Patent ID: 7630928
Filing Date: 2009-12-08
Classification: G06Q

Abstract:
1. A computer-implemented method for multi-objective investment portfolio analysis and decision-making using visualization techniques the method sequentially comprising: generating in a computing system on a processor a non-dominated solution set comprising an efficient frontier in an original portfolio performance space having at least three-dimensions of risk and return measures, each point in the original portfolio performance space representing a non-dominated solution, the non-dominated solution set generated using one of an evolutionary algorithm and optimization processing; imposing in the computing system on the processor a sequence of user-specified constraints in either the original portfolio performance space or a portfolio configuration space containing portfolio allocations to reduce the non-dominated solutions in the non-dominated solution set to an initial solution subset, each solution in the initial solution subset representing a portfolio allocation; executing in the computing system on the processor a sequence of Pareto filters in a user-specified order on regions of a lower dimensional portfolio performance space containing a lower dimensional projection of one of the non-dominated solution set and the initial solution subset to produce a resulting solution subset having a fewer number of points than the initial solution subset; and applying preferences on the resulting solution subset to produce a final selection, the final selection being used in investment decisions.