ML-Assisted Optimization of Securities Lending.
Abhinav PrasadPrakash ArunachalamAli MotamediRanjeeta BhattacharyaBeibei LiuHays MccormickShengzhe XuNikhil MuralidharNaren RamakrishnanPublished in: ICAIF (2023)
Keyphrases
- global optimization
- optimization method
- multiscale
- discrete optimization
- information retrieval
- joint optimization
- optimal design
- case study
- optimization model
- maximum likelihood
- optimization algorithm
- optimization methods
- query optimization
- optimization process
- mathematical programming
- stock market
- real time
- artificial neural networks
- expert systems
- decision trees
- knowledge base
- machine learning