Dear Colleagues,
We would like to invite you to attend Industrial-Academic Workshop on
Optimization in Finance and Risk Management, October 3-4, Fields
Institute, Toronto. Information about the workshop is enclosed,
registration and abstract submission are available at the workshop
web-site http://www.optimization-in-finance.ca and
http://www.fields.utoronto.ca/programs/cim/11-12/riskmanagement/
On behalf of the organizing committee, with best regards,
Oleksandr Romanko
------------------------
Oleksandr Romanko, Ph.D.
Mitacs Elevate Industrial Postdoctoral Fellow
McMaster University, Hamilton, ON, Canada
Algorithmics Inc., Toronto, ON, Canada
Tel.: +1-416-2174615
Web: http://www.romanko.ca
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Industrial-Academic Workshop on Optimization in Finance and Risk Management
===========================================================================
Dates: October 3-4, 2011
Location: Fields Institute, Toronto, Ontario
Web-site: http://www.optimization-in-finance.ca
Organizers: Antoine Deza, Matheus R. Grasselli, Thomas R. Hurd and
Oleksandr Romanko
Sponsors: Fields Institute, Mitacs, Algorithmics Inc.
Supporters: PRMIA, CORS
Workshop fee: $50 CAD for students/postdocs, $100 CAD for academia/industry.
The workshop focus is on financial and risk management optimization
models that are aimed for practical implementation and use by risk
managers and finance practitioners. The goal is to bridge academic
research in optimization and financial applications of optimization
techniques.
Tentative Program:
* 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.)
Submission of contributed talks and posters as well as workshop
registration is available at http://www.optimization-in-finance.ca
Students/postdocs submitting a contributed talk or a poster are eligible
for travel support from Fields Institute
http://www.optimization-in-finance.ca/travel-support/
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