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Seminar: OR and Optimization under Uncertainty using R

March 6, 2013 @ 3:00 pm

Title: OR and Optimization under Uncertainty using R
Speaker: Dr. Ronald Hochreiter
Affiliation: WU Vienna University of Economics and Business
Location: Room 218 Huxley Building
Time: 3:00pm

Abstract. The statistical computing package R is well-known in the Statistics community as well as in the Data Science and Business Analytics community, however Operations Researchers usually use MatLab and Python to solve their problems or are even using C++/Java directly to interfere with optimization solvers. In this talk, we will outline the convenience of using R for dealing with OR tasks by solving Optimization under Uncertainty problems, especially problems arising in the area of Stochastic Programming applied to Finance.

About the speaker. Ronald Hochreiter is Assistant Professor at the WU Vienna University of Economics and Business and Visiting Professor at the University of Bergamo. His research interests includes Operations Research (Optimization under Uncertainty) as well as Data Science and Business Analytics. Furthermore he is consultant for various companies in Austria.

Details

  • Date: March 6, 2013
  • Time:
    3:00 pm