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 Business Analytics, Fields Industrial Optimization Seminar Series 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

Date
Monday-Tuesday, September 23-24, 2013
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
    Jonathan Briggs, Canada Pension Plan Investment Board
    Garud Iyengar, Columbia University
    Alan J. King, IBM Research
    Bogie Ozdemir, Sun Life Financial
    R. Tyrrell Rockafellar, University of Washington
    Dan Rosen, R² Financial Technologies
    Luis Seco, University of Toronto & Sigma Analysis and Management
    Reha Tütüncü, Goldman Sachs Asset Management
    Organizers
    Oleksandr Romanko, Risk Analytics, IBM
    Jonathan Y. Li, University of Ottawa
    Antoine Deza, McMaster University
    Elkafi Hassini, McMaster University
    Kai Huang, McMaster University
    Thomas R. Hurd, McMaster University
    Roy H. Kwon, University of Toronto
    Chi‐Guhn Lee, University of Toronto
    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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