Market value matrix
First Claim
1. An intelligent system for portfolio management comprising:
- a computer with at least one processor having circuitry to execute instructions;
a storage device available to each processor with sequences of instructions stored therein, which when executed cause the at least one processor to;
prepare a plurality of data representative of a portfolio for processing where said portfolio comprises a plurality of segments of value, where one or more elements of value and one or more external factors has a net contribution to or impact on a value of each of the segments of value and where each of the elements of value and each of the external factors consists of a plurality of items,develop a predictive model for each of the segments of value that quantifies the impact by item of the elements of value and the external factors on the value the segment of value by learning from at least part of said data where a linearity of each predictive model is determined by learning from the data,identify one or more scenarios,simulate a value of the portfolio using said predictive models under each scenario in order to quantify a plurality of portfolio risks by item,calculate a value for each item under each scenario by combining the risks of each item with the impacts of said item, andoutput the impact by item, the risks by item and the value by item.
3 Assignments
0 Petitions
Accused Products
Abstract
An apparatus, computer program product and system for using artificial intelligence based cognitive learning methods to measure, manage and report value, risk and return for a portfolio on a continual basis. The elements of value, external factors and segments of value of the portfolio are analyzed and modeled by item using predictive models that are developed by learning from the data associated with said portfolio. Scenarios of both normal and extreme situations are also developed. The scenarios are then used to drive simulations of the predictive models. The output from these simulations are then used to calculate risks and a risk adjusted value for the elements of value, the items within each element of value, the external factors and the items within each external factor. The optimal mix of changes to the portfolio at the item level are also identified and presented to the user.
20 Citations
20 Claims
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1. An intelligent system for portfolio management comprising:
a computer with at least one processor having circuitry to execute instructions;
a storage device available to each processor with sequences of instructions stored therein, which when executed cause the at least one processor to;prepare a plurality of data representative of a portfolio for processing where said portfolio comprises a plurality of segments of value, where one or more elements of value and one or more external factors has a net contribution to or impact on a value of each of the segments of value and where each of the elements of value and each of the external factors consists of a plurality of items, develop a predictive model for each of the segments of value that quantifies the impact by item of the elements of value and the external factors on the value the segment of value by learning from at least part of said data where a linearity of each predictive model is determined by learning from the data, identify one or more scenarios, simulate a value of the portfolio using said predictive models under each scenario in order to quantify a plurality of portfolio risks by item, calculate a value for each item under each scenario by combining the risks of each item with the impacts of said item, and output the impact by item, the risks by item and the value by item. - View Dependent Claims (2, 3, 4, 5, 6, 7)
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8. A non-transitory computer program product tangibly embodied on a computer readable medium and comprising a program code for directing at least one computer to perform an intelligent portfolio management method, comprising:
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prepare a plurality of data representative of a portfolio for processing where said portfolio comprises a plurality of segments of value, where one or more elements of value and one or more external factors has a net contribution to or impact on a value of each of the segments of value and where each of the elements of value and each of the external factors consists of a plurality of items, develop a predictive model for each of the segments of value that quantifies the impact by item of the elements of value and the external factors on the value the segment of value by learning from at least part of said data where a linearity of each predictive model is determined by learning from the data, identify one or more scenarios, simulate a value of the portfolio using said predictive models under each scenario in order to quantify a plurality of portfolio risks by item, calculate a value for each item under each scenario by combining the risks of each item with the impacts of said item, and output the impact by item, the risks by item and the value by item. - View Dependent Claims (9, 10, 11, 12, 13, 14)
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15. An intelligent portfolio management apparatus, comprising:
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means for data acquisition, means for data storage, means for data processing, means for preparing a plurality of data representative of a portfolio for processing where said portfolio comprises a plurality of segments of value, where one or more elements of value and one or more external factors has a net contribution to or impact on a value of each of the segments of value and where each of the elements of value and each of the external factors consists of a plurality of items, means for developing a predictive model for each of the segments of value that quantifies the impact by item of the elements of value and the external factors on the value the segment of value by learning from at least part of said data where a linearity of each predictive model is determined by learning from the data, means for identifying one or more scenarios, means for simulating a value of the portfolio using said predictive models under each scenario in order to quantify a plurality of portfolio risks by item, means for calculating a value for each item under each scenario by combining the risks of each item with the impacts of said item, and means for outputting the impact by item, the risks by item and the value by item. - View Dependent Claims (16, 17, 18, 19, 20)
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Specification