OR Seminar: Decomposing Optimization Problems Under Stochastic Disruptions
Bahen Centre 40 St George St, Toronto, Ontario, CanadaSpeaker: Haoxiang Yang, Center for Nonlinear Studies, Los Alamos National Laboratory Date/Time: August 13, 2019, 12:00pm-1:00pm Location: Bahen Centre, Room 1220 Abstract: A stochastic disruption is a type of infrequent event in which the timing and the magnitude are random. We introduce the concept of stochastic disruptions and a stochastic optimization framework is proposed for […]
OR Seminar: Matrices with lexicographically-ordered rows
Bahen Centre 40 St George St, Toronto, Ontario, CanadaSpeaker: Gustavo Angulo, Pontificia Universidad Católica de Chile Date/Time: August 20, 2019, 12:00pm-1:00pm Location: Bahen Centre, Room 1240 Abstract: The lexicographic order can be used to force a collection of decision vectors to be all different, i.e., to take on different values in some coordinates. We consider the set of fixed-size matrices with bounded integer […]
Bootcamp on Machine Learning for Finance
The Fields Institute 222 College Street, Toronto, Ontario, CanadaThe Bootcamp on Machine Learning for Finance is a highly anticipated follow up to two very successful events previously held at the Fields Institute in May 2015 (Workshop on Big Data in Commercial and Retail Banking) and May 2017 (Big Data for Quants Boot Camp), focusing on training graduate students and financial practitioners in state-of-the-art […]