
GloMIQO
 Referenced in 71 articles
[sw06266]
 Globally optimizing mixedinteger quadraticallyconstrained quadratic programs. Major applications of mixedinteger quadraticallyconstrained ... 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 92 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...

SATzilla
 Referenced in 86 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...

Mosek
 Referenced in 392 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 93 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 21 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 29 articles
[sw09991]
 Copulae, Pricing of Derivatives, Portfolio Analysis, Design and Optimization, and much more...

Portfolio Safeguard
 Referenced in 22 articles
[sw14686]
 Portfolio Safeguard (PSG) is a nonlinear and mixedinteger nonlinear optimization package in Windows operating...

CRIO
 Referenced in 23 articles
[sw04840]
 mixedinteger optimization algorithm, used to solve subset selection in regression and portfolio selection...

2Phase NSGA II
 Referenced in 2 articles
[sw28524]
 reward and risk measurements algorithm in portfolio optimization. Portfolio optimization is a serious challenge ... paper, a new efficient multiobjective portfolio optimization algorithm called 2phase NSGA II algorithm...

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

QPsimplex
 Referenced in 4 articles
[sw31751]
 parametric valueatrisk minimization, portfolio optimization, and robust optimization with ellipsoidal objective uncertainty...

vZ
 Referenced in 10 articles
[sw22666]
 functions. νZ provides a portfolio of approaches for solving linear optimization problems over SMT formulas...

PSG
 Referenced in 7 articles
[sw33474]
 Portfolio Safeguard (PSG) is an optimization package for solving nonlinear and mixedinteger nonlinear optimization...

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...

CLA
 Referenced in 1 article
[sw33605]
 criticalline algorithm for portfolio optimization. Portfolio optimization is one of the problems most frequently...

MILANO
 Referenced in 2 articles
[sw05166]
 Matlabbased 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...

QPALM
 Referenced in 2 articles
[sw35397]
 arising from application domains such as portfolio optimization and model predictive control. As such, QPALM...

fPortfolio
 Referenced in 1 article
[sw31574]
 package fPortfolio: Rmetrics  Portfolio Selection and Optimization ... Provides a collection of functions to optimize portfolios and to analyze them from different points...