Andrew T Rudd

US Patent:

7689494, Mar 30, 2010

Filed:

Jan 26, 2007

Appl. No.:

11/627814

Inventors:

Nicolo G. Torre - Oakland CA, US
Andrew T. Rudd - Orinda CA, US

Assignee:

Advisor Software Inc. - Lafayette CA

International Classification:

G06Q 40/00

US Classification:

705 36R

Abstract:

The present disclosure relates to household portfolio simulation and analysis to provide retirement income. In particular, it discloses advanced technologies for modeling, simulation and analysis of potential economic futures, as applied to household retirement prospects. Improved modeling may capture factors such as concrete objectives of participants' priorities among objectives, risk adversity and starting conditions that impact tax consequences of transactions. Improved modeling may address consistency among similar factors, tax consequences in simulation periods and transactions in real estate and private investments. Improved analyses may apply a margin of safety and/or risk budget analysis to a household portfolio to produce a meaningful presentation.

US Patent:

7844523, Nov 30, 2010

Filed:

Feb 8, 2008

Appl. No.:

12/028684

Inventors:

Nicolo G. Torre - Oakland CA, US
Andrew T. Rudd - Orinda CA, US

Assignee:

Advisor Software, Inc. - Lafayette CA

International Classification:

G06Q 40/00

US Classification:

705 35

Abstract:

The present invention relates to analysis of trusts that have multiple beneficiaries whose interests mature in different time periods or under different conditions. In particular, we disclose automatic mapping of interests in one or more trusts, optionally subject to user confirmation, to long and short positions in financial or derivative interests that have expected payouts and costs that can be offset against underlying trust assets. The underlying assets and long and short positions in the mapped instruments can be attributed to various beneficiaries and subjected to various risk and investment analyses.

US Patent:

7925565, Apr 12, 2011

Filed:

Apr 6, 2009

Appl. No.:

12/419209

Inventors:

Nicolo G. Torre - Oakland CA, US
Andrew T. Rudd - Orinda CA, US

Assignee:

Advisor Software Inc. - Lafayette CA

International Classification:

G06Q 40/00

US Classification:

705 36R

Abstract:

The present invention relates to dynamic optimization of system control over time. The need for dynamic optimization arises in many settings, as diverse as solar car power consumption during a multi-day race and retirement portfolio management. We disclose a reformulation of the control problem that overcomes the so-called “curse of dimensionality” and allows formulation of optimal control policies multiple period planning horizons. One optimal control policy is for power consumption by a solar car during a race, which involves many course segments, as course conditions vary through a day. Another is for risk in and consumption from a portfolio intended to support retirement. Both multi-period control policies take into account future uncertainty. Particular aspects of the present invention are described in the claims, specification and drawings.

US Patent:

8185462, May 22, 2012

Filed:

Apr 12, 2011

Appl. No.:

13/085455

Inventors:

Nicolo G. Torre - Oakland CA, US
Andrew T. Rudd - Orinda CA, US

Assignee:

Advisor Software Inc. - Lafayette CA

International Classification:

G06Q 40/00

US Classification:

705 35, 705 37

Abstract:

The present invention relates to dynamic optimization of system control over time. The need for dynamic optimization arises in many settings, as diverse as solar car power consumption during a multi-day race and retirement portfolio management. We disclose a reformulation of the control problem that overcomes the so-called “curse of dimensionality” and allows formulation of optimal control policies multiple period planning horizons. One optimal control policy is for power consumption by a solar car during a race, which involves many course segments, as course conditions vary through a day. Another is for risk in and consumption from a portfolio intended to support retirement. Both multi-period control policies take into account future uncertainty. Particular aspects of the present invention are described in the claims, specification and drawings.

US Patent:

8515848, Aug 20, 2013

Filed:

Mar 29, 2010

Appl. No.:

12/749390

Inventors:

Nicolo G. Torre - Oakland CA, US
Andrew T. Rudd - Orinda CA, US

Assignee:

Advisor Software, Inc. - Lafayette CA

International Classification:

G06Q 40/00

US Classification:

705 36R, 705 35

Abstract:

The present disclosure relates to household portfolio simulation and analysis to provide retirement income. In particular, it discloses advanced technologies for modeling, simulation and analysis of potential economic futures, as applied to household retirement prospects. Improved modeling may capture factors such as concrete objectives of participants' priorities among objectives, risk adversity and starting conditions that impact tax consequences of transactions. Improved modeling may address consistency among similar factors, tax consequences in simulation periods and transactions in real estate and private investments. Improved analyzes may apply a margin of safety and/or risk budget analysis to a household portfolio to produce a meaningful presentation.

US Patent:

20060235783, Oct 19, 2006

Filed:

Feb 21, 2006

Appl. No.:

11/359636

Inventors:

Scott Ryles - Atherton CA, US
William Balson - Los Altos Hills CA, US
Gordon Rausser - Berkeley CA, US
Mouli Cohen - Belvedere CA, US
Mark Ferrari - Berkeley CA, US
Andrew Rudd - Orinda CA, US
Adam Cao - Albany CA, US
Paul Jung - Lafayette CA, US

International Classification:

G06Q 40/00

US Classification:

705035000

Abstract:

A portfolio of entertainment project such that the risk and return available to investors is attractive compared to other investments. Risk and return for a portfolio of entertainment projects is predicted based on historical performance of past “similar” projects. In one implementation, characteristics that are predictive of a project's revenue are determined by performing a cluster analysis of historical revenues from past projects. Projects in the portfolio are classified into various segments based on these predictive characteristics. Projects are selected to contruct a portfolio. The risk and return for the portfolio is calculated according to a risk-return model that is based on historical risk and revenues for past projects in the same segment and further based on historical covariance of revenue for past projects in different segments.

US Patent:

20090099975, Apr 16, 2009

Filed:

Feb 27, 2008

Appl. No.:

12/038712

Inventors:

Nicolo G. Torre - Oakland CA, US
Andrew T. Rudd - Orinda CA, US

Assignee:

Advisor Software, Inc. - Lafayette CA

International Classification:

G06Q 40/00

US Classification:

705 36 R

Abstract:

The present invention relates to dynamic optimization of system control over time. The need for dynamic optimization arises in many settings, as diverse as solar car power consumption during a multi-day race and retirement portfolio management. We disclose a reformulation of the control problem that overcomes the so-called “curse of dimensionality” and allows formulation of optimal control policies multiple period planning horizons. One optimal control policy is for power consumption by a solar car during a race, which involves many course segments, as course conditions vary through a day. Another is for risk in and consumption from a portfolio intended to support retirement. Both multi-period control policies take into account future uncertainty. Particular aspects of the present invention are described in the claims, specification and drawings.

US Patent:

20110071959, Mar 24, 2011

Filed:

Nov 29, 2010

Appl. No.:

12/955827

Inventors:

Nicolo G. Torre - Oakland CA, US
Andrew T. Rudd - Orinda CA, US

Assignee:

Advisor Software, Inc. - Lafayette CA

International Classification:

G06Q 40/00

US Classification:

705 36 R

Abstract:

The present invention relates to analysis of trusts that have multiple beneficiaries whose interests mature in different time periods or under different conditions. In particular, we disclose automatic mapping of interests in one or more trusts, optionally subject to user confirmation, to long and short positions in financial or derivative interests that have expected payouts and costs that can be offset against underlying trust assets. The underlying assets and long and short positions in the mapped instruments can be attributed to various beneficiaries and subjected to various risk and investment analyses.