Systems and methods for multi-objective portfolio analysis using pareto sorting evolutionary algorithms
    1.
    发明申请
    Systems and methods for multi-objective portfolio analysis using pareto sorting evolutionary algorithms 有权
    使用帕累托分类进化算法进行多目标投资组合分析的系统和方法

    公开(公告)号:US20050187846A1

    公开(公告)日:2005-08-25

    申请号:US10781805

    申请日:2004-02-20

    IPC分类号: G06F17/60

    CPC分类号: G06Q40/06

    摘要: The systems and methods of the invention are directed to portfolio optimization and related techniques. For example, the invention provides a method for multi-objective portfolio optimization for use in investment decisions based on competing objectives and a plurality of constraints constituting a portfolio problem, the method comprising: generating an initial population of solutions of portfolio allocations; committing the initial population of solutions to an initial population archive; performing a multi-objective process, based on the initial population archive and on multiple competing objectives, to generate an efficient frontier, the multi-objective process including a evolutionary algorithm process, the evolutionary algorithm process utilizing a dominance filter, the efficient frontier being used in investment decisioning.

    摘要翻译: 本发明的系统和方法针对组合优化和相关技术。 例如,本发明提供了一种用于基于竞争目标和构成组合问题的多个约束的投资决策中的多目标投资组合优化的方法,所述方法包括:生成投资组合分配的最初解决方案群体; 将最初的人口解决方案提交给初始人口档案; 基于初始人口档案和多个竞争目标,进行多目标过程,以产生有效的前沿,多目标过程包括进化算法过程,利用优势过滤器的进化算法过程,使用的有效边界 投资决策。

    Systems and methods for initial sampling in multi-objective portfolio analysis
    2.
    发明申请
    Systems and methods for initial sampling in multi-objective portfolio analysis 有权
    多目标投资组合分析初始抽样的系统和方法

    公开(公告)号:US20050187849A1

    公开(公告)日:2005-08-25

    申请号:US10781898

    申请日:2004-02-20

    IPC分类号: G06F17/60

    CPC分类号: G06Q40/06

    摘要: The systems and methods of the invention are directed to portfolio optimization and related techniques. For example, the invention provides a method for multi-objective portfolio optimization for use in investment decisions based on competing objectives and a plurality of constraints constituting a portfolio problem, the method comprising: generating an initial population of solutions of portfolio allocations, the generating the initial population of solutions of portfolio allocations including systematically generating the initial population of solutions to substantially cover the space defined by the competing objectives and the plurality of constraints; and generating an efficient frontier in the space based on the initial population, the efficient frontier for use in investment decisioning.

    摘要翻译: 本发明的系统和方法针对组合优化和相关技术。 例如,本发明提供了一种用于基于竞争目标和构成组合问题的多个约束的投资决策中的多目标投资组合优化的方法,所述方法包括:生成投资组合分配的初始解决方案群体, 包括投资组合分配的最初解决方案,其中包括系统地产生解决方案的初始群体,以充分覆盖竞争目标和多个约束所界定的空间; 并根据初始人口,投资决策中使用的有效前沿,在空间中产生有效的前沿。

    Systems and methods for multi-objective portfolio analysis and decision-making using visualization techniques
    3.
    发明申请
    Systems and methods for multi-objective portfolio analysis and decision-making using visualization techniques 有权
    使用可视化技术进行多目标投资组合分析和决策的系统和方法

    公开(公告)号:US20050187847A1

    公开(公告)日:2005-08-25

    申请号:US10781871

    申请日:2004-02-20

    IPC分类号: G06Q40/00 G06F17/60

    CPC分类号: G06Q40/06

    摘要: The systems and methods of the invention are directed to portfolio optimization and related techniques. For example, the invention provides a method for multi-objective portfolio optimization for use in investment decisions based on competing objectives and a plurality of constraints constituting a portfolio problem, the method sequentially comprising: generating a non-dominated solution set in a space; applying a first set of user-specified constraints to reduce the solutions in the non-dominated solution set to a solution subset; and executing a series of local tradeoffs on the solution subset to result in a resulting solution subset, the local tradeoffs being performed in a lower dimension performance space as compared to the space, and the solution subset being used in investment decisioning.

