首页> 外文会议>International Conference on Computational Science and Its Applications - ICCSA 2003 Pt.3 May 18-21, 2003 Montreal, Canada >An Algorithm for Determining the Controllers of Supervised Entities at the First and Second Levels: A Case Study with the Brazilian Central Bank
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An Algorithm for Determining the Controllers of Supervised Entities at the First and Second Levels: A Case Study with the Brazilian Central Bank

机译:确定第一层和第二层受监管实体控制者的算法:以巴西中央银行为例

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An algorithm was developed and implemented to find controllers from the stock shares for some financial institutions for the Brazilian Central Bank (BCB). The original problem is similar to a typical Sum of Subset problem that is suggested to be solved by a backtracking algorithm and the problem complexity is NP-complete. Usually BCB solves this problem manually which is time consuming and prone to errors. The heuristical approximation algorithm presented in this paper has polynomial complexity O(n~3) and is based on subroutines for determining controllers at the first two levels. The paper describes the basic concepts and business rules currently employed in BCB, our algorithm and its major subroutines, it gives a brief complexity analysis and an example illustration at level 2. Our experimental results indicate the feasibility of an automation of the process of finding controllers. Though developed for BCB, our algorithm works equally well for other financial institutions.
机译:开发并实施了一种算法,可以从股票发行中为巴西中央银行(BCB)的某些金融机构找到控制人。原始问题类似于建议通过回溯算法解决的典型子集总和问题,并且问题复杂度为NP完全。通常,BCB手动解决此问题,这很耗时且容易出错。本文提出的启发式逼近算法具有多项式复杂度O(n〜3),并且基于子例程来确定前两个级别的控制器。本文描述了当前在BCB中使用的基本概念和业务规则,我们的算法及其主要子例程,并给出了简要的复杂性分析和第2级的示例说明。我们的实验结果表明了自动寻找控制器过程的可行性。 。尽管是针对BCB开发的,但我们的算法在其他金融机构中同样有效。

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