摘要:
A method for generating an optimized transition probability matrix (OTPM) is provided. The method is performed using a computer system coupled to a database. The method includes storing in the database financial data including obligor credit ratings, generating multi-period empirical transition probability matrices (ETPMs) for a selected time horizon using the financial data stored within the database, generating a mathematical expression to minimize a difference between target ETPM values and candidate OTPM values, and calculating the OTPM from the generated mathematical expression and the financial data stored within the database, wherein the calculated OTPM includes a first set of optimized transition probability values for predicting a likelihood that a credit rating of an obligor will migrate from one credit state to another credit state during a first time interval in the future.
摘要:
A visual interactive multi-criteria decision-making method and computer-based apparatus for portfolio management. The method/apparatus supports partitioning of a portfolio of physical or other assets into two mutually exclusive categories, such as assets recommended for sale and assets recommended for retention. The method/apparatus utilizes one or more coupled 2-D projections of the portfolio in criteria space. The user interacts with the projections to express and record preferences.
摘要:
A visual interactive multi-criteria decision-making method and computer-based apparatus for portfolio management. The method/apparatus supports partitioning of a portfolio of physical or other assets into two mutually exclusive categories, such as assets recommended for sale and assets recommended for retention. The method/apparatus utilizes one or more coupled 2-D projections of the portfolio in criteria space. The user interacts with the projections to express and record preferences.
摘要:
Hybrid-heuristic optimization of competing portfolios of flight paths for flights through one or more sectors of an airspace represented by an air traffic system. In one embodiment, a hybrid-heuristic optimization process (100) includes one or more heuristic based processes (110), a genetic optimization process (120), an evaluation process involving an approximation model (130), an optimal portfolio selection process (140) and a validation process involving simulation (150) of the air traffic system.
摘要:
A method for advanced condition monitoring of an asset system includes sensing actual values of an operating condition for an operating regime of the asset system using at least one sensor; estimating sensed values of the operating condition by using an auto-associative neural network; determining a residual vector between the estimated sensed values and the actual values; and performing a fault diagnostic on the residual vector. In another method, an operating space of the asset system is segmented into operating regimes; the auto-associative neural network determines estimates of actual measured values; a residual vector is determined from the auto-associative neural network; a fault diagnostic is performed on the residual vector; and a change of the operation of the asset system is determined by analysis of the residual vector. An alert is provided if necessary. A smart sensor system includes an on-board processing unit for performing the method of the invention.
摘要:
A method and system for fusing a collection of classifiers used for an automated insurance underwriting system and/or its quality assurance is described. Specifically, the outputs of a collection of classifiers are fused. The fusion of the data will typically result in some amount of consensus and some amount of conflict among the classifiers. The consensus will be measured and used to estimate a degree of confidence in the fused decisions. Based on the decision and degree of confidence of the fusion and the decision and degree of confidence of the production decision engine, a comparison module may then be used to identify cases for audit, cases for augmenting the training/test sets for re-tuning production decision engine, cases for review, or may simply trigger a record of its occurrence for tracking purposes. The fusion can compensate for the potential correlation among the classifiers. The reliability of each classifier can be represented by a static or dynamic discounting factor, which will reflect the expected accuracy of the classifier. A static discounting factor is used to represent a prior expectation about the classifier's reliability, e.g., it might be based on the average past accuracy of the model, while a dynamic discounting is used to represent a conditional assessment of the classifier's reliability, e.g., whenever a classifier bases its output on an insufficient number of points it is not reliable.
摘要:
Methods and systems suitable for processing multiple trajectory modification requests received from multiple aircraft within an airspace. The methods include receiving multiple trajectory modification requests that are transmitted from multiple aircraft and request alterations of the altitudes, speeds and/or lateral routes thereof, sequentially performing conflict assessments on the multiple trajectory modification requests to determine if any of the multiple trajectory modification requests pose conflicts with the altitudes, speeds and lateral routes of any other of the multiple aircraft, placing in a computer memory data queue n trajectory modification requests of the multiple trajectory modification requests that are identified by the conflict assessments as posing conflicts, and periodically processing the queue to perform subsequent conflict assessments on the n trajectory modification requests to determine if any of the n trajectory modification requests still pose conflicts with the altitudes, speeds and lateral routes of any other of the multiple aircraft.
摘要:
Methods and systems suitable for negotiating air traffic trajectory modification requests received from multiple aircraft that each has trajectory parameters. The methods include transmitting from at least a first aircraft a first trajectory modification request to alter the altitude, speed and/or lateral route thereof. A first conflict assessment is then performed to determine if the first trajectory modification request poses a conflict with the altitudes, speeds and lateral routes of other aircraft. If a conflict is not identified, the first trajectory modification request is granted and the first aircraft is notified of the first trajectory modification request being granted. Alternatively, if a conflict is identified, the first trajectory modification request is not granted and the first aircraft is notified thereof. If the first trajectory modification request was not granted, the first trajectory modification request is placed in a queue, which is periodically processed to perform subsequent conflict assessments.
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:
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.