JP2005524913A5 - - Google Patents

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Publication number
JP2005524913A5
JP2005524913A5 JP2004504167A JP2004504167A JP2005524913A5 JP 2005524913 A5 JP2005524913 A5 JP 2005524913A5 JP 2004504167 A JP2004504167 A JP 2004504167A JP 2004504167 A JP2004504167 A JP 2004504167A JP 2005524913 A5 JP2005524913 A5 JP 2005524913A5
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JP
Japan
Prior art keywords
factor
time interval
return
asset
rate
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Legal status (The legal status 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 status listed.)
Pending
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JP2004504167A
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English (en)
Japanese (ja)
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JP2005524913A (ja
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Publication date
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Priority claimed from PCT/US2003/015325 external-priority patent/WO2003096254A1/en
Publication of JP2005524913A publication Critical patent/JP2005524913A/ja
Publication of JP2005524913A5 publication Critical patent/JP2005524913A5/ja
Pending legal-status Critical Current

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JP2004504167A 2002-05-07 2003-05-07 財務における動的多因子モデルを解くための方法およびシステム Pending JP2005524913A (ja)

Applications Claiming Priority (2)

Application Number Priority Date Filing Date Title
US37856202P 2002-05-07 2002-05-07
PCT/US2003/015325 WO2003096254A1 (en) 2002-05-07 2003-05-07 A method and system to solve dynamic multi-factor models in finance

Publications (2)

Publication Number Publication Date
JP2005524913A JP2005524913A (ja) 2005-08-18
JP2005524913A5 true JP2005524913A5 (enExample) 2006-06-15

Family

ID=29420416

Family Applications (1)

Application Number Title Priority Date Filing Date
JP2004504167A Pending JP2005524913A (ja) 2002-05-07 2003-05-07 財務における動的多因子モデルを解くための方法およびシステム

Country Status (6)

Country Link
US (5) US7617142B2 (enExample)
EP (1) EP1508109A4 (enExample)
JP (1) JP2005524913A (enExample)
AU (1) AU2003230405A1 (enExample)
CA (1) CA2484649A1 (enExample)
WO (1) WO2003096254A1 (enExample)

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US7580852B2 (en) * 2004-04-15 2009-08-25 Sap Ag System and method for modeling non-stationary time series using a non-parametric demand profile
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US20070050288A1 (en) * 2005-08-31 2007-03-01 General Electric Company System and method for integrating risk and marketing objectives for making credit offers
US7827046B2 (en) * 2005-11-22 2010-11-02 Plymouth Rock Assurance Corporation Premium transition factor
US8498915B2 (en) 2006-04-02 2013-07-30 Asset Reliance, Inc. Data processing framework for financial services
US20090063363A1 (en) * 2006-09-21 2009-03-05 F-Squared Investments, Llc Systems and methods for constructing exchange traded funds and other investment vehicles
US8255316B2 (en) * 2007-12-21 2012-08-28 General Electric Company Integrated business decision-making system and method
US20090281958A1 (en) * 2008-05-07 2009-11-12 Business Logic Corporation Benchmark and evaluation of reference-date dependent investments
US9147206B2 (en) * 2009-08-31 2015-09-29 Accenture Global Services Limited Model optimization system using variable scoring
US20110087616A1 (en) * 2009-10-09 2011-04-14 International Business Machines Corporation System and method for creating a graphical representation of portfolio risk
GB201000091D0 (en) * 2010-01-05 2010-02-17 Mura Michael E Numerical Modelling Apparatus for Pricing,Trading and Risk Assessment
US20110167034A1 (en) * 2010-01-05 2011-07-07 Hewlett-Packard Development Company, L.P. System and method for metric based allocation of costs
GB201000089D0 (en) * 2010-01-05 2010-02-17 Mura Michael E Numerical modelling apparatus
US8712738B2 (en) * 2010-04-30 2014-04-29 International Business Machines Corporation Determining ill conditioning in square linear system of equations
US8606681B2 (en) * 2011-03-04 2013-12-10 Ultratick, Inc. Predicting the performance of a financial instrument
US10157419B1 (en) * 2012-02-10 2018-12-18 Fmr Llc Multi-factor risk modeling platform
US20140108295A1 (en) * 2012-10-11 2014-04-17 Axioma, Inc. Methods and Apparatus for Generating Purified Minimum Risk Portfolios
DE202013004851U1 (de) 2013-05-27 2013-09-03 Labetherm Ltd. Tiegeldeckel mit Sensoren und Tiegelverschluss
CN109284320B (zh) * 2018-08-15 2021-10-26 上海派拉软件股份有限公司 大数据平台上的自动回归诊断方法
CN109635330B (zh) * 2018-11-08 2024-01-19 杭州电子科技大学 一种基于直接法的复杂优化控制问题准确和快速求解方法
US11403541B2 (en) * 2019-02-14 2022-08-02 Rockwell Automation Technologies, Inc. AI extensions and intelligent model validation for an industrial digital twin
KR102862042B1 (ko) 2019-12-02 2025-09-19 삼성전자주식회사 배터리 상태 추정 방법 및 장치
US20210304310A1 (en) * 2020-03-27 2021-09-30 Markov Processes International Inc. System and method for estimating multifactor models of illiquid, stale and noisy financial and economic data
CN111681113B (zh) * 2020-05-29 2023-07-18 泰康保险集团股份有限公司 一种基金产品对象配置的系统和服务器
US20210390618A1 (en) * 2020-06-16 2021-12-16 The Financial Risk Group Inc. Financial Risk Assessment
CN113190682B (zh) * 2021-06-30 2021-09-28 平安科技（深圳）有限公司 基于树模型的事件影响度获取方法、装置及计算机设备

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