US 12,094,005 B1
Systems and methods for a user interface and application for simulating construction and optimization of an investment portfolio
Stephen Boyd, Stanford, CA (US); Mykel Kochenderfer, Palo Alto (CA); Raphael Benarrosh, New York, NY (US); Pam Chan, New York, NY (US); Vidyasagar Vairavamurthy, Roselyn, NY (US); Garson Brandon Levy, New York, NY (US); Jonathan Callan, Hoboken, NJ (US); and Pascal Nguyen, London (GB)
Assigned to BlackRock, Inc., New York, NY (US)
Filed by BlackRock, Inc., New York, NY (US)
Filed on Jul. 11, 2022, as Appl. No. 17/861,520.
Claims priority of provisional application 63/270,337, filed on Oct. 21, 2021.
Int. Cl. G06Q 40/06 (2012.01); G06F 3/0482 (2013.01); G06F 3/04845 (2022.01); G06F 3/04847 (2022.01)
CPC G06Q 40/06 (2013.01) [G06F 3/0482 (2013.01); G06F 3/04845 (2013.01); G06F 3/04847 (2013.01)] 18 Claims
OG exemplary drawing
 
1. A method for simulating a portfolio, the method comprising:
providing, to a processor, a plurality of cash flow parameters;
generating, by the processor, cash flow templates from the plurality of cash flow parameters;
generating, by the processor, cash flows for a plurality of asset classes in the portfolio from the cash flow templates and an investment amount;
generating, by the processor and using a Markowitz optimization, the cash flows, and a risk parameter, a plurality of investment allocations from the investment amount to the plurality of asset classes in the portfolio, wherein the plurality of investment allocations to the plurality of asset classes are generated to maximize a cash flow of the portfolio for a corresponding value of the risk parameter, wherein the Markowitz optimization generated the plurality of investment allocations maximize a net present value of the portfolio for a corresponding risk parameter, wherein the net present value of the portfolio is a function of a multiple of invested capital (MOIC) cash flow parameter;
causing to be displayed, in a first user interface, a first graph displaying the plurality of investment allocations to the plurality of asset classes in the portfolio as a function of risk;
causing to be displayed, in a second user interface, a second graph displaying a cash flow of the portfolio that corresponds to one set of the plurality of investment allocations;
receiving an input that continuously moves a computer-generated marker along a risk axis in the first graph of the first user interface;
selecting, in response to the continuous movement of the computer-generated marker on the first user interface, different sets of the plurality of investment allocations;
initiating, in response to the continuous movement of the computer-generated marker on the first user interface, computing instructions that cause the cash flow displayed in the second graph of the second user interface to update in real-time and in correspondence with the movement of the computer-generated marker on the first user interface until the computer-generated marker stops moving and stops selecting different sets of the plurality of investment allocations;
causing to be displayed, on a third user interface, a cash flow for a selected set of the plurality of investment allocations; and
changing the cash flow in the third user interface in response to the movement of the computer-generated marker along the risk axis of the first user interface.