Skip to main content
Log in

SD-Solver: Towards a “multidirectional” CLP-based simulation tool

Framework and short financial examples

  • Published:
Computational Economics Aims and scope Submit manuscript

Abstract

SD-Solver is a general purpose simulation environment grounded on the Constraint Logic Programming technology. Its main aim is to facilitate the development of Decision Support Systems based on dynamic models. Using SD-Solver, forward and backward simulations can be performed -to some extent- on the basis of a single model. This paper outlines the underlying framework and presents the most important aspects of SD-Solver using two elementary financial examples.[/p]

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  • Berthier, F., 1990, ‘Solving Financial Decision Problems in CHIP’, inProceedings of the second Conference on Economics and Artificial Intelligence (CECOIA), pp. 233–238.

  • Bisière, C., 1993, ‘SD-Solver (v1.0) User Manual’, CEFI, Les Milles.

    Google Scholar 

  • Bisière, C., Gambini, L, Reiffers, J.L. and Sanchez, L., 1992, ‘Banking Model and Principles for an Implementation in Prolog’,Esprit II project PRINCE, Report #21, April 1992.

  • Broek, M.J., and Daniels, H., 1991, ‘Application of CLP to Asset and Liability Management in banks’,Computer Science in Economics and Management 4(2), pp. 107–116.

    Google Scholar 

  • Cohen, J., 1990, ‘Constraint Logic Programming Languages’,Communication of the ACM 33(7), July, pp. 52–68.

    Google Scholar 

  • Colmerauer, A., 1990, ‘An introduction to Prolog III’,Communication of the ACM 33(7), July, pp. 69–90.

    Google Scholar 

  • Colmerauer, A., 1992, ‘Naive Solving of Non-linear Constraints’, inConstraint Logic Programming: Selected Research, F. Benhamou and A. Colmerauer (Eds.), M.I.T. Press, Cambridge, Ma.

    Google Scholar 

  • Dincbas, M., Van Hentenryck, P., Simonis, H., Aggoun, A., Graf, T. and Berthier, F., 1988, “The Constraint Logic Programming language CHIP”, inProceedings of the International Conference on Fifth Generation Computer Systems (FGCS) 2, Tokyo, Japan, December, pp. 249–264.

    Google Scholar 

  • Gailly, P .J., Krautter, W., Bisiere, C. and Bescos, S., 1992, ‘The PRINCE Project and its applications’, inProceedings of the Second International Logic Programming Summer School (LPSS), Zürich, Switzerland, September, Springer Verlag, Lecture Notes in Artificial Intelligence 636, pp. 54–63.

  • Heintze, N.C., Jaffar, J., Michaylov, S., Stuckey, P.J. and Yap, R., 1992, ‘The CLP(R) Programmer's Manual (v1.2)’, September.

  • Jaffar, J., Michaylov, S., Stuckey, P.J., and Yap, R., 1992, ‘The CLP(R) language and system’,ACM Transactions on Programming Languages and Systems (TOPLAS) 14(3), July, pp. 339–395.

    Google Scholar 

  • Lassez, C., 1987, ‘Constraint Logic Programming’,BYTE Magazine, August.

  • Lassez, C., McAloon, K. and Yap, R., 1987, ‘Constraint Logic Programming and Option Trading’,IEEE expert 2(3), August, pp. 41–50.

    Google Scholar 

  • ProloglA, ‘Prolog III (v1.4) Reference Manual’, Marseilles.

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Bisière, C. SD-Solver: Towards a “multidirectional” CLP-based simulation tool. Comput Econ 9, 299–315 (1996). https://doi.org/10.1007/BF00119477

Download citation

  • Accepted:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF00119477

Key words

Navigation