[Lebbah:IJAMC15]
A local search approach to solve a financial portfolio design problem
International Journal of Applied Metaheuristic Computing 6(2), 1-17,
2015
[Lebbah:ENDM15]
VNS approach for solving a financial portfolio design problem
Electronic Notes in Discrete Mathematics 47(1), 125-132,
2015
[Flener:AOC08]
A bound on the overlap of same-sized sets
Annals of Combinatorics 12(3), 347-352,
October
2008
[Flener:CONS07:CDO2]
Design of financial CDO squared transactions using constraint programming
Constraints 12(2), 179-205,
April
2007
[Sivertsson:MSc05]
Construction of Synthetic CDO Squared
December
2005
Note:
Available as Technical Report 2005-042 at http://www.it.uu.se/research/reports/2005-042
[Agren:CP05]
Incremental algorithms for local search from existential second-order logic
CP 2005, 47-61,
2005
[Flener:CP04]
Financial portfolio optimisation
CP 2004, 227-241,
2004