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1. 发明申请

WO2006041865A3 METHOD FOR REENGINEERING OF BUSINESS PROCESSES 审中-公开
标题翻译：重新生成业务流程的方法
公开(公告)号：WO2006041865A3
公开(公告)日：2007-03-15
申请号：PCT/US2005035734
申请日：2005-10-05
申请人： GEN ELECTRIC , AKBAY KUNTER SEREF , MESSMER RICHARD PAUL , JOHNSON CHRISTOPHER DONALD , KAPOOR NAVNEET , PAVESE MARC
发明人： AKBAY KUNTER SEREF , MESSMER RICHARD PAUL , JOHNSON CHRISTOPHER DONALD , KAPOOR NAVNEET , PAVESE MARC
IPC分类号： G06F19/00
CPC分类号： G06Q10/10
摘要： A method for reengineering of a business process. The method includes extracting baseline information requirements of at least one business process (72), wherein the step of extracting includes interviewing a process owner of each of the sub-processes of the business process based on a predetermined questionnaire and quantifying information requirements of each of the sub-processes of the business process based on the questionnaire. The method also includes displaying the baseline information requirements (74) in a predetermined matrix structure and prioritizing opportunities (76) for removing information bottlenecks in the at least one business process using the predetermined matrix structure.
摘要翻译：一种重新设计业务流程的方法。该方法包括提取至少一个业务流程的基准信息要求（72），其中所述提取步骤包括基于预定的问卷调查所述业务流程的每个子过程的流程所有者并量化每个业务流程的信息要求基于调查问卷的业务流程的子流程。该方法还包括以预定矩阵结构显示基线信息要求（74）并且利用预定矩阵结构优先排序机会（76）以消除所述至少一个业务流程中的信息瓶颈。

2. 发明申请

WO2004100049A3 SYSTEM AND PROCESS FOR MULTIVARIATE ADAPTIVE REGRESSION SPLINES CLASSIFICATION FOR INSURANCE UNDERWRITING SUITABLE FOR USE BY AN AUTOMATED SYSTEM 审中-公开
标题翻译：用于多种自适应回归分析的系统和过程用于自动化系统使用的保险分类
公开(公告)号：WO2004100049A3
公开(公告)日：2005-12-29
申请号：PCT/US2004008447
申请日：2004-03-19
申请人： GE FINANCIAL ASSURANCE HOLDING , BONISSONE PIERO PATRONE , MESSMER RICHARD PAUL , SUBBU RAJESH VENKAT , YAN WEIZHONG , CHAKRABORTY ANINDYA
发明人： BONISSONE PIERO PATRONE , MESSMER RICHARD PAUL , SUBBU RAJESH VENKAT , YAN WEIZHONG , CHAKRABORTY ANINDYA
IPC分类号： G06Q40/02 , G06Q40/08 , G06F17/60
CPC分类号： G06Q40/02 , G06Q40/08
摘要： 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 (4215), and build a framework capable of providing automated decisions. The parameters of the MARS-based decision system are estimated from a database (4210) consisting of a set of applications with reference decisions against each. Cross-validation (4225) and development/hold-out combined with re-sampling techniques (4220) are used to build a robust set of models that minimize the error between the automated' system's decision and the expert human underwriter. Furthermore, this model building methodology can be used periodically to update and maintain the family of models if required to assure currency.
摘要翻译：描述了一种自动化用于承保保险应用程序的决策过程的方法和系统。虽然这种方法在保险承保方面得到证明，但它广泛适用于商业，商业和制造过程中的各种决策应用。基于多变量自适应回归样条（“MARS”）模型的多模式并行网络，使用一种结构化方法来识别相关的变量集合及其参数（4215），并构建一个能够提供自动化决策的框架。基于MARS的决策系统的参数是由一组数据库（4210）估计的，该数据库包括一组应用程序，并且对每个应用程序作出参考决定。交叉验证（4225）和开发/保留与再采样技术（4220）相结合，用于构建一套强大的模型，从而最大限度地减少了自动化系统决策与专家人类承销商之间的错误。此外，如果需要确保货币，则可以定期使用此模型构建方法来更新和维护模型系列。

