Abstract: The systems and methods of the invention are directed to portfolio optimization and related techniques. For example, the invention provides a method for multi-objective portfolio optimization for use in investment decisions based on competing objectives and a plurality of constraints constituting a portfolio problem, the method comprising: performing a first multi-objective optimization process, based on competing objectives, to generate an efficient frontier of possible solutions; observing the generated efficient frontier; based on the observing, identifying an area of the efficient frontier in which there is a gap; and effecting a gap filling process by which the efficient frontier is supplemented in the area of the gap, the efficient frontier being used in investment decisioning.

Abstract: A system and method for processing healthcare service data is herein disclosed. The system comprising a decision engine in communication with a process manager and a knowledge source. The decision engine receives at least one protocol from the knowledge source that is derived by automated learning and applies the at least one protocol to healthcare service data and transmits a response to the process manager such that the response is indicative of a next workflow step to be taken.

Abstract: A method for multi-objective deterioration accommodation using predictive modeling is disclosed. The method uses a simulated machine that simulates a deteriorated actual machine, and a simulated controller that simulates an actual controller. A multi-objective process is performed, based on specified control settings for the simulated controller and specified operational scenarios for the simulated machine controlled by the simulated controller, to generate a Pareto frontier-based solution space relating performance of the simulated machine to settings of the simulated controller, including adjustment to the operational scenarios to represent a deteriorated condition of the simulated machine.

Abstract: A method for multi-objective fault accommodation using predictive modeling is disclosed. The method includes using a simulated machine that simulates a faulted actual machine, and using a simulated controller that simulates an actual controller. A multi-objective optimization process is performed, based on specified control settings for the simulated controller and specified operational scenarios for the simulated machine controlled by the simulated controller, to generate a Pareto frontier-based solution space relating performance of the simulated machine to settings of the simulated controller, including adjustment to the operational scenarios to represent a fault condition of the simulated machine.

Abstract: Systems and methods for optimizing a plurality of competing portfolios of logistical alternatives are disclosed. In one embodiment, where the competing portfolios of logistical alternatives are competing portfolios of flight paths, a method (1100) for optimizing a plurality of competing portfolios of logistical alternatives includes receiving (1102) competing flight path portfolios from one or more flight operation centers. Dominance criteria are applied (1104) to select a subset of the portfolios from the plurality of competing portfolios for further consideration. Multi-objective genetic optimization is applied (1106) to the subset of portfolios to identify an optimal portfolio among the plurality of competing portfolios of logistical alternatives.

Abstract: A visual interactive multi-criteria decision-making method and computer-based apparatus for portfolio management. The method/apparatus supports partitioning of a portfolio of physical or other assets into two mutually exclusive categories, such as assets recommended for sale and assets recommended for retention. The method/apparatus utilizes one or more coupled 2-D projections of the portfolio in criteria space. The user interacts with the projections to express and record preferences.

Abstract: A visual interactive multi-criteria decision-making method and computer-based apparatus for portfolio management. The method/apparatus supports partitioning of a portfolio of physical or other assets into two mutually exclusive categories, such as assets recommended for sale and assets recommended for retention. The method/apparatus utilizes one or more coupled 2-D projections of the portfolio in criteria space. The user interacts with the projections to express and record preferences.

Abstract: Systems and methods for multi-level optimization of emission levels and efficiency for a boiler system that includes creating both boiler-level models and burner-level models and receiving a plurality of boiler-level system variables. The received system variables are used along with boiler system constraints to optimize boiler-level setpoints. Once the boiler-level setpoints have been optimized they are sent to the burner level of a hierarchical control system, where they are used to optimize burner-level setpoints. Once the burner-level setpoints have been optimized they are sent to the burner control loops of the plant control system to be implemented.

Abstract: A method and system for fusing a collection of classifiers used for an automated insurance underwriting system and/or its quality assurance is described. Specifically, the outputs of a collection of classifiers are fused. The fusion of the data will typically result in some amount of consensus and some amount of conflict among the classifiers. The consensus will be measured and used to estimate a degree of confidence in the fused decisions. Based on the decision and degree of confidence of the fusion and the decision and degree of confidence of the production decision engine, a comparison module may then be used to identify cases for audit, cases for augmenting the training/test sets for re-tuning production decision engine, cases for review, or may simply trigger a record of its occurrence for tracking purposes. The fusion can compensate for the potential correlation among the classifiers.

Abstract: A system for implementing a multi objective evolutionary algorithm (MOEA) on a programmable hardware device is provided. The system comprises a random number generator, a population generator, a crossover/mutation module, a fitness evaluator, a dominance filter and an archive. The random number generator is configured to generate a sequence of pseudo random numbers. The population generator is configured to generate a population of solutions based on the output from the random number generator. The crossover/mutation module is configured to adapt the population of solutions to generate an adapted population of solutions. The fitness evaluator is configured to evaluate each member comprising the population of solutions and the adapted population of solutions. The fitness evaluator is implemented on the programmable hardware device.

