• SATzilla

  • Referenced in 77 articles [sw06281]
  • component solvers, and constructs a portfolio optimizing a given objective function (such as mean runtime ... well beyond SATzilla07 by making the portfolio construction scalable and completely automated, and improving...
  • GloMIQO

  • Referenced in 55 articles [sw06266]
  • Globally optimizing mixed-integer quadratically-constrained quadratic programs. Major applications of mixed-integer quadratically-constrained ... separating objects in computational geometry, and portfolio optimization in finance. Specific instantiations of MIQCQP ... process networks optimization problems include: pooling problems, distillation sequences, wastewater treatment and total water systems ... polygon, and chip layout and compaction. Portfolio optimization in financial engineering can also be formulated...
  • ROME

  • Referenced in 52 articles [sw04733]
  • solver engines, allowing modelers to express robust optimization problems in a mathematically meaningful ... crashing problem, and (3) a robust portfolio optimization problem. Through these modeling examples, we highlight...
  • Mosek

  • Referenced in 269 articles [sw04618]
  • MOSEK is a tool for solving mathematical optimization problems. Some examples of problems MOSEK ... problems occurs frequently in Financial applications e.g. portfolio management, Supply chain management, Analog chip design ... strengths of the linear and conic optimizers in MOSEK, then MOSEK is currently employed widely...
  • eSTREAM

  • Referenced in 86 articles [sw12699]
  • dedicated to ciphers in this final portfolio. For information on the eSTREAM project and selection ... write and submit optimized code for eSTREAM ciphers. Reports on portfolio ciphers’ performance in software...
  • ghyp

  • Referenced in 15 articles [sw08162]
  • random variates, expected shortfall and some portfolio optimization and plotting routines as well...
  • IPSSIS

  • Referenced in 14 articles [sw07158]
  • that are not dominated by any other portfolio in the group), and on the other ... models do not solve for one optimal portfolio, but rather solve for an efficient...
  • RMetrics

  • Referenced in 22 articles [sw09991]
  • Copulae, Pricing of Derivatives, Portfolio Analysis, Design and Optimization, and much more...
  • Portfolio Safeguard

  • Referenced in 17 articles [sw14686]
  • Portfolio Safeguard (PSG) is a nonlinear and mixed-integer nonlinear optimization package in Windows operating...
  • MATLAB Financial Toolbox

  • Referenced in 4 articles [sw07147]
  • analysis of financial data. You can optimize portfolios of financial instruments, optionally taking into account...
  • CRIO

  • Referenced in 13 articles [sw04840]
  • mixed-integer optimization algorithm, used to solve subset selection in regression and portfolio selection...
  • 2-Phase NSGA II

  • Referenced in 1 article [sw28524]
  • reward and risk measurements algorithm in portfolio optimization. Portfolio optimization is a serious challenge ... paper, a new efficient multi-objective portfolio optimization algorithm called 2-phase NSGA II algorithm...
  • PortfolioOptim

  • Referenced in 1 article [sw19708]
  • package PortfolioOptim. Small/Large Sample Portfolio Optimization. Two functions for financial portfolio optimization by linear programming ... applicable for moderate sample sizes, finds optimal portfolio which has the smallest distance...
  • vZ

  • Referenced in 7 articles [sw22666]
  • functions. νZ provides a portfolio of approaches for solving linear optimization problems over SMT formulas...
  • MILANO

  • Referenced in 2 articles [sw05166]
  • Matlab-based toolbox for solving mixed- integer optimization problems. Our focus will be on interior ... order cone constraints. Numerical results from portfolio optimization, supply chain management, and data mining will...
  • CombinePortfolio

  • Referenced in 0 articles [sw15378]
  • package CombinePortfolio: Estimation of Optimal Portfolio Weights by Combining Simple Portfolio Strategies. Estimation of optimal...
  • tawny

  • Referenced in 0 articles [sw15894]
  • package tawny. Portfolio optimization typically requires an estimate of a covariance matrix of asset returns...
  • OREX-J

  • Referenced in 1 article [sw07410]
  • model, and an optimization model for software supplier selection and product portfolio planning...
  • PortfolioEffectHFT

  • Referenced in 0 articles [sw15550]
  • frequency trading (HFT) strategies, intraday portfolio analysis and optimization. Includes auto-calibrating model pipeline ... moments) and price fractality (long memory). Constructed portfolios could use client-side market data...
  • npSolver

  • Referenced in 1 article [sw13580]
  • system supports MaxSAT, PB and WBO. Optimization instances are tackled by a greedy lower bound ... translate PB to SAT based on a portfolio of different encodings, based on the number ... used, even incremental solvers for the optimization function. By using glucose as back...