%0 Conference Paper %1 springerlink:10.1007/978-3-642-16952-6_4 %A Torres-Jimenez, Jose %A Avila-George, Himer %A Rangel-Valdez, Nelson %A Martinez-Pena, Jorge %B Advances in Artificial Intelligence – IBERAMIA 2010 %C Berlin / Heidelberg %D 2010 %E Kuri-Morales, Angel %E Simari, Guillermo %I Springer %K Investment Optimization SQL %P 30-39 %R 10.1007/978-3-642-16952-6_4 %T Optimization of Investment Options Using SQL %U http://dx.doi.org/10.1007/978-3-642-16952-6_4 %V 6433 %X This paper presents a novel use of SQL language to solve a practical optimization problem to find the portfolio size and the quantity of money for securities. This problem is known as the Portfolio Selection Problem (PSP). The approach was tested on 9 random instances of PSP. Each instance has up to 12 securities and 50 different choices of money. Each security follows a non-linear profit model. The limitations of our approach are bounded by the computer resources, given that potentially SQL constructs the Cartesian product of the investment options, but it has the advantages of not requiring complex structures and it is easy to understand. %@ 978-3-642-16951-9

@inproceedings{springerlink:10.1007/978-3-642-16952-6_4, abstract = {This paper presents a novel use of SQL language to solve a practical optimization problem to find the portfolio size and the quantity of money for securities. This problem is known as the Portfolio Selection Problem (PSP). The approach was tested on 9 random instances of PSP. Each instance has up to 12 securities and 50 different choices of money. Each security follows a non-linear profit model. The limitations of our approach are bounded by the computer resources, given that potentially SQL constructs the Cartesian product of the investment options, but it has the advantages of not requiring complex structures and it is easy to understand.}, added-at = {2012-03-12T13:50:00.000+0100}, address = {Berlin / Heidelberg}, affiliation = {Information Technology Laboratory, CINVESTAV-Tamaulipas, Km. 6 Carretera Victoria-Monterrey, 87276 Victoria Tamps, Mexico}, author = {Torres-Jimenez, Jose and Avila-George, Himer and Rangel-Valdez, Nelson and Martinez-Pena, Jorge}, biburl = {https://www.bibsonomy.org/bibtex/26485532ece6fc649a241b58356fce10b/himer79}, booktitle = {Advances in Artificial Intelligence – IBERAMIA 2010}, description = {Abstract - SpringerLink}, doi = {10.1007/978-3-642-16952-6_4}, editor = {Kuri-Morales, Angel and Simari, Guillermo}, interhash = {c539383592ed234361b7a43febd7cf6b}, intrahash = {6485532ece6fc649a241b58356fce10b}, isbn = {978-3-642-16951-9}, keyword = {Computer Science}, keywords = {Investment Optimization SQL}, pages = {30-39}, publisher = {Springer}, series = {Lecture Notes in Computer Science}, timestamp = {2012-03-18T21:33:57.000+0100}, title = {Optimization of Investment Options Using SQL}, url = {http://dx.doi.org/10.1007/978-3-642-16952-6_4}, volume = 6433, year = 2010 }