Dear Colleagues,
We would like to invite you to attend 2nd Industrial-Academic Workshop
on Optimization in Finance and Risk Management, September 23-24, 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/13-14/riskmanagement13/
On behalf of the organizing committee, with best regards,
Oleksandr Romanko
------------------------
Oleksandr Romanko, Ph.D.
Research Analyst, Quantitative Research
Risk Analytics, IBM, Toronto, ON, Canada
===============================================================================
2nd Industrial-Academic Workshop on Optimization in Finance and Risk
Management
===============================================================================
Dates: September 23-24, 2013
Location: Fields Institute, Toronto, Canada
Web-site: http://www.optimization-in-finance.ca
Organizers: Oleksandr Romanko, Antoine Deza, Elkafi Hassini, Kai Huang,
Thomas R. Hurd, Roy H. Kwon, Chi‐Guhn Lee, Jonathan Y. Li
Sponsors: Fields Institute, IBM, University of Toronto, Canadian
Operational Research Society (CORS)
Supporters: McMaster University, Professional Risk Managers'
International Association (PRMIA)
Workshop fee: $40 CAD for students/postdocs, $120 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
* 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:
* Jonathan Briggs (Canada Pension Plan Investment Board)
* Garud Iyengar (Columbia University)
* Alan J. King (IBM Research)
* R. Tyrrell Rockafellar (University of Washington)
* Dan Rosen (R² Financial Technologies)
* Luis Seco (University of Toronto and Sigma Analysis & Management)
* Reha Tütüncü (Goldman Sachs Asset Management)
Submission of contributed talks as well as workshop registration is
available at http://www.optimization-in-finance.ca
Abstract submission deadline for contributed talks is August 1, 2013.
Students/postdocs submitting a contributed talk are eligible for travel
support from Fields Institute
http://www.optimization-in-finance.ca/travel-support/
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