Non-intrusively adapting existing portfolio optimizer for valuated dependencies

US8832673B2 · kind B2 · utility

Assignee

• International Business Machines Corporation · US

Inventors

• Ying Liu · Austin, US
• Fan Jing Meng · Beijing, CN
• Dharmashankar Subramanian · White Plains, US
• Clay E. Williams · New York, US
• Shun Xiang Yang · Beijing, CN
• Xin Zhou · Shanghai, CN

Key dates

• Filing date: Jun 3, 2011
• Grant date: Sep 9, 2014
• Expiry date: Dec 13, 2032

Classification

• Technology area (CPC G): Physics
• CPC primary: G06Q40/06
• WIPO field: IT methods for management
• WIPO sector: Electrical engineering

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.