Abstract: According to at least one aspect, data of a plurality of existing portfolios is accessed that each include time series data of securities and associated weights. At least two existing portfolios are associated with a reference portfolio comprising reference time series data of reference securities and associated reference weights. Portfolio data is determined for at least two existing portfolios by determining, for each of a plurality of securities, difference data based on a difference between the weight of the security for the existing portfolio at a specific time period and a reference weight of the security at the specific time period, and determining a ranking for each of the plurality of securities based on the difference data. An ensemble portfolio is determined, based on the portfolio data and using an ensemble technique, comprising new time series data indicative of a new set of securities and associated new weights.

Abstract: According to at least one aspect, data of a plurality of existing portfolios is accessed that each include time series data of securities and associated weights. At least two existing portfolios are associated with a reference portfolio comprising reference time series data of reference securities and associated reference weights. Portfolio data is determined for at least two existing portfolios by determining, for each of a plurality of securities, difference data based on a difference between the weight of the security for the existing portfolio at a specific time period and a reference weight of the security at the specific time period, and determining a ranking for each of the plurality of securities based on the difference data. An ensemble portfolio is determined, based on the portfolio data and using an ensemble technique, comprising new time series data indicative of a new set of securities and associated new weights.

Abstract: The invention relates to a method and a system for reconstructing composition or attributes of financial portfolios using incomplete information. Aspects provide improved evolution of a portfolio position, which may be time varying. Other aspects include minimization of the deviations from the natural economic evolution of the composition in the absence of external forces for a portfolio under a constraint on return difference between an actual and a reconstructed portfolio, which can be based on directly observable parameters.

Abstract: The disclosed technology, in certain embodiments, analyzes financial market data to determine a financial overlay that is provided to portfolio owners in order to notify or alert the portfolio owner regarding when to convert an investment to cash and/or cash equivalents, buy an investment, or sell an investment. In certain embodiments, financial market data is used to determine the status of respective market sectors based on a change in behavior and/or a correlation to a financial index. In certain embodiments, a financial overlay decision associated with the market sectors is determined based on the status of a market sector. The financial overlay decision may be provided to portfolio owners and may include a decision to maintain an investment, buy an investment, sell an investment, or convert an investment to cash or cash equivalents.