Dear Colleagues,
We would like to invite you to attend 3rd Industrial-Academic Workshop on
Optimization in Finance and Risk Management, October 5-6, Fields Institute,
Toronto, Canada. 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/15-16/risk-management/
On behalf of the organizing committee, with best regards,
Oleksandr Romanko
------------------------
Oleksandr Romanko, Ph.D.
Senior Research Analyst, Risk Analytics, IBM Canada
Adjunct Professor, University of Toronto
Toronto, ON, Canada
===============================================================================
3rd Industrial-Academic Workshop on Optimization in Finance and Risk
Management
===============================================================================
Dates: October 5-6, 2015
Location: Fields Institute, Toronto, Canada
Web-site: http://www.optimization-in-finance.ca
Organizers: Thomas R. Hurd, Roy H. Kwon, Chi‐Guhn Lee, Jonathan Y. Li,
Oleksandr Romanko, Anton Tenyakov
Sponsors: Fields Institute, IBM, University of Toronto, Telfer School of
Management, Canadian Operational Research Society (CORS)
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 for Students "How I Became a Quant", jointly with
International Association for Quantitative Finance
* Panel discussion "Optimization in Quantitative Finance and Risk
Management - Industrial Perspective"
* Academia-industry networking opportunities
Invited Speakers:
* B. Ross Barmish (University of Wisconsin-Madison)
* Yuying Li (University of Waterloo)
* Yuri Medvedev (Bank of Montreal)
* Dessislava Pachamanova (Babson College)
* David Saunders (University of Waterloo)
* Paolo Sironi (IBM Risk Analytics)
* Michael Zerbs (Scotiabank)
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 September 11, 2015.
Workshop poster can be found at
http://www.fields.utoronto.ca/programs/cim/15-16/risk-management/optimization-in-finance-poster-final.pdf
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