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Design Around Bundle Patent portfolio Based on Technological Evolution

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Chinese Journal of Mechanical Engineering 2019年第5期32卷 34-49页

作者： Hui Li Jiefeng Yuan Runhua Tan Qingjin Peng National Technical Innovation Method and Tool Engineering Technology Research Center Hebei University of TechnologyTianjin 300401China The Department of Mechanical Engineering University of ManitobaWinnipegCanada

Product innovation can be achieved by analyzing leading products patents in the market.Different methods have been proposed for design around patent,commonly using the elimination or replacement of a single patent element However,the existing research fails to restore the position and function of the design around object in the original patent portfolio of enterprises,which often leads to the phenomenon of evading one patent and violating another.This paper proposes a method for design around patent through using the fusion of technologies of the evolution theory and bundle-type patent portfolio analysis in the initial stage of product development.The object system is analyzed to select technical opportunities through the evolutionary path of technologies and functional trimming methods to achieve circumvent barriers of bundle-type patents.The bundle patent portfolio is analyzed for the product evolution with a radar map.The technological evolution path is combined with the TRIZ innovation method to identify and solve the design problem.Patentability of the new design is evaluated using the patent system rules for innovative scheme difference from the original patent portfolio.The method is verified in a case study for the design of a glass-wiping robot.The design solution has been patented.

关键词： Design around patent Bundle patent portfolio TRIZ Technological evolution Inventive problem solving

Optimal Stopping Time of a portfolio Selection Problem with Multi-assets

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Journal of the Operations Research Society of China 2021年第1期9卷 163-179页

作者： Xian-Ping Wu Seakweng Vong Wen-Xin Zhou School of Applied Mathematics Guangdong University of TechnologyGuangzhou 510006China Department of Mathematics University of MacaoMacaoChina Department of Applied Mathematics The Hong Kong Polytechnic UniversityHong KongChina

In this work,we study a right time for an investor to stop the investment among multi-assets over a given investment horizon so as to obtainmaximum profit.We formulate it to a two-stage problem.The main problem is not a standard optimal stopping problem due to the non-adapted term in the objective function,and we turn it to a standard one by stochastic analysis.The subproblem with control variable in the drift and volatility terms is solved first via stochastic control method.A numerical example is presented to illustrate the efficiency of the theoretical results.

关键词： Optimal stopping portfolio Valuefunction Dynamic programming Holding region

Innovation portfolio Management for Small-medium Enterprises

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Journal of Systems Science and Systems Engineering 2020年第5期29卷 507-524页

作者： Daniel Pashley Theo Tryfonas Andy Crossley Chris Setchell Stylianos Karatzas iMETRUM Ltd. BristolUK Civil Engineering Department University of BristolUK Civil Engineering Department University of PatrasGreece

For small and medium sized enterprises,portfolio management can be a difficult exercise;especially when the available paths forwards are shrouded in mystery.To overcome this,they are required to research and decide upon the path to follow,but this can be difficult when the information to gather is unclear,leading to ad-hoc processes and inconsistency.The motivation for this project originated from a small and medium sized enterprise experiencing this problem of unknown critical information and a technological portfolio with significant potential.With no procedure or method in place,they conducted the research in an ad-hoc way resulting in uncertainty and low repeatability of decisions.To tackle this problem,innovation structuring frameworks were synthesised with appropriate risks and context to pose a new structure for information capture.The resulting structure was tested within the small and medium sized enterprise to investigate the repeatability of the information capture and the subsequent ranking.The proposed structure was also analysed by-process experts for its wider applicability.For the small and medium sized enterprise,this led to a consistent and repeatable method that delivered increased confidence about selecting a path forwards for its portfolio.In addition,it was found to be applicable to external organisations increasing the moders worth and applicability.The implications of this work have led to a change in the operational procedure of the small and medium sized enterprise to utilise the defined process for researching new ideas for their portfolio which can lead to repeatable and trustworthy decisions.This also has applicability to other similar companies and could lead them through a repeatable process as presented here.

关键词： portfolio management directed research decision support small-medium enterprise

Expanded models of the project portfolio selection problem with learning effect

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CAAI Transactions on Intelligence Technology 2019年第3期4卷 142-147页

作者： Li Wang Xingmei Li Lu Zhao Zailing Liu Beijing Key Laboratory of New Energy and Low-Carbon Development(North China Electric Power University) BeijingPeople’s Republic of China Beijing Metallurgical Equipment Research Design Institute Co. Ltd Shenggu Zhuang 2ChaoyangBeijingPeople’s Republic of China

This research develops two new models for project portfolio selection, in which the candidate projects are composed of multiple repetitive units. To reflect some real situations, the learning effect is considered in the project portfolio selection problem for the first time. The mathematical representations of the relationship between learning experience and investment cost are provided. One numerical example under different scenarios is demonstrated and the impact of considering learning effect is then discussed.

