Workshop on Stochastic Programming

Business Applications of Optimisation, Stochastic Programming &
Portfolio Planning:
www.unicom.co.uk/optimise
· Introduction to Optimisation and its Applications: Linear & Integer
Programming - Embedded DSS using COM Objects,
3 - 4 October, CARISMA, Brunel University, West London
· Decision Making under Uncertainty: Stochastic Programming, 5 - 6
October, CARISMA, Brunel University, West London
· Financial Planning Using Integer Quadratic Programming, 7 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.

The attendance fees are keenly priced, with a view to wide
participation by financial professionals and academics involved in this
field. The fees are:

1 Day 2 Days 3 Days 4 Days 5 Days
PhD Students £60 £120 £180 £240 £300
Academics & Researchers £95 £190 £285 £380 £475
Industry £300 £550 £795 £1000 £1190

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

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

I believe this information will be of interest to you and your
colleagues
===================================================================
Cutting Edge Financial Events:
· Extreme Value Theory and Copulas, 29 November 2005, London
Presenters: Claudio Romano, Capitalia Bank Holding, Rome; Annalisa Di
Clemente, University of Rome,
Paul Embrechts, Johanna Neslehova, Rosario Dell'Aquila, RiskLab, ETH
Zurich
· Financial Innovation and New Structured Products in the Equity
World, 30 November 2005, London
Presenter: Dilip Madan, Robert H. Smith School of Business, University
of Maryland / Morgan Stanley
· Practical Financial Optimisation: Decision Making for Financial
Engineers,1 December 2005, London
Presenters: Stavros Zenios, Wharton School of Business / University of
Cyprus; Gautam Mitra, CARISMA, Brunel University
· Hidden Markov Models, Kalman Filters: ARCH, GARCH and Time Series
Analysis; Robust Regression,
2 December 2005, London
Presenters: Paresh Date, Rogemar Mamon, Keming Yu, CARISMA, Brunel
University
· Integration of Credit Risk and Market Risk, 5 December 2005, London
Presenters: Norbert Jobst, Standard & Poors, UK; Mark A. Nyfeler, UBS;
Others TBA

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