The ALEXSYS mortgage pool allocation system

The ALEXSYS mortgage pool allocation system

Various approaches are given for the allocation of mortgage pools, a combinatorial optimization problem, faced by financial institutions that trade in mortgage-backed securities. The authors review the problem, describe and compare the approaches taken to solve it, and demonstrate how this work moti...

Ausführliche Beschreibung

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Bibliographische Detailangaben
Hauptverfasser: Stolfo, S.J., Chan, P.K., Woodbury, L., Glazier, J., Ohsie, D.
Format: Tagungsbericht
Sprache:eng
Schlagworte:
Annealing
Artificial intelligence
Collaboration
Collaborative work
Computer science
Data security
Greedy algorithms
Loans and mortgages
Personnel
Tail
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Beschreibung
Zusammenfassung:Various approaches are given for the allocation of mortgage pools, a combinatorial optimization problem, faced by financial institutions that trade in mortgage-backed securities. The authors review the problem, describe and compare the approaches taken to solve it, and demonstrate how this work motivates further research and the development of a high-level parallel rule language that uses meta-rules for reduction of conflicting (or less profitable) instantiations.< >
DOI:10.1109/AIAWS.1991.236569