MUMBAI, India, Aug. 24 -- Intellectual Property India has published a patent application (202641097387 A) filed by Vellore Institute Of Technology on August 12, 2026, for System And Method For Volatility-Driven Portfolio Allocation Using Adaptive State-Coupled Signal Regulation.
Inventors include Devipriya A; Sparsh Taparia; and Vattem Vivek.
The application for the patent was published on August 21, 2026, under issue no. 34/2026.
Abstract: A portfolio allocation system (100) is provided. The portfolio allocation system (100) includes one or more processors (108) operatively coupled to a memory (110) storing executable instructions. The one or more processors (108) are configured to receive financial market data corresponding to a plurality of assets, generate normalized market features to produce a base signal state, estimate a conditional volatility state, derive an adaptive threshold, and regulate the base signal state to generate an oriented signal state. The one or more processors (108) are further configured to attenuate the oriented signal state to generate a regulated signal, generate asset-level reliability values and a composite risk state using the estimated conditional volatility state together with drawdown, liquidity, and cross-asset correlation measures, determine portfolio allocation weights, generate portfolio allocation instructions, receive realized portfolio behaviour, and update the adaptive threshold for regulating a subsequent portfolio allocation cycle. FIG. 1
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