3. 发明申请

WO2004086183A3 METHODS AND SYSTEMS FOR ANALYTICAL-BASED MULTIFACTOR MULTIOBJECTIVE PORTFOLIO RISK OPTIMIZATION 审中-公开
标题翻译：基于分析的多因素多元化组合风险优化的方法与系统
公开(公告)号：WO2004086183A3
公开(公告)日：2005-06-09
申请号：PCT/US2004008448
申请日：2004-03-19
申请人： GE FINANCIAL ASSURANCE HOLDING , CHAKRABORTY ANINDYA , CHALERMKRAIVUTH KETE CHARLES , CLARK MICHAEL CRAIG , MESSMER RICHARD PAUL , KIAER CAROL LYNN , BOLLAPRAGADA SRINIVAS
发明人： CHAKRABORTY ANINDYA , CHALERMKRAIVUTH KETE CHARLES , CLARK MICHAEL CRAIG , MESSMER RICHARD PAUL , KIAER CAROL LYNN , BOLLAPRAGADA SRINIVAS
IPC分类号： G06F20060101 , G06F17/60
CPC分类号： G06F1/00
摘要： The invention provides systems and methods for performing a risk measure (140) simulation process through matrix manipulation. The method includes defining the change in risk factors; defining portfolio risk sensitivities (200) such as Delta and Gamma; restating the change in risk factors in Delta-Gamma formulation, applying the P transformation matrix to Gamma to define a matrix; determining the eigenvalue decomposition to obtain a matrix of eigenvectors and applying the matrix of eigenvectors and the P transformation matrix to evaluate the risk measures. Methods of determining allocation (30) of securities in a portfolio are determined as well as the efficient frontier (30).
摘要翻译：本发明提供了通过矩阵操作来执行风险度量（140）模拟过程的系统和方法。该方法包括确定风险因素的变化; 定义组合风险敏感度（200），如Delta和Gamma; 重申Delta-Gamma公式中风险因素的变化，将P变换矩阵应用于Gamma定义矩阵; 确定特征值分解以获得特征向量矩阵并应用特征向量矩阵和P变换矩阵来评估风险度量。确定投资组合中证券分配（30）的方法以及有效前沿（30）。

4. 发明申请

WO2004100049A2 SYSTEM AND PROCESS FOR MULTIVARIATE ADAPTIVE REGRESSION SPLINES CLASSIFICATION FOR INSURANCE UNDERWRITING SUITABLE FOR USE BY AN AUTOMATED SYSTEM 审中-公开
标题翻译：用于多种自适应回归分析的系统和过程用于自动系统使用的保险分类
公开(公告)号：WO2004100049A2
公开(公告)日：2004-11-18
申请号：PCT/US2004/008447
申请日：2004-03-19
申请人： GE FINANCIAL ASSURANCE HOLDINGS, INC. , BONISSONE, Piero, Patrone , MESSMER, Richard, Paul , SUBBU, Rajesh, Venkat , YAN, Weizhong , CHAKRABORTY, Anindya
发明人： BONISSONE, Piero, Patrone , MESSMER, Richard, Paul , SUBBU, Rajesh, Venkat , YAN, Weizhong , CHAKRABORTY, Anindya
IPC分类号： G06K
CPC分类号： G06Q40/02 , G06Q40/08
摘要： 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 (4215), and build a framework capable of providing automated decisions. The parameters of the MARS-based decision system are estimated from a database (4210) consisting of a set of applications with reference decisions against each. Cross-validation (4225) and development/hold-out combined with re-sampling techniques (4220) are used to build a robust set of models that minimize the error between the automated' system's decision and the expert human underwriter. Furthermore, this model building methodology can be used periodically to update and maintain the family of models if required to assure currency.
摘要翻译：描述了一种自动化用于承保保险应用程序的决策过程的方法和系统。虽然这种方法在保险承保方面得到证明，但它广泛适用于商业，商业和制造过程中的各种决策应用。基于多变量自适应回归样条（“MARS”）模型的多模式并行网络，使用一种结构化方法来识别相关的变量集合及其参数（4215），并构建一个能够提供自动化决策的框架。基于MARS的决策系统的参数是由一组数据库（4210）估计的，该数据库包括一组应用程序，并且对每个应用程序作出参考决定。交叉验证（4225）和开发/保留与再采样技术（4220）相结合，用于构建一套强大的模型，从而最大限度地减少了自动化系统决策与专家人类承销商之间的错误。此外，如果需要确保货币，则可以定期使用此模型构建方法来更新和维护模型系列。

