£186.89

Optimization Series: Optimum Decision Making & Risk Analysis Applied to Fin...

Event Information

Share this event

Date and Time

Location

Location

University College London

Gower Street

London

WC1E 6BT

United Kingdom

View Map

Friends Who Are Going
Event description

Description

Optimization Series: Optimum Decision Making and Risk Analysis Applied to Finance

Background

We are running this popular workshop series in UCL, London. Previously, this workshop has also been successfully held in Brazil, India and Germany. This workshop specially focuses on financial analytics and considers important problems of the finance industry. Optimization technologies have become key tools in making intelligent business decisions and the following topics are addressed in this workshop using optimization-based models:

  • Asset allocation and portfolio construction
  • Asset and liability management
  • Risk quantification and risk control

Our workshop considers many factors that produce successful optimization enabled solutions, such as which modelling tools to use, integration of data sets and the selection of the most efficient solution algorithms available for the problem.

Learning Outcomes

After successful completion of the workshop, the participants will

  • Be able to
    • Formulate and develop their own optimization models.
    • Link them to data sources and solve the models using state-of-the-art commercial solvers.
  • Have acquired a good knowledge of how to embed optimization models into applications.

Practical Sessions

Our faculty consist of highly experienced subject experts (academics and industry specialists) in the field of optimization. They will take you through all the steps of an optimization project using powerful optimization tools such as the modelling language AMPL, its extension Stochastic AMPL (SAMPL), and the modelling system AMPLDev, together with the solvers CPLEX and FortMP.

Industry

1 day: £575 + VAT
2 days: £1025 + VAT
3 days: £1500 + VAT
4 days: £1750 + VAT
5 days: £1950 + VAT

Academics and Students:

1 day: £150 + VAT
2 days: £275 + VAT
3 days: £400 + VAT
4 days: £475 + VAT
5 days: £550 + VAT

* 20% Early bird discount until 16 January 2017.

*Special offer for groups:Groups of three paying delegates from the same organisation can register a fourth attendee free of charge.Please do not hesitate to contact me if you would like to discuss the event in more detail or reserve places - Call: +44 (0) 1895 256 484 or Email:aqeela@unicom.co.uk


Share with friends

Date and Time

Location

University College London

Gower Street

London

WC1E 6BT

United Kingdom

View Map

Save This Event

Event Saved