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1. 发明授权

US10445834B1 Method and system for adaptive construction of optimal portfolio with leverage constraint and optional guarantees 有权
公开(公告)号：US10445834B1
公开(公告)日：2019-10-15
申请号：US14470129
申请日：2014-08-27
申请人： Genesis Financial Development, Inc.
发明人： Richard C. Payne
IPC分类号： G06Q40/06
摘要： An apparatus including: a processor configured to obtain asset return data for assets in a portfolio; populate initial estimated portfolio covariance matrix; compute initial portfolio weights for the assets; obtain respective amount of the assets according to the weights; populate an updateable matrix decomposition using the estimated portfolio covariance matrix and a scaling factor limiting respective degrees of negativity for the weights; obtain an update to the asset return data; update the updateable matrix decomposition according to the update; modify the weights using the updated matrix decomposition; and modify the assets in the portfolio according to the modified respective weights by purchasing or selling an additional quantity of an asset included in the portfolio to increase an amount of the asset included in the portfolio or selling a portion an asset included in the portfolio to decrease an amount of the asset included in the portfolio.

2. 发明授权

US08615460B1 Computer based system for pricing an index-offset deposit product 有权
公开(公告)号：US08615460B1
公开(公告)日：2013-12-24
申请号：US13771713
申请日：2013-02-20
申请人： Genesis Financial Development, Inc.
发明人： Richard C. Payne , John A. Rose , Marc G. Verrier
IPC分类号： G06Q40/00
CPC分类号： G06Q40/06
摘要： A computer-based method for determining a value of an index-offset deposit product, having a principal amount, a term, a specified guaranteed amount, and an index credit comprising the step of setting trial values for fixed-income-linked crediting parameters for the product implying an expected fixed-income-linked credit component at the end of the term. The method further comprises the steps of determining a cost for an option paying an index-linked credit component such that a composite index credit together with the principal is at least equal to a specified guaranteed amount.

3. 发明授权

US10304136B1 Method and system for constructing approximate minimum variance portfolios 有权
公开(公告)号：US10304136B1
公开(公告)日：2019-05-28
申请号：US14589240
申请日：2015-01-05
申请人： Genesis Financial Development, Inc.
发明人： Richard C. Payne
IPC分类号： G06Q40/06
摘要： A computer-based method for construction portfolios, including: populate an initial estimated portfolio covariance matrix; generate initial configurations by populating covariance matrices with randomly selected assets; determine scores for the initial configurations; calculate a first statistical function for the scores; select an initial configuration satisfying a criterion regarding the statistical function; generate iteration configurations by successively replacing one asset with a randomly selected asset; determining a score for each iteration configuration; calculate a second statistical function of the scores; calculate a statistical function of the first and second statistical functions; select a starting cooled configuration; generate modified cooled configurations by replacing one asset when a score for the modified cooled configuration satisfies a criterion; and when a score for a modified cooled configuration satisfies a criterion, save, in a memory unit, the assets and weights of dividend factors of assets for the cooled configuration as a recommended set of assets.

4. 发明授权

US08706601B1 Computer-based system for computing sensitivities of a behaviorally path-dependent financial product value 有权
标题翻译：基于计算机的系统，用于计算行为路径相关金融产品价值的敏感性
公开(公告)号：US08706601B1
公开(公告)日：2014-04-22
申请号：US13787060
申请日：2013-03-06
申请人： Genesis Financial Development, Inc.
发明人： Richard C. Payne
IPC分类号： G06Q40/00
CPC分类号： G06Q40/06
摘要： A computer-based system including: a memory unit configured to store computer readable instructions, path-dependent behavioral assumptions, and economic variables; and a processor configured to execute the computer readable instructions to perform a vectorized adjoint differentiation forward pass including: generating a full or pruned directed acyclic graph (DAG) representation of a procedure for computation of the behaviorally path-dependent value for the financial product; computing, using the DAG representation, the behaviorally path-dependent value for the financial product; and performing an adjoint differentiation backward pass on said full or pruned DAG representation to obtain a result. The processor is configured to execute the computer readable instructions to determine, using the result, a set of sensitivities for the behaviorally path-dependent value for the financial product; and display the set of sensitivities for the behaviorally path-dependent value on a graphical user interface for the at least one specially programmed computer.
摘要翻译：一种基于计算机的系统，包括：存储器单元，被配置为存储计算机可读指令，路径相关行为假设和经济变量; 以及处理器，被配置为执行所述计算机可读指令以执行向量化伴随微分向前传递，其包括：生成用于计算所述金融产品的行为路径依赖值的过程的完整或修剪的有向无环图（DAG）表示; 使用DAG表示计算金融产品的行为路径依赖值; 并且对所述完全或修剪的DAG表示执行伴随区分反向传递以获得结果。所述处理器被配置为执行所述计算机可读指令以使用所述结果来确定所述金融产品的行为路径相关值的一组敏感度; 并且针对至少一个特别编程的计算机的图形用户界面显示针对行为路径相关值的敏感度集合。

5. 发明授权

US08554654B1 Apparatus for computing indexing parameters for indexed reversionary annuity 有权
标题翻译：用于计算索引回归年金索引参数的装置
公开(公告)号：US08554654B1
公开(公告)日：2013-10-08
申请号：US13720014
申请日：2012-12-19
申请人： Genesis Financial Development, Inc.
发明人： Richard C. Payne
IPC分类号： G06Q40/00
CPC分类号： G06Q40/06
摘要： A computer-based apparatus for representing and acting on an indexed reversionary annuity, including a memory unit for at least one specially programmed computer configured to store computer readable instructions and an initial income amount, and a processor for the at least one specially programmed computer configured to execute the computer readable instructions to determine a set of indexing parameters P and generate an updated income amount at an end of a specified indexing term T based in part on performance of at least one index and the set of indexing parameters P.
摘要翻译：一种基于计算机的装置，用于表示并且对索引的复现年金进行操作，包括用于存储计算机可读指令和初始收入金额的至少一个专门编程的计算机的存储器单元，以及用于至少一个特别编程的计算机的处理器执行计算机可读指令以确定一组索引参数P，并且部分地基于至少一个索引和索引参数集合的性能，在指定的索引项T的末尾生成更新的收入量。

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