Algorithms in the Financial Services industry - The right choice for the right problem

Optimization problems: this is still a bit of an unexplored and immature domain, with little (user-friendly) tooling available, like I also mentioned in one of my previous blogs. Interesting names to look at are JuMP (based on Julia language), ADMB, GLPK, OpenMDAO, Motulus, OptaPlanner… However all those tools are still rather complex and therefore still difficult to use for non-specialized developers.