    摘要翻译: 本发明的系统和方法针对组合优化和相关技术。 例如,本发明提供了一种用于基于竞争目标和构成投资组合问题的多个约束的投资决策中的多目标投资组合优化的方法,所述方法顺序地包括:在空间中生成非主导解集; 应用第一组用户指定的约束以将非主导解集合中的解减少到解子集; 并且在解决方案子集上执行一系列局部权衡以产生最终的解决方案子集,与空间相比较,在较低维度的性能空间中执行本地权衡,以及在投资决策中使用的解决方案子集。

    Systems and methods for efficient frontier supplementation in multi-objective portfolio analysis
    4.
    发明申请
    Systems and methods for efficient frontier supplementation in multi-objective portfolio analysis 失效
    多目标投资组合分析中有效前沿补充的系统和方法

    公开(公告)号:US20050187848A1

    公开(公告)日:2005-08-25

    申请号:US10781897

    申请日:2004-02-20

    IPC分类号: G06Q40/00 G06F17/60

    CPC分类号: G06Q40/06

    摘要: The systems and methods of the invention are directed to portfolio optimization and related techniques. For example, the invention provides a method for multi-objective portfolio optimization for use in investment decisions based on competing objectives and a plurality of constraints constituting a portfolio problem, the method comprising: performing a first multi-objective optimization process, based on competing objectives, to generate an efficient frontier of possible solutions; observing the generated efficient frontier; based on the observing, identifying an area of the efficient frontier in which there is a gap; and effecting a gap filling process by which the efficient frontier is supplemented in the area of the gap, the efficient frontier being used in investment decisioning.

    摘要翻译: 本发明的系统和方法针对组合优化和相关技术。 例如,本发明提供了一种用于基于竞争目标和构成投资组合问题的多个约束的投资决策中的多目标投资组合优化的方法,所述方法包括:基于竞争目标执行第一多目标优化过程 ,以产生可能的解决方案的有效前沿; 观察生成的有效边界; 根据观察,确定存在差距的有效边界的一个区域; 并在差距填补过程中,有效的前沿在差距领域得到补充,有效的前沿被用于投资决策。

    Systems and methods for multi-objective portfolio analysis using dominance filtering
    5.
    发明申请
    Systems and methods for multi-objective portfolio analysis using dominance filtering 审中-公开
    使用优势过滤的多目标投资组合分析的系统和方法

    公开(公告)号:US20050187845A1

    公开(公告)日:2005-08-25

    申请号:US10781804

    申请日:2004-02-20

    IPC分类号: G06Q40/00 G06F17/60

    CPC分类号: G06Q40/06

    摘要: The systems and methods of the invention are directed to portfolio optimization and related techniques. For example, the invention provides a method for multi-objective portfolio optimization for use in investment decisions based on competing objectives and a plurality of constraints constituting a portfolio problem in a space, the method comprising: generating a set of solutions of portfolio allocations in the space, the space having a plurality of dimensions; selecting a first dimension from the plurality of dimensions, the first dimension being a dimension under consideration; dividing the space into bins based on each dimension in the plurality of dimensions other than the dimension under consideration; determining a respective point in each bin with the most extreme value in the dimension under consideration; determining, based on the point in each bin with the most extreme value, whether other points in the space are dominant or dominated; and removing the dominated points from further consideration, so as to result in a reduced set of solutions, the reduced set of solutions being used in investment decisioning.

