The workshop is hosted by Fields Institute and co-hosted by Center for Financial Engineering at University of Toronto

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

The workshop web-page at Fields Institute can be found here

Date
Monday-Tuesday, October 5-6, 2015
Location
Fields Institute (view map)
222 College Street
Toronto, ON M5T 3J1
Canada
Tentative Agenda
  • Invited lectures by leading academic and industrial researchers and practitioners;
  • Contributed talks on recent research advances;
  • Panel discussion “Optimization in Quantitative Finance and Risk Management – Industrial Perspective”;
  • Academia-industry connector and networking event.
  • Invited Speakers (tentative)
    Mark Broadie, Columbia University
    Yuying Li, University of Waterloo
    Yuri Medvedev, Bank of Montreal
    Dessislava Pachamanova, Babson College
    Paolo Sironi, IBM Risk Analytics
    Michael Zerbs, Scotiabank
    Hu Zhang, Bank of America Merrill Lynch
    Organizers
    Oleksandr Romanko, IBM Canada
    Thomas R. Hurd, McMaster University
    Roy H. Kwon, University of Toronto
    Chi‐Guhn Lee, University of Toronto
    Jonathan Y. Li, University of Ottawa
    Derek Manuge, Scotiabank
    Anton Tenyakov, TD Bank Group
    Workshop Fee
  • Online registration (till September 16): $40 CAD for students/postdocs, $120 CAD for academia/industry;
  • Onsite registration: $50 CAD for students/postdocs, $160 CAD for academia/industry.
  • Travel/Hotels
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