Optimum Decision Making and Risk Analysis Applied to Finance

Objectives-Scope and Purpose:

Optimisation technologies have become key tools in making intelligent business decisions and are often adopted in the Finance industry. Important problems of the Finance industry, such as

asset allocation and portfolio construction

asset and liability management

risk quantification and risk control

are well-addressed by optimisation-based models. The success of optimisation enabled solutions depends on many factors such as which modelling tools are used, integration with 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

formulate and develop their own optimisation 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 optimisation models into applications.

WHO SHOULD ATTEND ?

This workshop series is specially designed to provide insight into the discipline of optimisation for a wide range of individuals such as OR professionals, financial quantitative analysts, risk analysts, software developers, consultants and academics.

OR professionals: This workshop series will help you to get up-to-date on the latest methodologies and receive exposure to the wide range of technologies and software now available in the field of optimisation

Quantitative analysts/Risk analysts: This workshop series gives you an overview of the wide range of technologies available, allowing you to define and conceptualise your business problems in terms of an optimisation problem.

Software developers/IT: This workshop series provides instructions on how to embed optimisation models into software applications. It will also give you all the necessary information and techniques in order to understand optimisation modelling and data modelling integration.