Industry-Academic Workshop on Optimization in Finance and Risk Management
Event Detail
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| General Information |
| Dates: |
Monday October 03 2011 - Tuesday October 04 2011 |
| Days of Week: |
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| URL: |
Academic and Practice |
| Location: |
Fields Institute, 222 College Street, Toronto
Country: Canada (CAN)
State: (CAN) Ontario |
| URL: |
http://www.optimization-in-finance.ca |
| General Email: |
romanko@mcmaster.ca |
| Price: |
$50 students/postdocs, $100 academia/industry |
| Registration Information |
| Registration URL: |
http://www.optimization-in-finance.ca/registration/ |
| Event Details/Other Comments: |
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Tentative Agenda:
- Distinguished talks by invited academic and industrial speakers
- Contributed talks (25-minute) on recent research advances
- Postdoctoral fellow/graduate student research poster competition
- Panel discussion “New Trends and Challenges in Using Optimization to Improve Decision-Making in Finance and Risk Management – Industrial Perspective”
- Academia-industry connector and networking event
Invited Speakers:
John R. Birge (University of Chicago)
Thomas F. Coleman (University of Waterloo)
Helmut Mausser (Algorithmics Inc.)
John M. Mulvey (Princeton University)
Robert Stubbs (Axioma Inc.)
Stan Uryasev (University of Florida and American Optimal Decisions Inc.)
Organizers: Antoine Deza (McMaster University), Matheus R. Grasselli (McMaster University), Thomas R. Hurd (McMaster University), Oleksandr Romanko (McMaster University and Algorithmics Inc.) |
