|
|||||
|
|
Application of constraint logic programming to asset and liability management in banks |
|
| Authors: | Johan M. Broek Hennie A. M. Daniels |
| Affiliation: | (1) AI Lab., Rotterdam School of Management, Erasmus University, P.O. Box 1738, 3000 DR Rotterdam, The Netherlands;(2) Institute for Language Technology and Artificial Intelligence, Tilburg University, P.O. Box 90153, 5000 LE Tilburg, The Netherlands |
| Abstract: | Constraint logic programming is a relatively new and promising paradigm. In this paper it is shown that this approach yields flexible tools to support financial decision making. As an example we present an asset and liability management model implemented in the CHIP language. |
| Keywords: | Asset and liability management constraint logic programming risk assessment |
| 本文献已被 SpringerLink 等数据库收录！ | |