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CONSTRAINTS
2007
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13 years 11 months ago
Design of Financial CDO Squared Transactions Using Constraint Programming
We give an approximate and often extremely fast method of building a particular kind of portfolio in finance, here called a portfolio design (PD), with applications in the credit ...
Pierre Flener, Justin Pearson, Luis G. Reyna, Olof...
ARSCOM
2006
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13 years 11 months ago
Expansion Properties Of Levi Graphs
ABSTRACT. The Levi graph of a balanced incomplete block design is the bipartite graph whose vertices are the points and blocks of the design, with each block adjacent to those poin...
Dominic Lanphier, C. Miller, Jason Rosenhouse, A. ...