MA27345A1 - Techniques d'attribution de ressource. - Google Patents

Techniques d'attribution de ressource.

Info

Publication number
MA27345A1
MA27345A1 MA26716A MA26716A MA27345A1 MA 27345 A1 MA27345 A1 MA 27345A1 MA 26716 A MA26716 A MA 26716A MA 26716 A MA26716 A MA 26716A MA 27345 A1 MA27345 A1 MA 27345A1
Authority
MA
Morocco
Prior art keywords
income
goods
categories
techniques
security
Prior art date
Application number
MA26716A
Other languages
English (en)
Inventor
Brian A Hunter
Soulaymane Kachani
Original Assignee
Strategic Capital Network Llc
Priority date (The priority date is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the date listed.)
Filing date
Publication date
Application filed by Strategic Capital Network Llc filed Critical Strategic Capital Network Llc
Publication of MA27345A1 publication Critical patent/MA27345A1/fr

Links

Classifications

    • G—PHYSICS
    • G06—COMPUTING OR CALCULATING; COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/08—Insurance
    • G—PHYSICS
    • G06—COMPUTING OR CALCULATING; COUNTING
    • G06F—ELECTRIC DIGITAL DATA PROCESSING
    • G06F17/00—Digital computing or data processing equipment or methods, specially adapted for specific functions
    • G06F17/10—Complex mathematical operations
    • G06F17/15—Correlation function computation including computation of convolution operations
    • G—PHYSICS
    • G06—COMPUTING OR CALCULATING; COUNTING
    • G06F—ELECTRIC DIGITAL DATA PROCESSING
    • G06F17/00—Digital computing or data processing equipment or methods, specially adapted for specific functions
    • G06F17/10—Complex mathematical operations
    • G06F17/18—Complex mathematical operations for evaluating statistical data, e.g. average values, frequency distributions, probability functions, regression analysis
    • G—PHYSICS
    • G06—COMPUTING OR CALCULATING; COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/06—Asset management; Financial planning or analysis

Landscapes

  • Engineering & Computer Science (AREA)
  • Physics & Mathematics (AREA)
  • Business, Economics & Management (AREA)
  • General Physics & Mathematics (AREA)
  • Theoretical Computer Science (AREA)
  • Finance (AREA)
  • Accounting & Taxation (AREA)
  • Development Economics (AREA)
  • Data Mining & Analysis (AREA)
  • Technology Law (AREA)
  • Computational Mathematics (AREA)
  • General Business, Economics & Management (AREA)
  • Pure & Applied Mathematics (AREA)
  • Strategic Management (AREA)
  • Mathematical Physics (AREA)
  • Mathematical Optimization (AREA)
  • Marketing (AREA)
  • Economics (AREA)
  • Mathematical Analysis (AREA)
  • Operations Research (AREA)
  • Databases & Information Systems (AREA)
  • Entrepreneurship & Innovation (AREA)
  • Human Resources & Organizations (AREA)
  • Game Theory and Decision Science (AREA)
  • General Engineering & Computer Science (AREA)
  • Software Systems (AREA)
  • Algebra (AREA)
  • Life Sciences & Earth Sciences (AREA)
  • Probability & Statistics with Applications (AREA)
  • Computing Systems (AREA)
  • Evolutionary Biology (AREA)
  • Bioinformatics & Cheminformatics (AREA)
  • Bioinformatics & Computational Biology (AREA)
  • Financial Or Insurance-Related Operations Such As Payment And Settlement (AREA)
  • Management, Administration, Business Operations System, And Electronic Commerce (AREA)
  • Complex Calculations (AREA)

