(Apologies for any cross-listings!)
Business Applications of Optimisation, Stochastic Programming & Portfolio Planning:
*Introduction to Optimisation and its Applications: Linear & Integer Programming -
Embedded DSS using SCRIPTING and COM Objects,
16 - 17 October, CARISMA, Brunel University, West London
*Decision Making under Uncertainty: Stochastic Programming, 18 - 19 October, CARISMA,
Brunel University, West London
*Financial Planning Using Integer Quadratic Programming,
20 October, CARISMA, Brunel University, West London
Dear Colleague
We are pleased to announce the above workshops, which are organised by CARISMA, Brunel
University, OptiRisk Systems and UNICOM Seminars.
The workshop series is specially designed to provide insight into the discipline of
optimisation for a wide range of individuals such as OR professionals, quantitative
analysts, risk analysts, DSS application developers, consultants, and academic
researchers.
The courses will take you through all the steps of an optimisation project using powerful
optimisation tools such as AMPL Modelling System, CPLEX, FortMP, FortSP and SPInE. They
are most comprehensive and cover the latest developments in the field, with plenty of
hands-on examples, which help you develop stochastic programming applications for your
sector, be it financial planning, portfolio selection, supply chain, or energy systems
planning.
Guest Presentation:
*Scenario Generation - Hidden Markov Model
Enza Messina, University of Milan, Italy
*Sloving Integer Stochastic Programming
Suvrajeet Sen, University of Arizona, USA
For further details please go to
www.unicom.co.uk/optimise, either download brochure or
email mapgxcs(a)brunel.ac.uk for a PDF filer.
We look forward to welcoming you to the workshops; please also make your colleagues aware
of it. Thank you.
Best regards
CARISMA
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
Michael(Xiaochen) Sun
CARISMA,
www.carisma.brunel.ac.uk
Centre for the Analysis of Risk and Optimisation Modelling Application;
School of Computing, Information Systems and Mathematics
Brunel University
Middlesex
Uxbridge, UB8 3PH
United Kingdom
* xiaochen.sun(a)brunel.ac.uk
http://people.brunel.ac.uk/~mapgxcs
http://mam3xs.blogspot.com/
((+44) (0)1895 265625
((+44) (0)7841873292
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