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The ALEXSYS Mortgage Pool Allocation System  (Make Corrections)  
Salvatore J. Stolfo, Philip K. Chan, Leland Woodbury, Jason Glazier, David Ohsie



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Abstract: We studied various approaches for the allocation of mortgage pools, a combinatorial optimization problem faced by financial institutions that trade in mortgagebacked 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 meta-rules for redaction of conflicting (or less profitable) instantiations. 1 Introduction In collaboration with... (Update)

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BibTeX entry:   (Update)

@misc{ stolfo-alexsys,
  author = "Salvatore J. Stolfo and Philip K. Chan and Leland Woodbury and Jason Glazier
    and David Ohsie",
  title = "The ALEXSYS Mortgage Pool Allocation System",
  url = "citeseer.ist.psu.edu/153018.html" }
Citations (may not include all citations):
4212   Computers and Intractability: A Guide to the Theory of NPCom.. (context) - Garey, Johnson - 1979
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22   OPS5 user's manual (context) - Forgy - 1981
17   PARULEL: Parallel rule processing using metarules for redact.. - Stolfo, Wolfson et al. - 1991
12   The ALEXSYS mortgage pool allocation expert system: A case s.. - Stolfo, Woodbury et al. - 1990
11   The PARULEL parallel rule language (context) - Stolfo, Dewan et al. - 1991
2   Mortgage pool allocation by simulated annealing (context) - Pinsky, Fahn et al. - 1990
2   Complexity of mortgage pool allocation (context) - Stolfo, Yu - 1990

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