Patents by Inventor Carol Lynn Kiaer

Carol Lynn Kiaer has filed for patents to protect the following inventions. This listing includes patent applications that are pending as well as patents that have already been granted by the United States Patent and Trademark Office (USPTO).

  • Methods and systems for analytical-based multifactor multiobjective portfolio risk optimization
    Patent number: 7593880
    Abstract: The invention provides systems and methods for determining an efficient frontier, which comprises a collection of security allocations in a portfolio, with multiple, conflicting objectives in a multi-factor portfolio problem. The method includes providing a mathematical model of a relaxation of a problem; generating a sequence of additional constraints; and sequentially applying respective nonlinear risk functions to generate respective adjusted maximum return solutions to obtain an efficient frontier.
    Type: Grant
    Filed: March 19, 2003
    Date of Patent: September 22, 2009
    Assignee: General Electric Company
    Inventors: Kete Charles Chalermkraivuth, Carol Lynn Kiaer, Srinivas Bollapragada, Anindya Chakraborty
  • Methods and apparatus for reducing hyperplanes in a control space
    Patent number: 6871105
    Abstract: A method for facilitating an optimization of a control space in n dimensions is provided. The control space includes a plurality of points, and the method includes removing at least one hyperplane of the control space, and perturbing the remaining points of the control space to lessen errors relative to the control space prior to the removal of at least one hyperplane.
    Type: Grant
    Filed: September 26, 2002
    Date of Patent: March 22, 2005
    Assignee: General Electric Company
    Inventors: James Kenneth Aragones, Carol Lynn Kiaer, Ronald George Maruscik, Avinash Vinayak Taware, Robert Marcel Mattheyses
  • Methods and systems for analytical-based multifactor multiobjective portfolio risk optimization
    Publication number: 20040186814
    Abstract: The invention provides systems and methods for determining an efficient frontier, which comprises a collection of security allocations in a portfolio, with multiple, conflicting objectives in a multi-factor portfolio problem. The method includes providing a mathematical model of a relaxation of a problem; generating a sequence of additional constraints; and sequentially applying respective nonlinear risk functions to generate respective adjusted maximum return solutions to obtain an efficient frontier.
    Type: Application
    Filed: March 19, 2003
    Publication date: September 23, 2004
    Inventors: Kete Charles Chalermkraivuth, Carol Lynn Kiaer, Srinivas Bollapragada, Anindya Chakraborty
  • Methods and apparatus for reducing hyperplanes in a control space
    Publication number: 20040064201
    Abstract: A method for facilitating an optimization of a control space in n dimensions is provided. The control space includes a plurality of points, and the method includes removing at least one hyperplane of the control space, and perturbing the remaining points of the control space to lessen errors relative to the control space prior to the removal of at least one hyperplane.
    Type: Application
    Filed: September 26, 2002
    Publication date: April 1, 2004
    Inventors: James Kenneth Aragones, Carol Lynn Kiaer, Ronald George Maruscik, Avinash Vinayak Taware, Robert Marcel Mattheyses