Event Details
- Workshop
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This event has been completed
Industrial-Academic Workshop on Optimization in Finance and Risk Management - October 05, 2015 - October 06, 2015
- Fields Institute
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Toronto, Canada
- Introduction
- The recent global financial crisis has made risk management and financial stability a foremost concern of regulatory agencies and corporations worldwide. Given the rapidly expanding scope and complexity of risk-aware financial management, mathematical innovation is central to the field. For example, numerical optimization can automate the construction of portfolios to best meet specified requirements. Optimization techniques serve as important tools for financial institutions and companies aiming to find better solutions and improve decision-making.
The list of the topics to be covered during the workshop includes, but not limited to:
Modeling and optimization in finance and risk management
Large-scale financial optimization
Optimization algorithms and software
Stochastic optimization
Robust optimization
Multi-objective optimization
Portfolio selection and management
Optimizing risks in risk management
Asset and liability management
Capital budgeting and allocation
Asset pricing and index funds - Useful Links
- Reference link 1
- About Organiser
- Oleksandr Romanko
- E: romanko@romanko.ca
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