进行估值 。 个别资产价值在表格中制定并列出，以便可以从表格中快速获取单个资产价值，并以任何所需或规定的方式快速分组以进行投标。 这些资产被收集到一个数据库中，按信用变量分为类别，根据这些变量的评级细分，然后单独评估。 然后根据投标组合和通过累积个人估值建立的集体估值重组资产。