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Banking and Financial Services

Make Better Strategic Decisions


Improve operational efficiency, profitability, and regulatory compliance, while reducing risk.

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Overview

Mathematical optimization is a well-established, essential technological tool in the financial services industry. For over 50 years, mathematical optimization technologies have been used by leading companies across the financial services ecosystem (including institutional and consumer banks, wealth management firms, hedge funds, insurance providers, and fintech players) to:

  • Address a wide variety of complex business problems including portfolio optimization, cash management, trade settlement, and asset-liability management.
  • Make optimal, data-driven decisions that deliver improved operational efficiency, profitability, and regulatory compliance as well as reduced risk and costs.

To see how it works, visit Gurobi Finance, our dedicated technical documentation for the finance sector.

“The Gurobi solver directly impacts the performance of more than EUR 12.5 billion in assets under management—and this underlines the importance of selecting the best mathematical optimization solving engine. ”

Mathieu van Roon
Portfolio Manager, Robeco

“Every day, we depend on the Gurobi Optimizer to deliver optimal systematic fixed-income portfolios for our private and institutional investors.”

Mathieu van Roon
Portfolio Manager, Robeco

“The Gurobi solver directly impacts the performance of more than EUR 12.5 billion in assets under management—and this underlines the importance of selecting the best mathematical optimization solving engine. ”

Mathieu van Roon
Portfolio Manager, Robeco

“Every day, we depend on the Gurobi Optimizer to deliver optimal systematic fixed-income portfolios for our private and institutional investors.”

Mathieu van Roon
Portfolio Manager, Robeco

The Solver That Does More

Gurobi delivers blazing speeds and advanced features—backed by brilliant innovators and expert support.

  • Gurobi Optimizer Delivers Unmatched Performance

    Unmatched Performance

    With our powerful algorithms, you can add complexity to your model to better represent the real world, and still solve your model within the available time.

    • The performance gap grows as model size and difficulty increase.
    • Gurobi has a history of making continual improvements across a range of problem types, with a more than 75x speedup on MILP since version 1.1.
    • Gurobi is tuned to optimize performance over a wide range of instances.
    • Gurobi is tested thoroughly for numerical stability and correctness using an internal library of over 10,000 models from industry and academia.
     

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  • Gurobi Optimizer Delivers Continuous Innovation
  • Gurobi Optimizer Delivers Responsive, Expert Support
Faster Portfolio Optimization Compared to Other Commercial Solvers
1 %

Frequently Asked Questions

  • What is mathematical optimization?

    Mathematical optimization uses the power of math to find the best possible solution to a complex, real-life problem. You input the details of your problem—the goals you want to achieve, the limitations you’re facing, and the variables you control—and the mathematical optimization solver will calculate your optimal set of decisions.

  • What’s a real-world example of mathematical optimization?

  • What makes mathematical optimization “unbiased”?

Additional Insight

OneChronos: Using Optimization and Combinatorial Auctions to Innovate Modern Trading

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Guidance for Your Journey

30 Day Free Trial for Commercial Users

Start solving your most complex challenges, with the world's fastest, most feature-rich solver.
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Always Free for Academics

We make it easy for students, faculty, and researchers to work with mathematical optimization.
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