Abstract

Les techniques d'attribution de ressource pour déterminer une attribution de fonds d'investissement parmi une série d'au moins deux catégories de biens pour une période de temps qui maximise le revenu dans le fonds d'investissement sur une période de temps. Dans un aspect de techniques, le revenu de fonds d'investissement est déterminée en utilisant les options réelles. Dans un autre aspect de techniques, la sécurité de revenu est utilisée pour quantifier les effets de diversifications résultants de l'usage de divers catégorie de biens. La sécurité de revenu est utilisée ensuite comme une contrainte dans la maximisation de revenu. La sécurité de revenu est déterminée par établissement de corrélations entre les catégories de biens en ce qui concerne le risque, en utilisant les corrélations avec des déviations standards pour les catégories de biens afin de déterminer les covariances entre les catégories de biens, et l'usage de covariances afin de déterminer la déviation standard pour le risque de la série entière. La déviation standard est ensuite utilisée à la fois avec le revenu pour déterminer la sécurité de revenu. La technique peut être utilisée avec tout type d'incertitude quantifiable et avec plus d'une incertitude pour les catégories de biens.
MA26716A 2000-01-10 2002-06-28 Techniques d'attribution de ressource. MA27345A1 (fr)

Applications Claiming Priority (1)

Application Number Priority Date Filing Date Title
US17526100P 2000-01-10 2000-01-10

Publications (1)

Publication Number Publication Date
MA27345A1 true MA27345A1 (fr) 2005-06-01

Family

ID=22639599

Family Applications (1)

Application Number Title Priority Date Filing Date
MA26716A MA27345A1 (fr) 2000-01-10 2002-06-28 Techniques d'attribution de ressource.

Country Status (10)

Country Link
EP (1) EP1248997A4 (fr)
JP (1) JP2003521043A (fr)
KR (2) KR20020079777A (fr)
CN (1) CN1395706A (fr)
BR (1) BR0107495A (fr)
CA (1) CA2394315A1 (fr)
IL (1) IL150627A0 (fr)
MA (1) MA27345A1 (fr)
TW (1) TW493130B (fr)
WO (1) WO2001053998A1 (fr)

Families Citing this family (3)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
CA2527720A1 (fr) * 2003-06-04 2005-01-06 Profitlogic, Inc. Procede et appareil d'optimisation budgetaire des stocks de detail et maximisation de la marge brute
JP2007265295A (ja) * 2006-03-29 2007-10-11 Fujitsu Ltd 顧客支援システム
US7958038B2 (en) * 2006-06-22 2011-06-07 Yves Choueifaty Methods and systems for providing an anti-benchmark portfolio

Family Cites Families (7)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
AU7686994A (en) * 1993-08-18 1995-03-21 Wells Fargo Nikko Investment Advisors Investment fund management method and system
US5812988A (en) * 1993-12-06 1998-09-22 Investments Analytic, Inc. Method and system for jointly estimating cash flows, simulated returns, risk measures and present values for a plurality of assets
US5784696A (en) * 1995-02-24 1998-07-21 Melnikoff; Meyer Methods and apparatus for evaluating portfolios based on investment risk
US5884287A (en) * 1996-04-12 1999-03-16 Lfg, Inc. System and method for generating and displaying risk and return in an investment portfolio
JPH1196218A (ja) * 1997-09-16 1999-04-09 Mit:Kk ポートフォリオ自動設計システム及び記録媒体
JPH11110447A (ja) * 1997-10-06 1999-04-23 Pfps Kenkyukai:Kk 総合ポートフォリオ計画システム
US6003018A (en) * 1998-03-27 1999-12-14 Michaud Partners Llp Portfolio optimization by means of resampled efficient frontiers

Also Published As

Publication number Publication date
KR20070120199A (ko) 2007-12-21
TW493130B (en) 2002-07-01
WO2001053998A1 (fr) 2001-07-26
JP2003521043A (ja) 2003-07-08
CN1395706A (zh) 2003-02-05
CA2394315A1 (fr) 2001-07-26
BR0107495A (pt) 2003-01-14
EP1248997A4 (fr) 2005-09-07
IL150627A0 (en) 2003-02-12
EP1248997A1 (fr) 2002-10-16
KR20020079777A (ko) 2002-10-19

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