[DMANET] Workshop on Optimization in Finance and Risk Management, September 23-24, Fields Institute, Toronto

2nd CALL FOR PARTICIPATION

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 is 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 and Jonathan Li
------------------------
Oleksandr Romanko, Ph.D.
Senior Research Analyst, Quantitative Research
Risk Analytics, IBM, Toronto, ON, Canada
------------------------
Jonathan Li, Ph.D.
Assistant Professor, Telfer School of Management
University of Ottawa, Ottawa, ON, Canada

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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, Jonathan Y. Li, Antoine Deza, Elkafi
Hassini, Kai Huang, Thomas R. Hurd, Roy H. Kwon, Chi-Guhn Lee
Sponsors: Fields Institute, Center for Financial Engineering at
University of Toronto, IBM, 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
(http://www.optimization-in-finance.ca/preliminary-program/):
* Distinguished talks by invited academic and industrial speakers
* Contributed talks (25-minute) on recent research advances
* Panel discussion "Optimization in Quantitative 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)
* Bogie Ozdemir (Sun Life Financial)
* 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)

The workshop registration is available at
http://www.optimization-in-finance.ca/registration/
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