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Workshop on Portfolio Optimisation & Stochastic Programming

To: <s-news@lists.biostat.wustl.edu>
Subject: Workshop on Portfolio Optimisation & Stochastic Programming
From: "Xiaochen Sun" <Xiaochen.Sun@brunel.ac.uk>
Date: Fri, 11 Aug 2006 17:14:37 +0100
Thread-index: Aca9YT4G6Hoi1qj+ST6DLBNXmiMnTw==
Thread-topic: Workshop on Portfolio Optimisation & Stochastic Programming
(Apologies for any cross-listings!)

Business Applications of Optimisation, Stochastic Programming & Portfolio 
Planning:

?Introduction to Optimisation and its Applications: Linear & Integer 
Programming - Embedded DSS using SCRIPTING and COM Objects,
16 - 17 October, CARISMA, Brunel University, West London

?Decision Making under Uncertainty: Stochastic Programming, 18 - 19 October, 
CARISMA, Brunel University, West London

?Financial Planning Using Integer Quadratic Programming,
20 October, CARISMA, Brunel University, West London

Dear Colleague,

We are pleased to announce the above workshops, which are organised by CARISMA, 
Brunel University, OptiRisk Systems and UNICOM Seminars.

The workshop series is specially designed to provide insight into the 
discipline of optimisation for a wide range of individuals such as OR 
professionals, quantitative analysts, risk analysts, DSS application 
developers, consultants, and academic researchers.

The courses will take you through all the steps of an optimisation project 
using powerful optimisation tools such as AMPL Modelling System, CPLEX, FortMP, 
FortSP and SPInE. They are most comprehensive and cover the latest developments 
in the field, with plenty of hands-on examples, which help you develop 
stochastic programming applications for your sector, be it financial planning, 
portfolio selection, supply chain, or energy systems planning.

Guest Presentation:
?Scenario Generation ? Hidden Markov Model
Enza Messina, University of Milan, Italy
?Sloving Integer Stochastic Programming
Suvrajeet Sen, University of Arizona, USA

For further details please go to www.unicom.co.uk/optimise, either download 
brochure or email mapgxcs@brunel.ac.uk for a PDF filer.

We look forward to welcoming you to the workshops; please also make your 
colleagues aware of it. Thank you.

Best regards
CARISMA

~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
Michael(Xiaochen) Sun
CARISMA, www.carisma.brunel.ac.uk 
Centre for the Analysis of Risk and Optimisation Modelling Application;
School of Computing, Information Systems and Mathematics 
Brunel University 
Middlesex 
Uxbridge, UB8 3PH 
United Kingdom 
* xiaochen.sun@brunel.ac.uk 
http://people.brunel.ac.uk/~mapgxcs 
http://mam3xs.blogspot.com/
((+44) (0)1895 265625
((+44) (0)7841873292
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~


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