A Constraint Programming Approach to Portfolio Selection.
Gerhard WetzelFabian ZabattaPublished in: ECAI (1998)
Keyphrases
- constraint programming
- portfolio selection
- combinatorial problems
- constraint satisfaction problems
- constraint propagation
- integer programming
- constraint satisfaction
- arc consistency
- global constraints
- column generation
- search strategies
- financial markets
- hard and soft constraints
- multiple objectives
- optimal portfolio
- symmetry breaking
- constraint solver
- finite domain
- robust optimization
- constraint solving
- multi objective
- evolutionary algorithm