Link to COG weekly seminars here (Google Sheets).
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 »
Title: Alternating Maximization: Unifying Framework for 8 Sparse PCA FormulationsSpeaker: Dr. Selin AhipasaogluAffiliation: Singapore University of Technology and DesignLocation: CPSE seminar room (C615 Roderic Hill)Time: 2:00pmAbstract. Given a multivariate data... Read more »
Title: Hard-to-Solve Bimatrix GamesSpeaker: Prof. Bernhard von StengelAffiliation: Depatment of Mathematics - London School of Economics and Political ScienceLocation: CPSE seminar room (C615 Roderic Hill)Time: 2:00pmAbstract. A bimatrix game is... Read more »
Title: CVaR Approximations for Minimax and Robust Convex OptimizationSpeaker: Prof. Huifu XuAffiliation: School of Engineering and Mathematical Sciences at City University of LondonLocation: Room 218 Huxley BuildingTime: 2:00pmAbstract. Conditional value... Read more »
Title: Distributionally robust control of constrained stochastic systemsSpeaker: Bart Van ParysAffiliation: Automatic Control Laboratory at Swiss Federal Institute of TechnologyLocation: Room 217-218 Huxley BuildingTime: 2:00pmAbstract. We investigate the control of... Read more »
Title: Performance-based regularization in mean-CVaR portfolio optimizationSpeaker: Prof. Gah-Yi VahnAffiliation: Management Science and Operations - London Business SchoolLocation: Room 145 HuxleyTime: 2:00pmAbstract. Regularization is a technique widely used to improve... Read more »
Title: Parallel block coordinate descent methods for huge-scale partially separable problemsSpeaker: Martin TakacAffiliation: School of Mathematics - University of EdinburghLocation: CPSE Seminar roomTime: 2:00pmAbstract. In this work we show that... Read more »
Title: Robust Data-Driven Approach in Decision Making Under UncertaintySpeaker: Grani Adiwena HanasusantoAffiliation: Department of Computing - Imperial College LondonLocation: Room 301 William PenneyTime: 4:00pmAbstract. We investigate robust data-driven approach in... Read more »
