Patent ID: 11875408
Assignee: STATE STREET CORPORATION
Field: IT methods for management (Electrical engineering)
Classification: CPC G | IPC G

Claim 6:
7. A computer-implemented method in a computer-networked environment, the method comprising:
training a machine learning model on historical data to approximate Net Asset Value for a financial portfolio, where the Net Asset Value is a weighted average of prices of funds in the financial portfolio, with historical data items corresponding to prices of a subset of less than all of the funds in the financial portfolio and corresponding historical Net Asset Values, the training comprising:
determining the weights to be assigned to the data items for approximating the Net Asset Value;

receiving a request from a requestor for a Net Asset Value for a selected financial portfolio with a timing attribute, the timing attribute to establish a time limit for capturing data items responsive to the request;
processing the data items corresponding to prices for a subset of less than all funds in the selected financial portfolio, wherein the subset includes ones of the funds in the selected portfolio for which current data items may be obtained within a time limit;
determining, by the machine learning model, an approximation of the Net Asset Value for the selected financial portfolio in real time or near real time before an end of trading of funds in the selected financial portfolio based upon the data items for the subset of funds of the selected financial portfolio at a particular point in time to approximate the Net Asset Value for the selected financial portfolio at the particular point in time based on the subset of the funds and weights determined for the data items by the machine learning model;
determining a precision of the approximation of the Net Asset Value for the selected financial portfolio, the precision based on the size of the subset of funds for which data items are captured within the time limit, wherein the size of the subset of funds is based on the time limit; and
outputting the approximation of the Net Asset Value for the selected financial portfolio to the requestor in response to the request to automatically trigger a buy or sell transaction.