Optimization in Asset Selection for Asset-Backed Structured Finance Operations
Principal investigators: J. Manuel Colmenar, Eduardo García Pardo
Department: Computer Science and Statistics
Funding entity: Confidential (not disclosed)
Period: January 2026 – July 2026
Description
This R&D contract project addresses the optimization of asset selection in the context of asset-backed structured finance operations. Optimization models and algorithms are developed to efficiently select asset portfolios while satisfying the financial and risk criteria specific to this type of operation.
For confidentiality reasons, no further information is provided about the contracting entity or the specific details of the project.
J. Manuel Colmenar
Full Professor
My research interests are focused on metaheuristics applied to optimization problems. I have worked on different combinatorial optimization problems applying trajectorial algorithms such us GRASP or VNS. Besides, I am very interested in applications of Grammatical Evolution, specifically in model and prediction domain, as alternative to machine learning approaches.
Eduardo García Pardo
Full Professor
One of the founders of the investigation group GRAFO, whose main line of research is the development of algorithms to tackle optimization problems, the topic of the researcher’s Doctoral Thesis and which their most notable publications are framed.