WO2003079150A3 - Cash generation from portfolio disposition using genetic algorithms - Google Patents

Cash generation from portfolio disposition using genetic algorithms Download PDF

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Publication number
WO2003079150A3
WO2003079150A3 PCT/US2003/007385 US0307385W WO03079150A3 WO 2003079150 A3 WO2003079150 A3 WO 2003079150A3 US 0307385 W US0307385 W US 0307385W WO 03079150 A3 WO03079150 A3 WO 03079150A3
Authority
WO
WIPO (PCT)
Prior art keywords
disposition
portfolio
genetic algorithms
asset
generation
Prior art date
Application number
PCT/US2003/007385
Other languages
French (fr)
Other versions
WO2003079150A2 (en
Inventor
Kenneth W Hilton
Original Assignee
Intuit Inc
Priority date (The priority date is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the date listed.)
Filing date
Publication date
Application filed by Intuit Inc filed Critical Intuit Inc
Priority to AU2003213822A priority Critical patent/AU2003213822A1/en
Priority to CA002477914A priority patent/CA2477914A1/en
Priority to GB0419392A priority patent/GB2401969A/en
Publication of WO2003079150A2 publication Critical patent/WO2003079150A2/en
Publication of WO2003079150A3 publication Critical patent/WO2003079150A3/en

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Classifications

    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/06—Asset management; Financial planning or analysis

Abstract

A plan for disposing of assets in a given asset portfolio is determined using a genetic algorithm, which operates to satisfy certain objectives, including the generation of a cash amount. A genome population including a number of vectors is generated. The genome population is modified using a genetic algorithm, until at least one vector represents a change in the percentage of each asset such that the disposition of each asset in accordance with the vector most nearly satisfies one or more objectives. Figure 3 illustrates the software architecture of a system in accordance with one embodiment of the present invention.
PCT/US2003/007385 2002-03-14 2003-03-10 Cash generation from portfolio disposition using genetic algorithms WO2003079150A2 (en)

Priority Applications (3)

Application Number Priority Date Filing Date Title
AU2003213822A AU2003213822A1 (en) 2002-03-14 2003-03-10 Cash generation from portfolio disposition using genetic algorithms
CA002477914A CA2477914A1 (en) 2002-03-14 2003-03-10 Cash generation from portfolio disposition using genetic algorithms
GB0419392A GB2401969A (en) 2002-03-14 2003-03-10 Cash generation from portfolio disposition using genetic algorithms

Applications Claiming Priority (2)

Application Number Priority Date Filing Date Title
US10/099,043 2002-03-14
US10/099,043 US7680747B2 (en) 2002-03-14 2002-03-14 Cash generation from portfolio disposition using multi objective genetic algorithms

Publications (2)

Publication Number Publication Date
WO2003079150A2 WO2003079150A2 (en) 2003-09-25
WO2003079150A3 true WO2003079150A3 (en) 2004-08-05

Family

ID=28039497

Family Applications (1)

Application Number Title Priority Date Filing Date
PCT/US2003/007385 WO2003079150A2 (en) 2002-03-14 2003-03-10 Cash generation from portfolio disposition using genetic algorithms

Country Status (5)

Country Link
US (1) US7680747B2 (en)
AU (1) AU2003213822A1 (en)
CA (1) CA2477914A1 (en)
GB (1) GB2401969A (en)
WO (1) WO2003079150A2 (en)

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US7756787B1 (en) 2003-01-22 2010-07-13 Intuit Inc. Bill payment optimization using a genetic algorithm
US20040148246A1 (en) * 2003-01-29 2004-07-29 Uysal Ali Enis Asset allocation optimization process
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US20120173454A1 (en) * 2010-12-29 2012-07-05 Yahoo! Inc. Financial portfolio boost evaluation
US10510116B2 (en) * 2012-05-02 2019-12-17 Imageworks Interactive System and method for modifying various types of assets
CN103646297A (en) * 2013-12-02 2014-03-19 江苏大学 Double-channel pump optimization method based on multi-objective genetic algorithm
US10599471B1 (en) 2016-08-08 2020-03-24 Cognizant Technology Solutions U.S. Corporation Project scheduling in a heterogeneous distributed computing environment
US20190043025A1 (en) * 2017-08-02 2019-02-07 Intuit Inc. Genetic algorithms in blockchain space
WO2019027457A1 (en) * 2017-08-02 2019-02-07 Intuit Inc. Genetic algorithms in blockchain space
CN113486505B (en) * 2021-06-28 2022-03-29 金陵科技学院 Geographic big data secure transmission optimization method based on GEP algorithm

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Also Published As

Publication number Publication date
AU2003213822A8 (en) 2003-09-29
US7680747B2 (en) 2010-03-16
CA2477914A1 (en) 2003-09-25
GB0419392D0 (en) 2004-10-06
GB2401969A (en) 2004-11-24
US20040128219A1 (en) 2004-07-01
WO2003079150A2 (en) 2003-09-25
AU2003213822A1 (en) 2003-09-29

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