Abstract: Systems and methods for airspace demand prediction with improved sector level demand prediction are provided. In one embodiment, an air traffic demand prediction system (10) operable to predict demand within an airspace divided into sectors includes an expanded route predictor (14) operable to generate predicted two-dimensional expanded route information (40) associated with at least one requested flight (34), a trajectory modeler (16) operable to generate predicted four-dimensional expanded route information (46), a sector crossing predictor (18) operable to generate predicted sector crossing information (48), a departure time predictor (22) operable to generate predicted departure time information (54), and a demand modeler (62) operable to generate a demand model (28), the demand model (28) including predicted time intervals associated with the at least one requested flight indicating when it is expected to be present within one or more sectors of the airspace.

Abstract: The systems and methods of the invention are directed to portfolio optimization and related techniques. For example, the invention provides a method for multi-objective portfolio optimization for use in investment decisions based on competing objectives and a plurality of constraints constituting a portfolio problem, the method comprising: generating an initial population of solutions of portfolio allocations; performing a first multi-objective process, based on the initial population and the competing objectives, to generate a first interim efficient frontier; performing a second multi-objective process, based on the initial population and the competing objectives, to generate a second interim efficient frontier; and fusing the first interim efficient frontier with the second interim efficient frontier to create an augmented efficient frontier for use in investment decisioning.

Abstract: A method and system for designing a neural network classifier and such a neural network for an automated insurance underwriting system and/or its quality assurance is described. While the design method is demonstrated for quality assurance of automated insurance underwriting, it is broadly applicable to diverse decision-making applications in business, commercial, and manufacturing processes. Specifically, multi-class classification problems are solved by decomposing a multi-class classifier into multiple binary-classifiers, which reduces the complexity of the neural network structure, thus reducing the training time and improving the classification performance. Furthermore, the invention also describes a method to incorporate the domain knowledge into the neural network classifier. Both methods work to improve the performance of the classifier.

Abstract: A system, process and computer program product for underwriting a financial risk instrument application represented by at least one risk attribute is provided. Decision engines examine the at least one risk attribute associated with the financial risk instrument application and assign the application to one of a predetermined set of risk classes. A fusion engine compares the risk classes assigned by each of the decision engines and fuses the assigned risk classes into an aggregated result representative of the risk of the financial risk instrument application. The fusion engine includes a first multi-classifier fusion module that uses an associative function to fuse the assigned risk classes into a first aggregated result and a second multi-classifier fusion that uses a non-associative function to fuse the assigned risk classes into a second aggregated result.

Abstract: A method and system for automating the decision-making process used in underwriting of insurance applications is described. While this approach is demonstrated for insurance underwriting, it is broadly applicable to diverse decision-making applications in business, commercial, and manufacturing processes. A structured methodology is used based on a multi-model parallel network of multivariate adaptive regression splines (“MARS”) models to identify the relevant set of variables and their parameters, and build a framework capable of providing automated decisions. The parameters of the MARS-based decision system are estimated from a database consisting of a set of applications with reference decisions against each. Cross-validation and development/hold-out combined with re-sampling techniques are used to build a robust set of models that minimize the error between the automated system's decision and the expert human underwriter.

Abstract: A method and system for fusing a collection of classifiers used for an automated insurance underwriting system and/or its quality assurance is described. Specifically, the outputs of a collection of classifiers are fused. The fusion of the data will typically result in some amount of consensus and some amount of conflict among the classifiers. The consensus will be measured and used to estimate a degree of confidence in the fused decisions. Based on the decision and degree of confidence of the fusion and the decision and degree of confidence of the production decision engine, a comparison module may then be used to identify cases for audit, cases for augmenting the training/test sets for re-tuning production decision engine, cases for review, or may simply trigger a record of its occurrence for tracking purposes. The fusion can compensate for the potential correlation among the classifiers.

Abstract: A robust system for automating the tuning and maintenance of decision-making systems is described. A configurable multi-stage mutation-based evolutionary algorithm optimally tunes the decision thresholds and internal parameters of fuzzy rule-based and case-based systems that decide the risk categories of insurance applications. The tunable parameters have a critical impact on the coverage and accuracy of decision-making, and a reliable method to optimally tune these parameters is critical to the quality of decision-making and maintainability of these systems.

Abstract: A system for at least a partial underwriting of insurance policies is described. based on the similarity to previous insurance applications, a decision on the current request for underwriting may be made this decision-making process represents an analogical approach to the placement of an insurance application to an underwriting category, whereby a given insurance application request is compared to previous requests.

Abstract: A robust process for automating the tuning and maintenance of decision-making systems is described. A configurable multi-stage mutation-based evolutionary algorithm optimally tunes the decision thresholds and internal parameters of fuzzy rule-based and case-based systems that decide the risk categories of insurance applications. The tunable parameters have a critical impact on the coverage and accuracy of decision-making, and a reliable method to optimally tune these parameters is critical to the quality of decision-making and maintainability of these systems.

Abstract: A process for at least a partial underwriting of insurance policies is described. Based on the similarity to previous insurance applications, a decision on the current request for underwriting may be made. This decision-making process represents an analogical approach to the placement of an insurance application to an underwriting category, whereby a given insurance application request is compared to previous requests.