Flexible portfolio management

OData support
Supervisor:
Gönczy László
Department of Measurement and Information Systems

The problem of portfolio optimization is the problem of many different fields (eg. deposit management, currency market, supplier portfolio management, project portfolio management). My dissertation focuses on solving the scheduling problem between suppliers, warehouses and satisfying the needs of consumers. In my work I deal with a concrete problem, but in the future my aim is to generalize the problem and work out a general model for it.

Common specific, that every model has certain presumptions about the future (eg. consumers’ demands), and that is why the calculation of a ’de facto’ result is impossible, we should take more alternative possibilities into consideration. Setting the necessary presumptions (eg. in a certain period of time a certain variable won’t change, we handle the uncertain events pessimistic, and so on) a well structured model will be able to approximate the optimal solution for the user, fitting different strategies.

The implemented system waits the input data from CSV file – formatted in a certain way. After loading it will be visible and also editable on the user interface. Submitting the data for planning, different charts will be generated showing the optimal action plan (answering the questions eg.: when, from who, how much to order)

• In my dissertation I am writing about the details of:

• the system requirements

• the used technologies

• the concrete optimization project

• the process of ilog modeling

• the architecture of the system, including the ilog integration in java environment

• and last I introduce the completed user interface

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