    摘要翻译: 本发明的系统和方法针对组合优化和相关技术。 例如,本发明提供了一种用于多目标投资组合优化的方法,用于基于竞争目标的投资决策和构成空间中的投资组合问题的多个约束,所述方法包括:生成一组投资组合分配解决方案 所述空间具有多个尺寸; 从所述多个维度中选择第一维度,所述第一维度是所考虑的维度; 基于所考虑的维度以外的多个维度中的每个尺寸将空间分成箱体; 在所考虑的维度中确定每个仓库中具有最高极值的相应点; 根据每个仓库中具有最高极值的点确定空间中的其他点是否占主导地位或主导地位; 从进一步的考虑中消除支配地位,从而减少一套解决方案,减少投资决策中使用的一套解决方案。

    METHODS FOR IN-FLIGHT ADJUSTING OF A FLIGHT PLAN
    7.
    发明申请
    METHODS FOR IN-FLIGHT ADJUSTING OF A FLIGHT PLAN 审中-公开
    飞行平面飞行调整方法

    公开(公告)号:US20130226373A1

    公开(公告)日:2013-08-29

    申请号:US13405685

    申请日:2012-02-27

    IPC分类号: G05D1/00

    摘要: A method of in-flight adjusting a flight plan of an aircraft to provide a low cost flight based on predicting a trajectory for completion of the flight based on at least the current state data of the aircraft along the flight plan, performance data for the aircraft, and the flight plan data, and computing the cost of completing the flight plan.

    摘要翻译: 一种飞行中调整飞行计划的方法,基于至少基于飞行计划的飞机的当前状态数据,基于预测飞行完成的轨迹来提供低成本飞行,该飞机的性能数据 和飞行计划数据,并计算完成飞行计划的成本。

    SYSTEMS AND METHODS FOR FLIGHT MANAGEMENT
    9.
    发明申请
    SYSTEMS AND METHODS FOR FLIGHT MANAGEMENT 审中-公开
    飞行管理系统与方法

    公开(公告)号:US20140018980A1

    公开(公告)日:2014-01-16

    申请号:US13547878

    申请日:2012-07-12

    IPC分类号: G05D1/02

    摘要: Systems and methods for flight management are provided. One flight control system is provided that includes a flight management system configured to manage aircraft flight control including at least one of a flight path or an altitude for an aircraft. The flight control system also includes a flight parameter selection module configured to determine a Cost Index (CI) and cruising altitude for use by the flight management system to manage the aircraft flight control, wherein the determination is based on a flight cost and predicted weather along the flight path.

    摘要翻译: 提供飞行管理系统和方法。 提供了一种飞行控制系统,其包括飞行管理系统,该飞行管理系统被配置为管理包括飞行器的飞行路径或高度中的至少一个的飞行器飞行控制。 飞行控制系统还包括飞行参数选择模块,该飞行参数选择模块被配置为确定飞行管理系统用于管理飞行器飞行控制的成本指数(CI)和巡航高度,其中所述确定基于飞行成本和预测的天气 飞行路线。

    Systems and methods for efficient frontier supplementation in multi-objective portfolio analysis
    10.
    发明授权
    Systems and methods for efficient frontier supplementation in multi-objective portfolio analysis 失效
    多目标投资组合分析中有效前沿补充的系统和方法

    公开(公告)号:US07469228B2

    公开(公告)日:2008-12-23

    申请号:US10781897

    申请日:2004-02-20

    IPC分类号: G06Q40/00

    CPC分类号: G06Q40/06

    摘要: The systems and methods of the invention are directed to portfolio optimization and related techniques. For example, the invention provides a method for multi-objective portfolio optimization for use in investment decisions based on competing objectives and a plurality of constraints constituting a portfolio problem, the method comprising: performing a first multi-objective optimization process, based on competing objectives, to generate an efficient frontier of possible solutions; observing the generated efficient frontier; based on the observing, identifying an area of the efficient frontier in which there is a gap; and effecting a gap filling process by which the efficient frontier is supplemented in the area of the gap, the efficient frontier being used in investment decisioning.

    摘要翻译: 本发明的系统和方法针对组合优化和相关技术。 例如,本发明提供了一种用于基于竞争目标和构成投资组合问题的多个约束的投资决策中的多目标投资组合优化的方法,所述方法包括:基于竞争目标执行第一多目标优化过程 ,以产生可能的解决方案的有效前沿; 观察生成的有效边界; 根据观察,确定存在差距的有效边界的一个区域; 并在差距填补过程中,有效的前沿在差距领域得到补充,有效的前沿被用于投资决策。