System and method for optimizing financial performance generated by marketing investments under budget constraints

A computer system for optimizing financial performance, the computer system comprising:

• a computer processor;
• and
• logic instructions on computer readable media and executable by the computer processor to cause the computer processor to:
• receive time series data, the time series data including data describing the financial performance generated by corresponding marketing investments made as a function of time;
• configure a linear econometric model from the time series data, the linear econometric model including linear coefficients that define a quantitative linear relationship between the financial performance and the corresponding marketing investments;
• adjust the linear coefficients in accordance with the qualitative factors in order to quantify, the qualitative factors into the linear econometric model;
• transform the linear econometric model into an aggregated non-linear econometric model, the aggregated non-linear econometric model including non-linear factors that cause the financial performance to change at a varying rate as a function of the marketing investments;
• adjust an allocation of the marketing investments generated by the aggregated non-linear econometric model by applying an optimization algorithm to provide an optimized financial performance.

A non-transient computer-readable storage medium with a program having an executable set of logic instructions stored thereon, wherein the program instructs a computer processor to:

• receive time series data, the time series data including data describing the financial performance generated by corresponding marketing investments made as a function of time;
• configure a linear econometric model from the time series data, the linear econometric model including linear coefficients that define a quantitative linear relationship between the financial performance and the corresponding marketing investments;
• adjust the linear coefficients in accordance with the qualitative factors in order to quantify, the qualitative factors into the linear econometric model;
• transform the linear econometric model into an aggregated non-linear econometric model, the aggregated non-linear econometric model including non-linear factors that cause the financial performance to change at a varying rate as a function of the marketing investments;
• adjust an allocation of the marketing investments generated by the aggregated non-linear econometric model by applying an optimization algorithm to provide an optimized financial performance.