What is the list of the most relevant NP-complete or NP-hard problems in finance?    

There are many problems for which the best known solution is either heuristics, very slow algorithms, or there is no solution at all. If solved, which problem would have the greatest transformative effect on our industry?

 

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Have opened a can of worms here, indeed, Marcos.

As a good yard-stick to compare with ( in a quantitative manner, thus having a feeling of years, well, rather 10^XYZ years, for the realistic TimeDOMAIN-costs of any such solution ),

let me recommend to follow a fabulous lecture of Matthias Troyer ( ETH Zurich, [CH] ) on this very subject.

Answered on May 11, 2016.
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