CREATIVE GENERATION OF FINANCIAL PORTFOLIOS

A method, computer program product, and system for generating financial portfolios, the method included categorizing, by a computer, financial assets in a database of financial portfolios into asset categories based on their characteristics, clustering, by the computer, the financial portfolios of t...

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Hauptverfasser:	BHATTACHARJYA DEBARUN, PINEL FLORIAN, LINEHAN MARK H
Format:	Patent
Sprache:	eng
Schlagworte:	CALCULATING COMPUTING COUNTING DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FORADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORYOR FORECASTING PURPOSES PHYSICS SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE,COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTINGPURPOSES, NOT OTHERWISE PROVIDED FOR
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Beschreibung
Zusammenfassung:	A method, computer program product, and system for generating financial portfolios, the method included categorizing, by a computer, financial assets in a database of financial portfolios into asset categories based on their characteristics, clustering, by the computer, the financial portfolios of the database into a plurality of portfolio clusters based on the asset categories, each portfolio cluster includes financial portfolios having similar asset allocations in similar asset categories, identifying, by the computer, a target portfolio cluster from the plurality of portfolio clusters based on pre-defined financial metrics, and generating, by the computer, novel combinations of assets within the boundaries of the target portfolio cluster, the novel combinations of assets have similar asset allocations in similar asset categories and similar financial metrics as the target portfolio cluster.