Solving low-density subset sum problems
Journal of the ACM (JACM)
Introduction to algorithms
Electronic payment systems for E-Commerce
Electronic payment systems for E-Commerce
Computer Algorithms: C++
E-Finance: The Electronic Revolution in Financial Services
E-Finance: The Electronic Revolution in Financial Services
Computers and Intractability: A Guide to the Theory of NP-Completeness
Computers and Intractability: A Guide to the Theory of NP-Completeness
Portfolio Management Using Hybrid Recommendation System
EEE '04 Proceedings of the 2004 IEEE International Conference on e-Technology, e-Commerce and e-Service (EEE'04)
ICCSA'03 Proceedings of the 2003 international conference on Computational science and its applications: PartIII
Qualitative preference-based service selection for multiple agents
Web Intelligence and Agent Systems
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A Web information system was implemented to find controllers of the stock shares for the most financial institutions, which are supervised by Central Bank of Brazil (BCB). The original problem is similar to a typical Sum of Subset problem that might be solved by a backtracking algorithm and the problem complexity is NP-complete. Usually BCB finds controllers manually, which is time consuming and prone to errors for a large financial institution. Based on the property of the distribution of stock shares, a heuristic approximation algorithm was developed with polynomial complexity O(n^3). The paper describes the basic concepts and business rules currently employed at BCB, the algorithm and its major subroutines. It also gives a brief complexity analysis, an illustrative example and a case study for Atlântida Bank. Web on-line application of the system since 2003 indicates the feasibility and trustworthiness of this automation process. Though developed for BCB, it works equally well for the related financial institutions.