{"id":"https://openalex.org/W2064902313","doi":"https://doi.org/10.1007/s10601-006-9014-4","title":"Design of Financial CDO Squared Transactions Using Constraint Programming","display_name":"Design of Financial CDO Squared Transactions Using Constraint Programming","publication_year":2007,"publication_date":"2007-01-11","ids":{"openalex":"https://openalex.org/W2064902313","doi":"https://doi.org/10.1007/s10601-006-9014-4","mag":"2064902313"},"language":"en","primary_location":{"id":"doi:10.1007/s10601-006-9014-4","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10601-006-9014-4","pdf_url":null,"source":{"id":"https://openalex.org/S75534514","display_name":"Constraints","issn_l":"1383-7133","issn":["1383-7133","1572-9354"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Constraints","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5006736418","display_name":"Pierre Flener","orcid":"https://orcid.org/0000-0001-8730-4098"},"institutions":[{"id":"https://openalex.org/I123387679","display_name":"Uppsala University","ror":"https://ror.org/048a87296","country_code":"SE","type":"education","lineage":["https://openalex.org/I123387679"]}],"countries":["SE"],"is_corresponding":true,"raw_author_name":"Pierre Flener","raw_affiliation_strings":["Department of Information Technology, Uppsala University, Box 337, SE-751 05, Uppsala, Sweden","Department of Information Technology, Uppsala University, Uppsala, Sweden SE-751 05#TAB#"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Information Technology, Uppsala University, Box 337, SE-751 05, Uppsala, Sweden","institution_ids":["https://openalex.org/I123387679"]},{"raw_affiliation_string":"Department of Information Technology, Uppsala University, Uppsala, Sweden SE-751 05#TAB#","institution_ids":["https://openalex.org/I123387679"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5060845780","display_name":"Justin Pearson","orcid":"https://orcid.org/0000-0002-0084-8891"},"institutions":[{"id":"https://openalex.org/I123387679","display_name":"Uppsala University","ror":"https://ror.org/048a87296","country_code":"SE","type":"education","lineage":["https://openalex.org/I123387679"]}],"countries":["SE"],"is_corresponding":false,"raw_author_name":"Justin Pearson","raw_affiliation_strings":["Department of Information Technology, Uppsala University, Box 337, SE-751 05, Uppsala, Sweden","Department of Information Technology, Uppsala University, Uppsala, Sweden SE-751 05#TAB#"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Information Technology, Uppsala University, Box 337, SE-751 05, Uppsala, Sweden","institution_ids":["https://openalex.org/I123387679"]},{"raw_affiliation_string":"Department of Information Technology, Uppsala University, Uppsala, Sweden SE-751 05#TAB#","institution_ids":["https://openalex.org/I123387679"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5110143740","display_name":"Luis G. Reyna","orcid":null},"institutions":[{"id":"https://openalex.org/I4210091766","display_name":"Swiss Re (United States)","ror":"https://ror.org/00dfvzs39","country_code":"US","type":"company","lineage":["https://openalex.org/I4210091766"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Luis G. Reyna","raw_affiliation_strings":["Swiss Re Financial Products, Swiss Re, Park Avenue Plaza, New York, NY, 10055, USA","Swiss Re Financial Products, Swiss Re, New York, USA 10055#TAB#"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Swiss Re Financial Products, Swiss Re, Park Avenue Plaza, New York, NY, 10055, USA","institution_ids":["https://openalex.org/I4210091766"]},{"raw_affiliation_string":"Swiss Re Financial Products, Swiss Re, New York, USA 10055#TAB#","institution_ids":["https://openalex.org/I4210091766"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5040676507","display_name":"Olof Sivertsson","orcid":null},"institutions":[{"id":"https://openalex.org/I123387679","display_name":"Uppsala University","ror":"https://ror.org/048a87296","country_code":"SE","type":"education","lineage":["https://openalex.org/I123387679"]}],"countries":["SE"],"is_corresponding":false,"raw_author_name":"Olof Sivertsson","raw_affiliation_strings":["Department of Information Technology, Uppsala University, Box 337, SE-751 05, Uppsala, Sweden","Department of Information Technology, Uppsala University, Uppsala, Sweden SE-751 05#TAB#"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Information Technology, Uppsala University, Box 337, SE-751 05, Uppsala, Sweden","institution_ids":["https://openalex.org/I123387679"]},{"raw_affiliation_string":"Department of Information Technology, Uppsala University, Uppsala, Sweden SE-751 