Algorithms for Solving Financial Portfolio Design Problems

Presents research on the application of various programming models within the financial engineering field. While highlighting topics such as landscape analysis and breaking symmetries, this publication analyses the quadratic constraints of current portfolios and provides algorithmic solutions to maximizing the full value of these financial sets.

Prezinta cercetari privind aplicarea diferitelor modele de programare in domeniul ingineriei financiare. In timp ce evidentiaza subiecte precum analiza peisajului si simetriile de rupere, aceasta publicatie analizeaza constrangerile patratice ale portofoliilor actuale si ofera solutii algoritmice pentru maximizarea valorii complete a acestor seturi financiare.