Industrial-Academic Workshop on Optimization in Finance and Risk Management

The workshop is organized with support from Fields Industrial Optimization Seminar Series, Fields Seminar Series on Quantitative Finance, PRMIA Risk Management Seminar Series and Mitacs Elevate Postdoctoral Fellowship Program

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

 

Date	Monday-Tuesday, October 3-4, 2011
Location	Fields Institute 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 “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	Oleksandr Romanko, McMaster University & Algorithmics Antoine Deza, McMaster University Matheus R. Grasselli, McMaster University Thomas R. Hurd, McMaster University
Workshop Fee	Online registration (till September 29): $50 CAD for students/postdocs, $100 CAD for academia/industry; Onsite registration: $75 CAD for students/postdocs, $150 CAD for academia/industry.