The workshop was hosted by Fields Institute and co-hosted by Department of Mechanical and Industrial Engineering at University of Toronto

The workshop was organized with support from IBM Analytics and Canadian Operational Research Society

The workshop web-page at Fields Institute can be found here
The slides and audio of all talks can be found here

Monday-Tuesday, October 5-6, 2015
Fields Institute (view map)
222 College Street
Toronto, ON M5T 3J1
Tentative Agenda
  • Invited lectures by leading academic and industrial researchers and practitioners;
  • Contributed talks on recent research advances;
  • Panel discussion for students “How I Became a Quant”, organized with IAQF;
  • Panel discussion “Optimization in Quantitative Finance and Risk Management – Industrial Perspective”;
  • Academia-industry networking opportunities.
  • Invited Speakers (tentative)
    B. Ross Barmish, University of Wisconsin-Madison
    Sebastian Jaimungal, University of Toronto
    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
    Thomas R. Hurd, McMaster University
    Roy H. Kwon, University of Toronto
    Chi‐Guhn Lee, University of Toronto
    Jonathan Y. Li, University of Ottawa
    Oleksandr Romanko, IBM Canada
    Anton Tenyakov, TD Bank Group
    Workshop Fee
  • Online registration (till September 16): $40 CAD for students/postdocs, $120 CAD for academia/industry;
  • Online registration (September 17 – October 2): $50 CAD for students/postdocs, $160 CAD for academia/industry;
  • Onsite registration (October 5-6): $50 CAD for students/postdocs, $160 CAD for academia/industry.
  • Travel/Hotels
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