Industry-Academic Workshop on Optimization in Finance and Risk Management

Event Detail

General Information
Dates:
Monday, October 3, 2011 - Tuesday, October 4, 2011
Target Audience:
Academic and Practice
Location:
Fields Institute, 222 College Street, Toronto
Country: Canada (CAN)
State: (CAN) Ontario
Sponsor:
Fields Institute, Mitacs, Algorithmics Inc.
URL:
http://www.optimization-in-finance.ca
General Email:
Price:
$50 students/postdocs, $100 academia/industry
Event Details/Other Comments:

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.)