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METHOD AND SYSTEM UTILIZING ARTIFICIAL INTELLIGENCE AN OPTIMIZATION THEORY FOR ASSET MANAGEMENT IN A MANAGER ALLOCATOR PLATFORM
METHOD AND SYSTEM UTILIZING ARTIFICIAL INTELLIGENCE AN OPTIMIZATION THEORY FOR ASSET MANAGEMENT IN A MANAGER ALLOCATOR PLATFORM
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机译：利用人工智能的方法和系统，经理分配器平台中资产管理优化理论
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摘要
Artificial intelligence and optimization theory in an asset management process to develop a platform for the automated management of money managers in a portfolio construction process. The present innovation includes the process of connecting databases of securities information to asset manager information to create a linked database of information for the overview and management of portfolios. This linked database is then analyzed using a statistical optimization procedure, converted into a series of metrics and compressed and represented by a series of contrasts. These contrasts are analyzed using Data Shapley, Statistical Cointegration and a Democratized Digital Voter System to construct a utility function estimation. This estimated utility is typically high-dimensional in nature and is not always analytically solvable. In order to determine an optimum allocation convex hull optimization processes are run across the function to determine the appropriate weights to assign to each money manager. Once an allocation is made to money managers, money manager and portfolio performance is tracked over time in order to make a determination if reallocation is necessary.
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