1. A laser transmitter, comprising:
an input stage receiving a first pair of differential signals and generating a second pair of differential signals with a steady voltage swing in response to the first pair of differential signals;
a control circuit outputting a digital control signal;
a limiting amplifier, comprising:
a first variable resistor having an input terminal coupled to a rail;
a second variable resistor having an input terminal coupled to an output terminal of the first variable resistor;
a third variable resistor having an input terminal coupled to the output terminal of the first variable resistor, wherein at least one of the first, the second, and the third variable resistors has a control terminal couple to receive the digital control signal;
a differential pair comprising:
a first bipolar transistor having:
a collector coupled to an output terminal of the second variable resistor;
a base coupled to receive a first signal from the second pair of differential signals;
a second bipolar transistor having:
a collector coupled to an output terminal of the third variable resistor;
a base coupled to receive a second signal from the second pair of differential signals;
a first current source having:
an input terminal coupled to the collector of the first bipolar transistor;
a second current source having:
an input terminal coupled to the collector of the second bipolar transistor;
wherein output terminals of the first and the second current sources output a third pair of differential signals having (a) an improved rise and fall time over the second pair of differential signals and (b) an amplitude characteristic prescribed by the digital control signal;
a laser driver receiving the third pair of differential signals and generating a drive signal in response to the third pair of differential signals; and
a light source receiving the drive signal and generating a light in response to the drive signal.
2. The laser transmitter of claim 1, wherein the digital control signal sets a common-mode of the third pair of differential signals.
3. The laser transmitter of claim 1, wherein the digital control signal sets a peak amplitude of the third pair of differential signals.
4. The laser transmitter of claim 1, wherein the control circuit comprises a register storing and outputting the digital control signal to the limiting amplifier.
5. The laser transmitter of claim 1, wherein at least one of the first, the second, and the third variable resistors comprises a voltage controlled resistor.
6. The laser transmitter of claim 1, further comprising:
a programmable current source having an input terminal coupled to emitters of the first and the second bipolar transistors;
wherein at least one of the first, the second, and the third variable resistors and the programmable current source has a control terminal coupled to receive the digital control signal.
7. A laser transmitter, comprising:
an input stage receiving a first pair of differential signals and generating a second pair of differential signals with a steady voltage swing in response to the first pair of differential signals;
a control circuit outputting an analog control signal;
a limiting amplifier, comprising:
a first variable resistor having an input terminal coupled to a rail;
a second variable resistor having an input terminal coupled to an output terminal of the first variable resistor;
a third variable resistor having an input terminal coupled to the output terminal of the first variable resistor, wherein at least one of the first, the second, and the third variable resistors has a control terminal coupled to receive the analog control signal;
a differential pair comprising:
a first bipolar transistor having:
a collector coupled to an output terminal of the second variable resistor;
a base coupled to receive a first signal from the second pair of differential signals;
a second bipolar transistor having:
a collector coupled to an output terminal of the third variable resistor;
a base coupled to receive a second signal from the second pair of differential signals;
a first current source having:
an input terminal coupled to the collector of the first bipolar transistor;
a second current source having:
an input terminal coupled to the collector of the second bipolar transistor;
wherein output terminals of the first and the second current sources output a third pair of differential signals having (a) an improved rise and fall time over the second pair of differential signals and (b) an amplitude characteristic prescribed by the analog control signal;
a laser driver receiving the third pair of differential signals and generating a drive signal in response to the third pair of differential signals; and
a light source receiving the drive signal and generating a light in response to the drive signal.
8. The laser transmitter of claim 7, wherein the control circuit comprises:
a register storing a digital control signal;
a digital-to-analog convener (DAC) receiving the digital control signal and generating the analog control signal to the limiting amplifier.
9. The laser transmitter of claim 7, wherein at least one of the first, the second, and the third variable resistors comprises a voltage controlled resistor.
10. The laser transmitter of claim 7, further comprising:
a programmable current source having an input terminal coupled to emitters of the first and the second bipolar transistors;
wherein at least one of the first, the second, and the third variable resistors and the programmable current source has a control terminal coupled to receive the analog control signal.
The claims below are in addition to those above.
All refrences to claim(s) which appear below refer to the numbering after this setence.
1. A computer-implemented method for multi-objective investment portfolio analysis and decision-making using visualization techniques the method sequentially comprising:
generating in a computing system on a processor a non-dominated solution set comprising an efficient frontier in an original portfolio performance space having at least three-dimensions of risk and return measures, each point in the original portfolio performance space representing a non-dominated solution, the non-dominated solution set generated using one of an evolutionary algorithm and optimization processing;
imposing in the computing system on the processor a sequence of user-specified constraints in either the original portfolio performance space or a portfolio configuration space containing portfolio allocations to reduce the non-dominated solutions in the non-dominated solution set to an initial solution subset, each solution in the initial solution subset representing a portfolio allocation;
executing in the computing system on the processor a sequence of Pareto filters in a user-specified order on regions of a lower dimensional portfolio performance space containing a lower dimensional projection of one of the non-dominated solution set and the initial solution subset to produce a resulting solution subset having a fewer number of points than the initial solution subset; and
applying preferences on the resulting solution subset to produce a final selection, the final selection being used in investment decisions.
