Brian T Hunter

Author:

Brian Hunter

ISBN #:

0312064977

Author:

Brian Hunter

ISBN #:

0312079753

Author:

Brian Hunter

ISBN #:

0312097018

Author:

Brian Hunter

ISBN #:

0312121946

Author:

Brian Hunter

ISBN #:

0312127499

Author:

Brian Hunter

ISBN #:

0312161239

Author:

Brian Hunter

ISBN #:

0312174373

Author:

Brian Hunter

ISBN #:

0824099710

US Patent:

7584132, Sep 1, 2009

Filed:

Feb 5, 2002

Appl. No.:

10/296414

Inventors:

Brian A. Hunter - Boston MA, US

Assignee:

Strategic Capital Network, LLC - Boston MA

International Classification:

G06Q 40/00

US Classification:

705 36R, 705 40, 705 38

Abstract:

A tool implemented in a computer system for analyzing the performance of a set of investment opportunities (FIG. ). The tool operates in a screening mode whose displayed results permit the user to compare performance of the investment opportunities over time () and in a fitting mode whose displayed results permit the user to compare performance of pairs of the investment opportunities with regard to diversity of risk (). In the screening mode, the investments are compared with regard to a number of different metrics. Included in the metrics is the Hunter Ratio, a pseudo-reliability metric. In the fitting mode, the correlation coefficient and Blend Anxiety of the returns of pairs of investment opportunities are measured. The Blend Anxiety is computed using the covariance of the returns. A graphical user interface for the tool permits the user to select investment opportunities, asset classes, benchmarks, kinds of calculations, and periods of time over which the calculations are to be performed ().

US Patent:

7653449, Jan 26, 2010

Filed:

Jun 18, 2004

Appl. No.:

10/561095

Inventors:

Brian A. Hunter - Boston MA, US
Ashish Kulkarni - Cambridge MA, US
Soulaymane Kachani - New York NY, US

Assignee:

Strategic Capital Network, LLC - Boston MA

International Classification:

G06Q 40/00
G05B 19/418
G06F 17/18
G06F 9/50

US Classification:

700 99, 705 8, 705 36 R, 702181

Abstract:

An improved resource allocation system comprising a reliability decision engine (), which allocates the portfolio's assets as required for the desired reliability portfolio. The reliability decision engine including two reliability decision engines, a basic reliability decision engine () and a robust reliability decision engine (). The use of robust optimization makes it possible to determine the sensitivity of the optimized portfolio. Scenarios can be specified directly by the user or automatically generated by the system in response to a selection by the user. Inputs () are applied to basic the basic reliability decision engine () and inputs () are applied to robust reliability decision engine ().

US Patent:

20030046212, Mar 6, 2003

Filed:

Dec 13, 2001

Appl. No.:

10/018696

Inventors:

Brian Hunter - Boston MA, US
Soulaymane Kachani - Cambridge MA, US

International Classification:

G06F017/60

US Classification:

705/036000

Abstract:

Resource allocation techniques for determining an allocation of investment funds among a set of at least two asset classes for a period of time which maximizes return on the investment funds over the period of time. In one aspect of the techniques, the return on the investment funds is determined using real options. In another aspect of the techniques, reliability of return is used to quantify the effects of the diversification resulting from the use of different classes of assets (). The reliability of return is then used as a constraint on the maximization of the return. The reliability of return is determined () by establishing correlations between the asset classes with regard to risk, using the correlations with the standard deviations for the asset classes to determine covariances between the asset classes, and using the covariances to determine the standard deviation for the risk for the entire set. The standard deviation is then used together with the return to determine the reliability of the return ().

US Patent:

20100185557, Jul 22, 2010

Filed:

Dec 31, 2009

Appl. No.:

12/651272

Inventors:

Brian A. Hunter - Boston MA, US
Ashish Kulkarni - Cambridge MA, US
Soulaymane Kachani - New York NY, US

Assignee:

Strategic Capital Network, LLC - Boston MA

International Classification:

G06Q 40/00
G06Q 10/00

US Classification:

705 36 R, 705348

Abstract:

Resource allocation techniques for robust optimization of a set of assets. In these techniques, a user defines or selects scenarios that model investment conditions including normal and/or extreme conditions. The set of assets is optimized across the scenarios to produce weights for the assets in the set that optimize the worst-case value of the assets. A resource allocation system is disclosed which first selects a reliable set of assets for optimization and then optimizes the reliable set of assets. Optimization of the set of assets may involve robust or non-robust optimization, many different kinds of constraints and/or multiple constraints, different objective functions, and different adjustments for the objective functions. Selection of the set of assets and selection of the kind of optimization, of the constraints, of the objective function, and of the adjustments to the objective function is done using a graphical user interface.