Barry M Feldman

US Patent:

6640204, Oct 28, 2003

Filed:

Apr 6, 2001

Appl. No.:

09/827758

Inventors:

Barry E. Feldman - Chicago IL 60614

International Classification:

G06F 1718

US Classification:

702189, 702181, 703 1

Abstract:

A method and system for cooperative resolution of joint statistical effects. A statistical cooperative game is used to represent statistical joint effects in a multivariate statistical model. Access relationships are created between players in a cooperative game and variables in a multivariate statistical model. A worth of a coalition in a cooperative game is determined, based on a multivariate statistical model and a performance measure of the multivariate statistical model. Cooperative resolution methods are applied to particular analytical procedures. Thus, the present invention may be used to construct statistical cooperative games and use cooperative game theory to resolve statistical joint effects in a variety of situations. The methods may be applicable to other types of joint effects problems such as those found in engineering, finance and other disciplines.

US Patent:

6961678, Nov 1, 2005

Filed:

Oct 14, 2003

Appl. No.:

10/685006

Inventors:

Barry E. Feldman - Chicago IL, US

International Classification:

G06F017/18

US Classification:

702189, 703 1, 463 22

Abstract:

A method and system for cooperative resolution of statistical and other joint effects. The method and system include constructing controlled allocation games. Allocation patterns in a control game are used to determine value allocations in an allocation game. The method and system also includes approximating value functions for large cooperative games. The method and system may be used to construct statistical cooperative games and use cooperative game theory to resolve statistical joint effects in a variety of situations. The methods may be applicable to other types of joint effects problems such as those found in engineering, finance and other disciplines.

US Patent:

7079985, Jul 18, 2006

Filed:

Oct 28, 2005

Appl. No.:

11/262285

Inventors:

Barry E. Feldman - Chicago IL, US

International Classification:

G06F 19/00

US Classification:

702185, 434128

Abstract:

A method and system for approximating a value functions for cooperative games. The method and system include approximating value functions for large cooperative games. The method and the system may be applicable to other types of value function problems such as those found in engineering, finance and other disciplines.

US Patent:

20030195831, Oct 16, 2003

Filed:

Apr 12, 2002

Appl. No.:

10/121071

Inventors:

Barry Feldman - Chicago IL, US

Assignee:

IBBOTSON ASSOCIATES, INC.

International Classification:

G06F017/60

US Classification:

705/036000

Abstract:

Historical data on the returns of a set of risky assets are resampled in each of a plurality of simulations to create sets of resampled risky asset return data. Simulated efficient investment portfolios of assets are assembled on a sheaf of efficient frontiers, one for each simulation. A set of intervals of a statistical input parameter (such as standard deviation) is defined. Each simulated efficient investment portfolios is assigned to an interval. A summary statistical procedure operates on all of the simulated investment portfolios associated with each interval, thereby deriving a resampled efficient investment portfolio. The resampled efficient investment portfolios reside on a resampled efficient frontier and are presented to an investor as a guide to making investments or are used as an input for other automated procedures.