2. The method of claim 1, wherein the user-specified constraints is defined by limits on performance metrics.
3. The method of claim 2, wherein the performance metrics include risk and return.
4. The method of claim 2, wherein the user-specified constraints include imposing a lower limit on return and an upper limit on risk.
5. The method of claim 2, wherein the user-specified constraints include imposing a first range on return and a second range on risk.
6. The method of claim 1, wherein the preferences are represented by relative weights on performance metrics.
7. The method of claim 1, wherein the preferences are represented by relative weights on performance configuration metrics.
8. The method of claim 1, wherein after the imposing step, the method further includes:
applying portfolio configuration metrics based on a plurality of asset allocations in a portfolio; and
comparing portfolio configuration metrics between a plurality of portfolios.
9. The method of claim 8, wherein the comparing step includes determining a required transaction to transform the plurality of asset allocations in a currently existing portfolio to a plurality of asset allocations in each of the portfolios in the resulting solution subset.
10. The method of claim 1, wherein the user-specified constraints are one of independent and dependent constraints.
11. A system for multi-objective investment portfolio analysis and decision-making using visualization techniques, the system comprising:
a solution set generation portion utilizing a processor of a computing device to generate a non-dominated solution set comprising an efficient frontier in an original portfolio performance space having at least three-dimensions of risk and return measures, each point in the original portfolio performance space representing a non-dominated solution, the non-dominated solution set generated using one of an evolutionary algorithm and optimization processing;
an initial constraint portion utilizing the processor of the computing device to impose a sequence of user-specified constraints in either the original portfolio performance space or a portfolio configuration space containing portfolio allocations to reduce the non-dominated solutions in the non-dominated solution set to an initial solution subset, each solution in the initial solution subset representing a portfolio allocation; and
a trade-off processing potion utilizing the processor of the computing device to execute a sequence of Pareto filters in a user-specified order on regions of a lower dimensional portfolio performance space containing a lower dimensional projection of one of the non-dominated solution set and the initial solution subset to produce a resulting solution subset having a fewer number of points than the initial solution subset, the trade-off processing portion applying additional user-specific constraints to the resulting solution subset to produce a final selection, the final selection being used in investment decisions.
12. The system of claim 11, wherein the additional user-specific constraints are based on structure metrics.
13. A program storage device readable by a machine, tangibly embodying a program of instructions executable by the machine to perform method steps for multi-objective investment portfolio analysis and decision-making using visualization techniques, the method steps comprising:
generating a non-dominated solution set comprising an efficient frontier in an original portfolio performance space having at least three-dimensions of risk and return measures, each point in the original portfolio performance space representing a non-dominated solution, the non-dominated solution set generated using one of an evolutionary algorithm and optimization processing;
imposing a sequence of user-specified constraints in either the original portfolio performance space or a portfolio configuration space containing portfolio allocations to reduce the non-dominated solutions in the non-dominated solution set to an initial solution subset, each solution in the initial solution subset representing a portfolio allocation;
executing a series of Pareto filters in a user-specified order on regions of a lower dimensional portfolio performance space containing a lower dimensional projection of one of the non-dominated solution set and the initial solution subset to produce a resulting solution subset having a fewer number of points than the initial solution subset; and
applying, after the resulting solution subset has been produced, additional user-specified constraints to the resulting solution subset to produce a final selection, the final selection being used in investment decisions.
14. A computer-implemented method for multi-objective investment portfolio analysis and decision-making using visualization techniques, the method sequentially comprising:
generating in a computing system on a processor a non-dominated solution set comprising an efficient frontier in an original portfolio performance space having at least three-dimensions of risk and return measures, each point in the original portfolio performance space representing a non-dominated solution, the non-dominated solution set generated using either an evolutionary algorithm or optimization processing;
imposing in the computing system on the processor a sequence of user-specified constraints in at least one of the original portfolio performance space and a portfolio configuration space containing portfolio allocations to reduce the non-dominated solutions in the non-dominated solution set to an initial solution subset, each solution in the initial solution subset representing a portfolio allocation; and
executing in the computing system on the processor a series of Pareto filters in a user-specific order on regions of a lower dimensional portfolio performance space containing a lower dimensional projection of one of the non-dominated solution set and the initial solution subset to produce a resulting solution subset having a fewer number of points than the initial solution subset, the resulting solution subset being used in investment decisions; and
wherein the executing the sequence of Pareto filters is performed in performance configuration space; and
wherein after executing the sequence of Pareto filters in performance configuration space, the method further includes the steps of:
applying in the computing system on the processor portfolio configuration metrics based on a plurality of asset allocations in a portfolio; and
comparing in the computing system on the processor portfolio configuration metrics between a plurality of portfolios.