{"schema_version":"1.0","canonical_url":"https://patentable.app/patents/US-9721300","patent":{"patent_number":"US-9721300","title":"Systems and methods for financial optimization using portfolio calibration","assignee":null,"inventors":[],"filing_date":"2009-06-02T00:00:00.000Z","publication_date":"2017-08-01T00:00:00.000Z","cpc_codes":["G06Q","G06Q"],"num_claims":10,"abstract":"Investment portfolios undergo a calibration procedure to improve their efficiency and stability. Any set of portfolios could be selected for calibration. If said portfolios represent a result of a portfolio optimization or asset allocation, then using original model inputs, an optimization procedure is performed to compute an original efficient frontier and a set of frontier portfolios is selected for calibration. A plurality of random samples of modified optimization inputs based on the original inputs is generated. For each random sample of inputs a modified efficient frontier is computed using the portfolio optimization model with modified inputs. Each portfolio selected for calibration is projected on the modified efficient frontier to create a corresponding modified calibration portfolio. Calibrated portfolio is created by averaging its calibrations. Calibrated efficient frontier is created by averaging all calibration portfolios for each selected portfolio on the original frontier."},"analysis":{"summary":null,"layman_explanation":null,"technical_analysis":null,"business_analysis":null,"faqs":null,"topics":[],"tech_cluster":null},"seo":{"title":"Systems and methods for financial optimization using portfolio calibration","description":"Investment portfolios undergo a calibration procedure to improve their efficiency and stability. Any set of portfolios could be selected for calibration. If said portfolios represent a result of a por","keywords":[]},"attribution":{"source":"Patentable","source_url":"https://patentable.app","canonical_url":"https://patentable.app/patents/US-9721300","license":"CC-BY-4.0-like","license_terms":"AI-generated analysis on this page (summary, layman_explanation, technical_analysis, business_analysis, faqs) may be reused with attribution and a visible link back to the canonical URL above. Patent abstracts, claims, and bibliographic data are USPTO public domain.","required_link":"https://patentable.app/patents/US-9721300","citation_suggestion":"Patentable. \"Systems and methods for financial optimization using portfolio calibration\" (US-9721300). https://patentable.app/patents/US-9721300","copyright_holder":"Nomic Interactive Technology LLC"},"links":{"html":"https://patentable.app/patents/US-9721300","json":"https://patentable.app/api/llm-context/US-9721300","site":"https://patentable.app","llms_txt":"https://patentable.app/llms.txt"},"generated_at":"2026-06-06T06:42:10.796Z"}