• GloMIQO

  • Referenced in 74 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 102 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 88 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 437 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 96 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 23 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 32 articles [sw09991]
  • Copulae, Pricing of Derivatives, Portfolio Analysis, Design and Optimization, and much more...
  • CRIO

  • Referenced in 27 articles [sw04840]
  • mixed-integer optimization algorithm, used to solve subset selection in regression and portfolio selection...
  • Portfolio Safeguard

  • Referenced in 23 articles [sw14686]
  • AORDA PSG: Portfolio Safeguard (PSG) is a nonlinear and mixed-integer nonlinear optimization package...
  • QPsimplex

  • Referenced in 5 articles [sw31751]
  • parametric value-at-risk minimization, portfolio optimization, and robust optimization with ellipsoidal objective uncertainty...
  • 2-Phase 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 multi-objective portfolio optimization algorithm called 2-phase 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...
  • CLA

  • Referenced in 2 articles [sw33605]
  • critical-line algorithm for portfolio optimization. Portfolio optimization is one of the problems most frequently...
  • vZ

  • Referenced in 11 articles [sw22666]
  • functions. νZ provides a portfolio of approaches for solving linear optimization problems over SMT formulas...
  • MILANO

  • Referenced in 3 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...
  • QPALM

  • Referenced in 3 articles [sw35397]
  • arising from application domains such as portfolio optimization and model predictive control. As such, QPALM...
  • PSG

  • Referenced in 7 articles [sw33474]
  • Portfolio Safeguard (PSG) is an optimization package for solving nonlinear and mixed-integer 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...
  • ORPIT

  • Referenced in 2 articles [sw38073]
  • solver to apply in problems of portfolio optimization or option replication...