Gurobi Finance to Enhance Financial Decision-Making

New technical documentation will help finance professionals leverage MIP technology for advanced portfolio optimization.

Gurobi Finance to Enhance Financial Decision-Making

Kaelyn Barron
(909) 359 4782
Gurobi Optimization
kaelyn.barron@gurobi.com

Gurobi Optimization, LLC, the leader in decision intelligence technology, is pleased to announce the launch of a dedicated technical documentation resource (“Gurobi Finance”) for the financial services industry, designed to enhance financial decision-making through advanced mathematical optimization.

For over 50 years, mathematical optimization has been a key technology for leading financial services companies. Today, Gurobi’s solver helps many of those companies address complex business challenges, such as portfolio optimization, cash management, trade settlement, and asset-liability management.

Gurobi’s new documentation—which includes several self-contained Jupyter notebooks that discuss the modeling of typical features in mean-variance (M-V) portfolio optimization—will provide financial institutions with the resources they need to make data-driven decisions and enhance operational efficiency, profitability, regulatory compliance, and risk management.

“Gurobi Finance provides resources and best practices to help financial institutions successfully develop a portfolio optimization model using Gurobi,” said Duke Perrucci, CEO of Gurobi Optimization. “With our mixed-integer programming (MIP) technology, financial professionals can incorporate discrete decisions into their portfolio selections, leading to more feasible, optimal solutions.”

The comprehensive technical documentation is tailored specifically for the financial services industry, enabling quantitative analysts and portfolio managers to leverage MIP technology for sophisticated portfolio optimization and other critical financial applications. Gurobi Finance materials include ready-to-use implementations, which provide starting points for customer applications. Users can also access modeling best practices and choose from a diverse range of portfolio constraints, including market impact, turnover, or cardinality.

To learn more about Gurobi Finance, visit https://gurobi-finance.readthedocs.io/.

About Gurobi Optimization

With Gurobi’s decision intelligence technology, customers can make optimal business decisions in seconds. From workforce scheduling and portfolio optimization to supply chain design and everything in between, Gurobi identifies the optimal solution, out of trillions of possibilities.

As the leader in decision intelligence, Gurobi delivers easy-to-integrate, full-featured software and best-in-class support, with an industry-leading 98% customer satisfaction rating.

Founded in 2008, Gurobi has operations in the Americas, Europe, and Asia. It serves customers in nearly all industries, including organizations like SAP, Air France, and the National Football League. For more information, please visit https://www.gurobi.com/ or call +1 713 871 9341.