Finance

Stochastic optimization is also used in finance at the ior/cf-HSG.

Projects of various orientations and sizes benefit from the consulting activities of ior/cf-HSG. For institutional investors, the DEVA software package provides a guideline for asset allocation, with the DEVA+B expansion stage allowing the tracking of a benchmark and the DEVA+L version integrating the structure of foreseeable financial obligations. Finally, the Margin Optimizer determines the efficient replication portfolio for banks for deposits without a fixed term.

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