The ALEXSYS Mortgage Pool Allocation System
نویسندگان
چکیده
We studied various approaches for the allocation of mortgage pools, a combinatorial optimization problem faced by nancial institutions that trade in mortgage-backed securities. We 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 metarules for redaction of connicting (or less prootable) instantiations.
منابع مشابه
The ALEXSYS Mortgage Pool Allocation Expert System: A Case Study of Speeding Up Rule-based Programs
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