Link to COG weekly seminars here (Google Sheets).
Title: Reflections on robustness in stochastic programs with risk constraintsSpeaker: Dr. Milos KopaAffiliation: Department of Probability and Mathematical Statistics - Charles University in PragueLocation: Room 301 William PenneyTime: 3:00pmAbstract. This... Read more »
Title: Algorithms and computer architectures for efficient real-time optimization and linear algebra solversSpeaker: Eric C KerriganAffiliation: Department of Aeronautics and Department of Electrical and Electronic Engineering - Imperial College LondonLocation:... Read more »
Title: Matrix Learning Problems and First-Order OptimizationSpeaker: Dr. Andreas Argyriou Affiliation: Toyota Technological Institute at ChicagoLocation: Room 217 Huxley BuildingTime: 2:00pmAbstract. In the past few years, there has been significant... Read more »
Title: The Branch-and-Sandwich Algorithm for Mixed-Integer Nonlinear Bilevel Programming ProblemsSpeaker: Dr. Polyxeni-Margarita KleniatiAffiliation: Centre for Process Systems Engineering at Imperial College LondonLocation: Room 144 HuxleyTime: 3:00pmAbstract. We extend our recently... Read more »
Title: Optimal control of Weakly Connected Markov Decision ProcessesSpeaker: Dr. Panos ParpasAffiliation: Department of Computing - Imperial College LondonLocation: Room 140 HuxleyTime: 4:00pmAbstract. Weakly connected Markov processes are used to... Read more »
Title: Time Consistency in Multistage Stochastic OptimizationSpeaker: Prof. Georg PflugAffiliation: Department of Statistics and Operations Research - University of Vienna Location: CPSE seminar room (C615 Roderic Hill)Time: 11:00amAbstract. A fundamental... Read more »
Title: Applications and BeyondSpeaker: Amit M. ManthanwarAffiliation: On Industrial Process Automation and Control TheoryLocation: CPSE seminar room (C615 Roderic Hill)Time: 3:00pmAbstract. At the end of second millennia advent of the... Read more »
Title: OR and Optimization under Uncertainty using RSpeaker: Dr. Ronald Hochreiter Affiliation: WU Vienna University of Economics and Business Location: Room 218 Huxley BuildingTime: 3:00pmAbstract. The statistical computing package R... Read more »
Title: Practical Portfolio OptimizationSpeaker: Prof. Victor DeMiguelAffiliation: London Business SchoolLocation: CPSE seminar room (C615 Roderic Hill)Time: 2:00pmAbstract. The Nobel laureate Harry Markowitz showed that an investor who cares only about... Read more »
Title: On the Relation between Forecast Precision and Trading Profitability of Financial AnalystsSpeaker: Prof. Alex WeissensteinerAffiliation: DTU Management EngineeringLocation: Room 217 Huxley BuildingTime: 5:00pmAbstract. We analyze the relation between earning... Read more »
