WO2002027996A3 - Inverse solution for structured finance - Google Patents

Inverse solution for structured finance Download PDF

Info

Publication number
WO2002027996A3
WO2002027996A3 PCT/US2001/030074 US0130074W WO0227996A3 WO 2002027996 A3 WO2002027996 A3 WO 2002027996A3 US 0130074 W US0130074 W US 0130074W WO 0227996 A3 WO0227996 A3 WO 0227996A3
Authority
WO
WIPO (PCT)
Prior art keywords
space
sample
iterative
inverse solution
value
Prior art date
Application number
PCT/US2001/030074
Other languages
French (fr)
Other versions
WO2002027996A8 (en
WO2002027996A2 (en
Inventor
Sylvain Raynes
Ann Elaine Rutledge
Original Assignee
Sylvain Raynes
Ann Elaine Rutledge
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 Sylvain Raynes, Ann Elaine Rutledge filed Critical Sylvain Raynes
Priority to JP2002531662A priority Critical patent/JP2004511036A/en
Priority to US10/130,902 priority patent/US20030208428A1/en
Priority to AU2001291251A priority patent/AU2001291251A1/en
Priority to EP01971355A priority patent/EP1232462A4/en
Publication of WO2002027996A2 publication Critical patent/WO2002027996A2/en
Publication of WO2002027996A3 publication Critical patent/WO2002027996A3/en
Priority to HK03101223.4A priority patent/HK1049384A1/en
Publication of WO2002027996A8 publication Critical patent/WO2002027996A8/en

Links

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
    • G06Q40/02—Banking, e.g. interest calculation or account maintenance

Landscapes

  • Business, Economics & Management (AREA)
  • Accounting & Taxation (AREA)
  • Finance (AREA)
  • Engineering & Computer Science (AREA)
  • Marketing (AREA)
  • Economics (AREA)
  • Development Economics (AREA)
  • Strategic Management (AREA)
  • Technology Law (AREA)
  • Physics & Mathematics (AREA)
  • General Business, Economics & Management (AREA)
  • General Physics & Mathematics (AREA)
  • Theoretical Computer Science (AREA)
  • Financial Or Insurance-Related Operations Such As Payment And Settlement (AREA)
  • Inspection Of Paper Currency And Valuable Securities (AREA)

Abstract

A method of solving the inverse problem through an iterative process is provided whereby each iterative effectively solves one forward problem without having to sample the entire non-linear space. One particular process utilizes a neo-Darwinism method. Under this method, the sample space is iteratively analyzed via 'mutations' (step 150) to the value of the variable involved. A better outcome value (step 174) is determined to exist when a set of ratings is closer to the required set. Because the average rating is an invariant, the variable space is operated on throughout the process of looking for the combination of factors that will lead to the better outcome value (step 174).
PCT/US2001/030074 2000-09-26 2001-09-26 Inverse solution for structured finance WO2002027996A2 (en)

Priority Applications (5)

Application Number Priority Date Filing Date Title
JP2002531662A JP2004511036A (en) 2000-09-26 2001-09-26 Inverse solution for structured finance
US10/130,902 US20030208428A1 (en) 2001-09-26 2001-09-26 Inverse solution for structured finance
AU2001291251A AU2001291251A1 (en) 2000-09-26 2001-09-26 Inverse solution for structured finance
EP01971355A EP1232462A4 (en) 2000-09-26 2001-09-26 Inverse solution for structured finance
HK03101223.4A HK1049384A1 (en) 2000-09-26 2003-02-18 Inverse solution for structured finance

Applications Claiming Priority (2)

Application Number Priority Date Filing Date Title
US23578000P 2000-09-26 2000-09-26
US60/235,780 2000-09-26

Publications (3)

Publication Number Publication Date
WO2002027996A2 WO2002027996A2 (en) 2002-04-04
WO2002027996A3 true WO2002027996A3 (en) 2002-06-06
WO2002027996A8 WO2002027996A8 (en) 2003-05-15

Family

ID=22886877

Family Applications (1)

Application Number Title Priority Date Filing Date
PCT/US2001/030074 WO2002027996A2 (en) 2000-09-26 2001-09-26 Inverse solution for structured finance

Country Status (5)

Country Link
EP (1) EP1232462A4 (en)
JP (1) JP2004511036A (en)
AU (1) AU2001291251A1 (en)
HK (1) HK1049384A1 (en)
WO (1) WO2002027996A2 (en)

Citations (2)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US5812988A (en) * 1993-12-06 1998-09-22 Investments Analytic, Inc. Method and system for jointly estimating cash flows, simulated returns, risk measures and present values for a plurality of assets
US6055517A (en) * 1995-10-30 2000-04-25 Efi Actuaries Method of determining optimal asset allocation utilizing asset cash flow simulation

Family Cites Families (4)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
JPH04342059A (en) * 1991-05-18 1992-11-27 Fujitsu Ltd Combination optimizing system
WO1997007475A1 (en) * 1995-08-15 1997-02-27 The Trustees Of Columbia University In The City Of New York Estimation method and system for financial securities trading
US6061662A (en) * 1997-08-15 2000-05-09 Options Technology Company, Inc. Simulation method and system for the valuation of derivative financial instruments
WO1998034188A1 (en) * 1997-02-04 1998-08-06 British Telecommunications Public Limited Company Processor

