Event detail

Name: 2018 Quantitative Risk Management & Financial Analytics Workshop

From: 10 May 2018

To: 10 May 2018

Address: Telfer School of Management, Desmarais Building, Ottawa, Canada

Organizer: Telfer School of Management

Key speakers: Thomas Coleman, Professor, University of Waterloo Matt Davison, Professor, Western University Bruno Rémillard, Professor, HEC Montréal Luis Seco, Professor, University of Toronto

Web page: http://sites.telfer.uottawa.ca/qrmfa2018/

Pricing: - variable, Conference fee: $40.00 (plus 13% HST)

Description: It is our pleasure to invite you to this workshop event jointly organized by the Telfer School of Management and the Department of Mathematics and Statistics at the University of Ottawa.

The finance industry has recently been undergoing a major technological transformation driven by the development of new analytics solutions. In particular, risk management as the basis of any financial activity has shifted to a data-driven regime where the use of quantitative measures has became a standard either for the purpose of internal risk control or external risk regulations. The core of these analytical solutions and quantitative methods is the novel design and use of statistical and optimization algorithms, which enable complex datasets to be analyzed in the search for a better solution. New developments along this line can be found across disciplines. The aim of this workshop is to bring together researchers working to improve analytical solutions and practitioners who deal with challenging financial and risk management problems and seek better solutions.

The list of topics to be covered during the workshop includes, but is not limited to
•Quantitative risk management: concepts, techniques, and tools,
•Optimization in finance and risk management,
•Statistical (Machine) learning in finance and risk management,
•Data analytics in finance and risk management,
•Portfolio optimization
•Risk measurement and hedging
•Modeling of financial derivatives, asset management, capital budgeting, etc.

The workshop consists of 1) distinguished lectures by leading academic and industrial researchers and practitioners, 2) contributed talks on recent research advances.


to receive monthly newsletter with news & upcomming events

by subscribing, you agree to terms of use