05#TAB#","institution_ids":["https://openalex.org/I123387679"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5006736418"],"corresponding_institution_ids":["https://openalex.org/I123387679"],"apc_list":{"value":3090,"currency":"USD","value_usd":3090},"apc_paid":null,"fwci":1.2262,"has_fulltext":false,"cited_by_count":12,"citation_normalized_percentile":{"value":0.83596068,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":"12","issue":"2","first_page":"179","last_page":"205"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.9984999895095825,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.9984999895095825,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10127","display_name":"Banking stability, regulation, efficiency","score":0.9973000288009644,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.97079998254776,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/constraint","display_name":"Constraint (computer-aided design)","score":0.6565662026405334},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5433709025382996},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.439832866191864},{"id":"https://openalex.org/keywords/order","display_name":"Order (exchange)","score":0.436245322227478},{"id":"https://openalex.org/keywords/database-transaction","display_name":"Database transaction","score":0.4321593642234802},{"id":"https://openalex.org/keywords/embedding","display_name":"Embedding","score":0.4319821894168854},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.4063780903816223},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.2495056390762329},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.2369287610054016},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.16140413284301758},{"id":"https://openalex.org/keywords/database","display_name":"Database","score":0.15723085403442383},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.08763018250465393}],"concepts":[{"id":"https://openalex.org/C2776036281","wikidata":"https://www.wikidata.org/wiki/Q48769818","display_name":"Constraint (computer-aided design)","level":2,"score":0.6565662026405334},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5433709025382996},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.439832866191864},{"id":"https://openalex.org/C182306322","wikidata":"https://www.wikidata.org/wiki/Q1779371","display_name":"Order (exchange)","level":2,"score":0.436245322227478},{"id":"https://openalex.org/C75949130","wikidata":"https://www.wikidata.org/wiki/Q848010","display_name":"Database transaction","level":2,"score":0.4321593642234802},{"id":"https://openalex.org/C41608201","wikidata":"https://www.wikidata.org/wiki/Q980509","display_name":"Embedding","level":2,"score":0.4319821894168854},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.4063780903816223},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.2495056390762329},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.2369287610054016},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.16140413284301758},{"id":"https://openalex.org/C77088390","wikidata":"https://www.wikidata.org/wiki/Q8513","display_name":"Database","level":1,"score":0.15723085403442383},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.08763018250465393},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s10601-006-9014-4","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10601-006-9014-4","pdf_url":null,"source":{"id":"https://openalex.org/S75534514","display_name":"Constraints","issn_l":"1383-7133","issn":["1383-7133","1572-9354"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Constraints","raw_type":"journal-article"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.64.7082","is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.64.7082","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://user.it.uu.se/~justin/Research/Papers/CJ06.pdf","raw_type":"text"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320327223","display_name":"Beijing Institute For Brain Disorders","ror":null}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":18,"referenced_works":["https://openalex.org/W1245771","https://openalex.org/W67813109","https://openalex.org/W193332957","https://openalex.org/W194801153","https://openalex.org/W1485639087","https://openalex.org/W1556993579","https://openalex.org/W1567586152","https://openalex.org/W1594864715","https://openalex.org/W1773554800","https://openalex.org/W1965142549","https://openalex.org/W2115728504","https://openalex.org/W2911722487","https://openalex.org/W2913899725","https://openalex.org/W6600053870","https://openalex.org/W6607762335","https://openalex.org/W6633304483","https://openalex.org/W6641620109","https://openalex.org/W6759354942"],"related_works":["https://openalex.org/W2081900870","https://openalex.org/W3111219495","https://openalex.org/W2183306018","https://openalex.org/W2549990292","https://openalex.org/W2345479200","https://openalex.org/W2951819827","https://openalex.org/W2849310602","https://openalex.org/W2419146053","https://openalex.org/W3006008237","https://openalex.org/W2088247287"],"abstract_inverted_index":null,"counts_by_year":[{"year":2020,"cited_by_count":4},{"year":2017,"cited_by_count":1},{"year":2015,"cited_by_count":2}],"updated_date":"2026-08-26T07:47:46.906454","created_date":"2025-10-10T00:00:00"}