Patent Citations (2)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US5812988A (en) * 1993-12-06 1998-09-22 Investments Analytic, Inc. Method and system for jointly estimating cash flows, simulated returns, risk measures and present values for a plurality of assets
US6055517A (en) * 1995-10-30 2000-04-25 Efi Actuaries Method of determining optimal asset allocation utilizing asset cash flow simulation

Non-Patent Citations (1)

* Cited by examiner, † Cited by third party
Title
See also references of EP1232462A4 *

Also Published As

Publication number Publication date
WO2002027996A8 (en) 2003-05-15
EP1232462A2 (en) 2002-08-21
AU2001291251A1 (en) 2002-04-08
WO2002027996A2 (en) 2002-04-04
EP1232462A4 (en) 2003-05-21
JP2004511036A (en) 2004-04-08
HK1049384A1 (en) 2003-05-09

Similar Documents

Publication Publication Date Title
WO2004102180A3 (en) Mass spectrometry
WO2004075078A3 (en) Method and apparatus for fundamental operations on token sequences: computing similarity, extracting term values, and searching efficiently
WO2002050662A3 (en) Apparatus and method of video program classification based on syntax of transcript information
WO2003024084A3 (en) Television service enhancements
WO2003024017A3 (en) Method for making secure a secret quantity
WO2002044543A3 (en) Method and apparatus for identifying parameters of an engine for assembly and programming
WO2004038618A3 (en) Method and device for synthesising an electrical architecture
WO2003027802A3 (en) Processing performance data describing a relationship between a provider and a client
EP1376977A3 (en) Identity-based distributed computing for device resources
DK1156415T3 (en) Server-side control objects for processing client-side user interface elements
WO2004077277A3 (en) System and methods for implementing an xml
WO2002097676A3 (en) Integrating tablespaces with different block sizes
EP1321844A3 (en) Access right contradiction detection apparatus and analysis rule creation apparatus
WO2003088000A8 (en) Method for the standardization and syndication of business transactions
CA2428821A1 (en) Accessing a platform independent input method editor from an underlying operating system
WO2005013039A3 (en) Prefetch control in a data processing system
EP1176804A3 (en) Color quantization method based on an HMMD color space and multimedia searching method using the same
WO2002047463A3 (en) A method and apparatus for transforming data
EP1045348A3 (en) Financial document processing system and method of operating a financial document processing system during exception recovery
WO2001041065A3 (en) Method for coding and decoding multimedia data
WO2002027996A8 (en) Inverse solution for structured finance
EP1321901A3 (en) Method for controlling access rights to an object
ES2170725A1 (en) Method for acquiring satellite
WO2000072112A3 (en) Obfuscation of executable code
WO2004114057A3 (en) System for rating an item

Legal Events

Date Code Title Description
AK Designated states

Kind code of ref document: A2

Designated state(s): AE AG AL AM AT AU AZ BA BB BG BR BY BZ CA CH CN CO CR CU CZ DE DK DM DZ EC EE ES FI GB GD GE GH GM HR HU ID IL IN IS JP KE KG KP KR KZ LC LK LR LS LT LU LV MA MD MG MK MN MW MX MZ NO NZ PL PT RO RU SD SE SG SI SK SL TJ TM TR TT TZ UA UG US UZ VN YU ZA ZW

AL Designated countries for regional patents

Kind code of ref document: A2

Designated state(s): GH GM KE LS MW MZ SD SL SZ TZ UG ZW AM AZ BY KG KZ MD RU TJ TM AT BE CH CY DE DK ES FI FR GB GR IE IT LU MC NL PT SE TR BF BJ CF CG CI CM GA GN GQ GW ML MR NE SN TD TG

WWE Wipo information: entry into national phase

Ref document number: 2001971355

Country of ref document: EP

ENP Entry into the national phase

Ref country code: JP

Ref document number: 2002 531662

Kind code of ref document: A

Format of ref document f/p: F

121 Ep: the epo has been informed by wipo that ep was designated in this application
AK Designated states

Kind code of ref document: A3

Designated state(s): AE AG AL AM AT AU AZ BA BB BG BR BY BZ CA CH CN CO CR CU CZ DE DK DM DZ EC EE ES FI GB GD GE GH GM HR HU ID IL IN IS JP KE KG KP KR KZ LC LK LR LS LT LU LV MA MD MG MK MN MW MX MZ NO NZ PL PT RO RU SD SE SG SI SK SL TJ TM TR TT TZ UA UG US UZ VN YU ZA ZW

AL Designated countries for regional patents

Kind code of ref document: A3

Designated state(s): GH GM KE LS MW MZ SD SL SZ TZ UG ZW AM AZ BY KG KZ MD RU TJ TM AT BE CH CY DE DK ES FI FR GB GR IE IT LU MC NL PT SE TR BF BJ CF CG CI CM GA GN GQ GW ML MR NE SN TD TG

WWP Wipo information: published in national office

Ref document number: 2001971355

Country of ref document: EP

WWE Wipo information: entry into national phase

Ref document number: 10130902

Country of ref document: US

CFP Corrected version of a pamphlet front page

Free format text: UNDER (57) PUBLISHED ABSTRACT REPLACED BY CORRECT ABSTRACT

REG Reference to national code

Ref country code: DE

Ref legal event code: 8642

WWW Wipo information: withdrawn in national office

Ref document number: 2001971355

Country of ref document: EP