Kete Charles Chalermkraivuth

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A principal challenge in modern computational finance is efficient portfolio design - portfolio optimization followed by decision-making. Optimization based on even the widely used Markowitz two-objective mean-variance approach becomes computationally challenging for real-life portfolios. Practical portfolio design introduces further complexity as it(More)
Kete Charles Chalermkraivuth, Srinivas Bollapragada, Michael C. Clark, John Deaton, Lynn Kiaer, John P. Murdzek, Walter Neeves, Bernhard J. Scholz, David Toledano General Electric Global Research Center, 1 Research Circle, Schenectady, New York 12309 {kete.chalermkraivuth@research.ge.com, bollapragada@research.ge.com, clark@crd.ge.com,(More)
Two industrial deployments of multi-criteria decision-making systems at General Electric are reviewed from the perspective of their multi-criteria decision-making component similarities and differences. The motivation is to present a framework for multi-criteria decision-making system development and deployment. The first deployment is a financial portfolio(More)
A visual interactive multi-criteria decision-making method for partitioning a portfolio of assets into mutually exclusive categories is presented. The two principal decision categories are hold and sell - portfolio assets in the sell category are considered as potential sale prospects, and the other assets in the portfolio are considered as potential(More)
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