MASTER OF MATHEMATICAL FINANCE PROGRAM

(placeholder)
(placeholder)
(placeholder)

LOCATION

CONTACT

REGISTRATION

PAST CONFERENCES

January 18-21, 2018

MMF Symposium

(placeholder)

AGENDA

SPONSORS

(placeholder)

HOME

IEEE Chapter Meeting

The world is going thhrough the era of big data when decision makers are overloaded with unstructured data. Well-structured, correctly analyzed at the right time, data will help in choosing priorities, detecting threats and finding ways of development.

Explore new ideas, concepts and investigations on the theme "Risk Analytics and Data Intelligence"

(placeholder)

Alexia Yeo is a researcher in the Financial Optimization and Risk Management (FORM) Lab at the University of Toronto in the Department of Mechanical and Industrial Engineering. Her work at the FORM Lab under the supervision of Professor Roy Kwon focuses on the use machine learning (message passing) methods for solving non-convex portfolio problems. She holds a B.Sc in Physics and Mathematics from McGill University and will begin work at Ernst & Young in the Spring.

Giorgio Costa is a Senior Risk Analyst at the Toronto-Dominion Bank performing quantitative research and financial modelling.  His research interests are financial optimization and risk management, specifically the field of portfolio optimization under uncertainty.  Previously, Giorgio worked as an engineering consultant for the mining industry at Amec Foster Wheeler for three years. He holds a B.Eng. (Hon.) in Mechanical Engineering from McGill University.

Giorgio Costa

Hassan Anis is a researcher at the University of Toronto in the Department of Mechanical and Industrial Engineering. His research at the Financial Optimization and Risk Management Lab deals with creating robust, multiperiod decision models for financial asset allocation problems such as the optimal liquidation problem. He holds a B.A.Sc (Hon.) in Industrial Engineering from the University of Toronto. Outside of research, Hassan enjoys travelling and scuba diving.

(placeholder)

Hassan Anis

Previous

Next

Roy Kwon is Associate Professor of Operations Research and member of the Mathematical Finance Program all at the Univesity of Toronto. His research focuses on financial optimization and risk management. He has consulted widely in the financial industry and has obtained research support from most major banking and finance institutions in Canada. He obtained his PhD from the Univesity of Pennsylvania.


Roy Kwon

(placeholder)

ORGANIZED BY: ANALYTICS AND RISK TECHNICAL COMMITTEE  | IEEE Systems Council

James H. Lambert is a Fellow of the Society for Risk Analysis, a Fellow of the American Society of Civil Engineers, a Fellow of the IEEE, and a licensed Professional Engineer. He is a Past-President of the worldwide SRA and Chair of the SRA Fifth World Congress on Risk in Cape Town in 2019. His efforts received the 2016 R.A. Glenn Best Paper Award of the American Chemical Society and several best-paper recognitions of the IEEE and others in recent years. He is an Adjunct Professor of the University of the Chinese Academy of Sciences. He serves on the Standing Committee on Health Threats Resilience and Workforce Resilience of the US National Academy of Medicine. He is Editor-in-Chief of the Springer journal Environment Systems & Decisions. He is an Area Editor of the Wiley journal Risk Analysis, and an Associate Editor of the ASCE Journal of Risk & Uncertainty in Engineering Systems. He served the faculty of the University of Virginia (USA) since 1996, where he is a Research Professor of Systems & Information Engineering and Research Professor of Engineering & Society, and Associate Director of the Center for Risk Management of Engineering Systems. He is an alumnus of the University of Virginia, USA, (Ph.D., M.S.) and Princeton University, USA (B.S.E.). 

James Lambert

Alexia Yeo