• Mosek

  • Referenced in 480 articles [sw04618]
  • problems occurs frequently in Financial applications e.g. portfolio management, Supply chain management, Analog chip design...
  • CAViaR

  • Referenced in 185 articles [sw04424]
  • quantile of future portfolio values conditional on current information, the conditional autoregressive value at risk...
  • eSTREAM

  • Referenced in 102 articles [sw12699]
  • result of the project, a portfolio of new stream ciphers was announced in April ... eSTREAM portfolio was revised in September 2008, and currently contains seven stream ciphers. This website ... dedicated to ciphers in this final portfolio. For information on the eSTREAM project and selection ... optimized code for eSTREAM ciphers. Reports on portfolio ciphers’ performance in software can be found...
  • SATzilla

  • Referenced in 99 articles [sw06281]
  • SATzilla: portfolio-based algorithm selection for SAT. It has been widely observed that there ... automated approach for constructing per-instance algorithm portfolios for SAT that use so-called empirical ... 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...
  • quantreg

  • Referenced in 160 articles [sw04356]
  • several methods for handling censored survival data. Portfolio selection methods based on expected shortfall risk...
  • RiskMetrics

  • Referenced in 133 articles [sw37538]
  • data to measure market risks in portfolios of fixed income instruments, equities, foreign exchange, commodities...
  • ROME

  • Referenced in 111 articles [sw04733]
  • project-crashing problem, and (3) a robust portfolio optimization problem. Through these modeling examples...
  • GloMIQO

  • Referenced in 77 articles [sw06266]
  • networks, separating objects in computational geometry, and portfolio optimization in finance. Specific instantiations of MIQCQP ... convex polygon, and chip layout and compaction. Portfolio optimization in financial engineering can also...
  • CreditRisk+

  • Referenced in 44 articles [sw31697]
  • Management Framework. CREDITRISK+ is based on a portfolio approach to modelling credit default risk that ... full loss distribution for a portfolio of credit exposures...
  • ManySAT

  • Referenced in 40 articles [sw00544]
  • parallel SAT solver. ManySAT, a new portfolio-based parallel SAT solver, is thoroughly described ... their lack of robustness. ManySAT uses a portfolio of complementary sequential algorithms obtained through careful...
  • Whirlpool

  • Referenced in 43 articles [sw13339]
  • WHIRLPOOL-T, was selected for the NESSIE portfolio of cryptographic primitives. A flaw...
  • Portfolio Safeguard

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

  • Referenced in 32 articles [sw09991]
  • Value Theory and Copulae, Pricing of Derivatives, Portfolio Analysis, Design and Optimization, and much more...
  • IPSSIS

  • Referenced in 14 articles [sw07158]
  • integrated multicriteria decision support system for equity portfolio construction and selection A fundamental principle ... modern portfolio theory is that comparisons between portfolios are generally made using two criteria, corresponding ... return distributions, namely the expected return and portfolio variance. According to this model and according ... most of the portfolio models derived from the stochastic dominance approach, the group of portfolios...
  • CRIO

  • Referenced in 27 articles [sw04840]
  • solve subset selection in regression and portfolio selection in asset allocation...
  • LEX

  • Referenced in 19 articles [sw19585]
  • expected to be selected to the eSTREAM portfolio. In this article we present ... attack, LEX was discarded from the final portfolio of eSTREAM...
  • ghyp

  • Referenced in 26 articles [sw08162]
  • probability, random variates, expected shortfall and some portfolio optimization and plotting routines as well...
  • YalSAT

  • Referenced in 25 articles [sw31644]
  • threads with local search enabled in a portfolio style manner in parallel to the main...
  • HordeSat

  • Referenced in 14 articles [sw16712]
  • HordeSat: a massively parallel portfolio SAT solver. A simple yet successful approach to parallel satisfiability ... solving is to run several different (a portfolio of) SAT solvers on the input problem ... solution. The SAT solvers in the portfolio can be instances of a single solver with ... name HordeSat. HordeSat is a fully distributed portfolio-based SAT solver with a modular design...
  • SUNNY

  • Referenced in 12 articles [sw31800]
  • SUNNY: a lazy portfolio approach for constraint solving. Within the context of constraint solving ... portfolio approach allows one to exploit the synergy between different solvers in order to create ... flexible algorithm that takes advantage of a portfolio of constraint solvers in order to compute ... approaches, we developed sunny-csp, an effective portfolio solver that exploits the underlying SUNNY algorithm...