关键词： Expanded models the project portfolio selection problem learning effect

Optimal portfolio for a defined-contribution pension plan under a constant elasticity of variance model with exponential utility

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Frontiers of Mathematics in China 2020年第5期15卷 1001-1009页

作者： Xiaoqian SUN Xuelin YONG Jianwei GAO School of Mathematical Sciences and Physics North China Electric Power UniversityBeijing 102206China School of Economics and Management North China Electric Power UniversityBeijing 102206China

Based on the Lie symmetry method,we derive the explicit optimal invest strategy for an investor who seeks to maximize the expected exponential(CARA)utility of the terminal wealth in a defined-contribution pension plan under a constant elasticity of variance model.We examine the point symmetries of the Hamilton-Jacobi-Bellman(HJB)equation associated with the portfolio optimization problem.The symmetries compatible with the terminal condition enable us to transform the(2+1)-dimensional HJB equation into a(1+1)-dimensional nonlinear equation which is linearized by its infinite-parameter Lie group of point transformations.Finally,the ansatz technique based on variables separation is applied to solve the linear equation and the optimal strategy is obtained.The algorithmic procedure of the Lie symmetry analysis method adopted here is quite general compared with conjectures used in the literature.

关键词： Lie symmetry portfolio defined-contribution(DC)pension plan constant elasticity of variance(CEV)model exponential utility

Optimal algorithms and intuitive explanations for Markowitz's portfolio selection model and Sharpe's ratio with no short-selling

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Science China Mathematics 2008年第11期51卷 2033-2042页

作者： SHI NingZhong LAI Min ZHENG ShuRong ZHANG BaoXue School of Mathematics&Statistics and Key Laboratory for Applied Statistics of MOE Northeast Normal UniversityChangchun 130024China School of Mathematics Jilin UniversityChangchun 130012China

Most of the previous researches about portfolio analysis focus on short-selling. In fact, no short-selling is also important because short-selling is not allowed in stock markets of some coun-tries. This paper gives the suffcient and necessary conditions and proposes an optimal algorithm for Markowitz's mean-variance models and Sharpe's ratio with no short-selling. The optimal algorithm makes it easier to obtain the effcient frontiers with no short-selling.

关键词： portfolio analysis Sharpe’s ratio no short-selling

Solution of portfolio Optimization under Constraints and with Higher In-terest Rate for Borrowing

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Journal of China Textile University(English Edition) 2000年第3期17卷 116-119页

作者：雷耀斌费为银吴让泉 Coll. of Info. and Technol. China Textile Univ. Shanghai 200051 China Dept.of Basic Sci. China Textile Univ. Shanghai 200051 China

It is studied that the stochastic control problem of maxi-mizing expected utility from terminal wealth and/or con-sumption,when the portfolio is constrained to take val-ues in a given closed,convex subset of R,and in the pr-esence of a higher interest rate for borrowing.The set-ting is that of a continuous-time,Ito process model for the underlying asset prices.The existence of portfolio op-timization under constraints and with higher interest ratefor borrowing than for lending is discussed,and the so-lution for logarithmic utility function is presented.

关键词： portfolio martingale utility function stopping times .

portfolio SELECTION THEORY WITH STRICTLY POSITIVE SUPPLY OF RISKLESS ASSET

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Systems Science and Mathematical Sciences 2000年第4期13卷 344-357页

作者： ZHANG Shunming (School of Economics and Management, Tsinghua University, Beijing 100084, China) 清华大学经管学院北京 100084

This paper considers the portfolio selection theory with strictly positive supply of riskless asset. The portfolio selection problem is described as a quadratic program, then this problem is solved by the Kuhn-Tucker ... 详细信息

关键词： portfolio selection strictly positive supply of riskless asset portfolio frontier Kuhn-Tucker condition method of artificial variable.

A Global-Optimal portfolio Theory beyond the R-σModel

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Frontiers of Economics in China-Selected Publications from Chinese Universities 2020年第1期15卷 124-139页

作者： Yifan Liu Shi-Dong Liang School of Physics and State Key Laboratory of Optoelectronic Material and TechnologySun Yat-sen UniversityGuangzhou 510275China School of Economics Fudan UniversityShanghai 200433China

Deviations from the efficient market hypothesis allow us to benefit from risk premium in financial markets.We propose a three-pronged(R,σ,H)theory to generalize the(R,σ)model and present the formulation of a three-pronged(R,σ,H)model and its Pareto-optimal solution.We define the local-optimal weights(wR,wσ,WH)that construct the triangle of the quasi-optimal investing subspace and further define the centroid or incenter of the triangle as the optimal investing weights that optimize the mean return,risk premium,and volatility risk.By numerically investigating the Chinese stock market,we demonstrate the validity of this formulation method.The proposed theory provides investors of different styles(conservative or aggressive)an efficient way to design portfolios in financial markets to maximize the mean return while minimizing the volatility risk.

关键词： portfolio R-σmodel Hurst exponent risk premium volatility Chinese stock market