Solutions

Risk Management
Asset Liability Management
Agricultural Risk
Energy Risk
Stress Testing

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BrainMatics Optimizers form an important offering along with other state of the art quantitative tools like factor models. These optimizers can be used to solve complex problems and find application in diverse problem areas .

BMOpt

BMOpt is an advanced interior point optimizer which can be used to solve very large constrained non-linear problems . The constraints can be linear or non-linear and the objective function can be quadratic or non-linear. The flexibility of its design empowers it to solve problems from portfolio optimization to complex problems such as sourcing and distribution of electrical power. It can be used to create optimized Absolute Return Portfolios as well as Active Portfolios.

BMSolve

BMSolve is a mixed integer programming software which can handle very large problems. The objective function and constraints should be linear. Some of the variables can be constrained to take on only integer values.

A typical use would be the solution of the Asset-Liability matching problems subject to constraints. Other uses include creating optimal bond allocations while imposing constraints on duration, sector/rating allocation and partial durations.
 

Key Benefits

  • Allows all kinds of objective functions and constraints (Linear/Non-Linear, Quadratic)
     

  • Designed to handle large problems
     

  • Handles Integer Programming Problems
     

  • No limit on constraints
     

  • Multipurpose optimizer with diverse  applications