5. 发明申请

WO2004086183A2 METHODS AND SYSTEMS FOR ANALYTICAL-BASED MULTIFACTOR MULTIOBJECTIVE PORTFOLIO RISK OPTIMIZATION 审中-公开
标题翻译：基于分析的多因素多元化组合风险优化的方法与系统
公开(公告)号：WO2004086183A2
公开(公告)日：2004-10-07
申请号：PCT/US2004/008448
申请日：2004-03-19
申请人： GE FINANCIAL ASSURANCE HOLDINGS, INC. , CHAKRABORTY, Anindya , CHALERMKRAIVUTH, Kete, Charles , CLARK, Michael, Craig , MESSMER, Richard, Paul , KIAER, Carol, Lynn , BOLLAPRAGADA, Srinivas
发明人： CHAKRABORTY, Anindya , CHALERMKRAIVUTH, Kete, Charles , CLARK, Michael, Craig , MESSMER, Richard, Paul , KIAER, Carol, Lynn , BOLLAPRAGADA, Srinivas
IPC分类号： G06F
CPC分类号： G06F1/00
摘要： The invention provides systems and methods for performing a risk' measure simplification process through matrix manipulation. The method includes defining the change in risk factors; defining portfolio risk sensitivities as Delta and Gamma; restating the change in risk factors in Delta-Gamma formulation, the Delta-Gamma formulation having the factors ΔF's; defining the covariance matrix of ΔF; taking the Cholesky decomposition of the covariance matrix to generate a P transformation matrix; applying the P transformation matrix to Gamma to define a matrix Q k determining the Eigenvalue decomposition of Q k to obtain a matrix of Eigenvectors N; and applying the matrix of Eigenvectors N and the P transformation matrix to evaluate the risk measures. The invention provides systems and methods for determining the allocation of securities in a portfolio. The method includes providing a collection of securities in a portfolio, each security being associated with associated attributes; providing risk factor data related to the portfolio; pooling the securities into a plurality of security clusters based on the attributes associated with each security and the risk factor data, each security being assigned to an security cluster, the pooling being performed using multivariate decision tree processing; processing the security clusters using a nonlinear programming optimizer to generate optimization results; and presenting the optimization results in a risk-return space for determination of a security allocation. 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 (410); generating a sequence of additional constraints (440); and sequentially applying respective nonlinear risk functions to generate respective adjusted maximum return solutions (606) to obtain an efficient frontier (450).
摘要翻译：本发明提供了通过矩阵操纵来执行风险度量简化过程的系统和方法。该方法包括确定风险因素的变化; 将投资组合风险敏感度定义为Delta和Gamma; 重申Delta-Gamma公式中风险因素的变化，Delta-Gamma公式具有因子DeltaF; 定义DeltaF的协方差矩阵; 采用协方差矩阵的Cholesky分解生成P变换矩阵; 将P变换矩阵应用于Gamma以定义确定Q k的特征值分解以获得特征向量N的矩阵的矩阵Qk; 并应用特征向量N矩阵和P变换矩阵来评估风险度量。本发明提供用于确定投资组合中证券分配的系统和方法。该方法包括在投资组合中提供证券集合，每个证券与相关联的属性相关联; 提供与投资组合相关的风险因素数据; 基于与每个安全性相关联的属性和风险因子数据将证券集合到多个安全集群中，每个安全性被分配给安全集群，使用多变量决策树处理来执行该集合; 使用非线性编程优化器处理安全集群以生成优化结果; 并将优化结果呈现在用于确定安全分配的风险回报空间中。本发明提供了用于确定有效边界的系统和方法，其包括投资组合中的安全分配的集合，在多因素投资组合问题中具有多个冲突的目标。该方法包括提供问题的松弛的数学模型（410）; 产生附加约束的序列（440）; 并顺序地应用各自的非线性风险函数以产生相应的调整的最大返回解（606）以获得有效的边界（450）。

6. 发明申请

WO2006041865A2 METHOD FOR REENGINEERING OF BUSINESS PROCESSES 审中-公开
标题翻译：重新生成业务流程的方法
公开(公告)号：WO2006041865A2
公开(公告)日：2006-04-20
申请号：PCT/US2005/035734
申请日：2005-10-05
申请人： GENERAL ELECTRIC COMPANY , AKBAY, Kunter, Seref , MESSMER, Richard, Paul , JOHNSON, Christopher, Donald , KAPOOR, Navneet , PAVESE, Marc
发明人： AKBAY, Kunter, Seref , MESSMER, Richard, Paul , JOHNSON, Christopher, Donald , KAPOOR, Navneet , PAVESE, Marc
IPC分类号： G06F17/30
CPC分类号： G06Q10/10
摘要： A method for reengineering of a business process. The method includes extracting baseline information requirements of at least one business process, wherein the step of extracting includes interviewing a process owner of each of the sub-processes of the business process based on a predetermined questionnaire and quantifying information requirements of each of the sub-processes of the business process based on the questionnaire. The method also includes displaying the baseline information requirements in a predetermined matrix structure and prioritizing opportunities for removing information bottlenecks in the at least one business process using the predetermined matrix structure.
摘要翻译：一种重新设计业务流程的方法。该方法包括提取至少一个业务流程的基准信息要求，其中所述提取步骤包括基于预定问卷来访问所述业务流程的每个子流程的流程所有者，并且量化所述子流程中每个子流程的信息需求，基于问卷调查的业务流程。该方法还包括在预定矩阵结构中显示基线信息要求，并且利用预定矩阵结构优先排除在至少一个业务过程中消除信息瓶颈的机会。

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