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Events


2014

June
Sentiment Analysis Week: Behavioural Models & Sentiment Analysis Applied to Finance, 18-19 June, London
This is the 4th conference on this topic organized by UNICOM Seminars Ltd. The programme focuses on the application of Sentiment Analysis to the respective models of trading, fund management and risk control. Specialists in the domain are invited to present their recent research results, case studies and technology overviews. There are also pre- and post-conference workshops on Market Microstructure, Liquidity and Automated Trading. In particular the topic of Algorithmic Trading is addressed. A special feature of this year’s conference is the inclusion of Social Media data (Twitter, blogs, chat rooms); how trustworthy these are and how they influence market sentiment.
April
R for Finance Workshop, 29-30 April, London
The aim of this workshop is to provide an introduction to the statistical software R for professionals and academics in Finance. This course gives insights into possibilities of data analysis and statistics with R, import of data sets, generation of graphics and the preparation of reports. The main focus is on applications in Finance. An example of portfolio optimization highlights the options of Rmetrics, which is a collection of several hundred functions in the area of Financial Engineering and Computational Finance.
APMOD 2014: Applied Mathematical Optimization and Modelling, 9-11 April, University of Warwick
APMOD 2014 is the eleventh conference in the series of successful events that bring together distinguished researchers and practitioners from academia and industry to exchange knowledge, ideas and results in a broad range of topics relevant to mathematical optimization, modelling languages and software, theory and practice of computational methods and solution algorithms. The relevant application areas include, but are not restricted to health, transportation, logistics, engineering, finance, supply chain management, statistics, scheduling, and energy. The methodological focus of the previous conferences has been on mathematical programming and more recently heuristics, meta-heuristics. In APMOD 2014, the scope will be extended to include business analytics and big data.
HISTORY: APMOD (Applied mathematical programming and Modelling) is a series of conferences which was started in 1991 due to an initiative of Gautam Mitra at Brunel University/West London. This was then followed by events which were held in Budapest (1993), Brunel (1995), Limassol/Cyprus (1998), Brunel (2000), Varenna/Italy (2002), Brunel (2004), Madrid (2006), Vienna-Bratislava (2008), Paderborn (2012).

2013

December
Big Data in the Context of Financial Analytics and Social Media Real-Time, 5 December London
Big Data—the First Wave The proliferation of computers, mobile devices, tablets and other data communication appliances and the rapid expansion of hosted sites, cloud computing and networked services have resulted in an incredible growth of data and information. Add to this the arrival of social media such as LinkedIn, Facebook, Twitter, Blogs - and businesses find themselves in the middle of a digital information explosion. Large volumes of unstructured data often contain information which is of great value to different industries. Big Data—the Second Wave Today “data discovery” in general and real time analytics applied to large volumes of streaming data in particular, are considered essential in realising the value of information in a commercial setting. This has led to the concept of infonomics which is a compelling business driver of commerce in business to business (B2B) and business to consumer (B2C) markets. This is exactly where Big Data is positioned today.
R for Finance Workshop, 3 - 4 December London
The aim of this workshop is to provide an introduction to the statistical software R for professionals and academics in Finance. This course gives insights into possibilities of data analysis and statistics with R, import of data sets, generation of graphics and the preparation of reports. The main focus is on applications in Finance. An example of portfolio optimization highlights the options of Rmetrics, which is a collection of several hundred functions in the area of Financial Engineering and Computational Finance.
November
Optimisation Series, 4 - 8 November London
Optimisation technologies have become key tools in making important business decisions that increase competitive advantage. Optimisation, through the use of mathematical models and software techniques, is used to assist organisations with solving their complex business problems in areas such as manufacturing, distribution, finance and scheduling. The success of optimisation projects depends on many different factors such as which modelling tools are used, integration with corporate data and the selection of the most efficient solution algorithms available for the problem.
October
Applied Finance with R: Webinar, 1 October at 1400 BST
The webinar gives insights into possibilities of financial data analysis and statistics with R. The main focus is laid on portfolio optimization. Different ways on how to compute optimal portfolios and efficient frontiers will be shown. Every step from data to decision will be discussed - from obtaining raw financial data from the Internet to the optimization and visualization of various optimal portfolio allocations.
July
Behavioural Models & Sentiment Analysis Applied to Finance, 2 July - 3 July London
Sentiment analysis has developed as a technology that applies machine learning and makes a rapid assessment of the sentiments expressed in news releases. News events impact market sentiment and financial news moves stock prices through a direct impact on a company’s expected future cash flows. This conference presents the current state of the art. It also explains how to apply Sentiment Analysis to the respective models of trading, fund management and risk control. The conference will present in a summary form the research results in this fast-emerging field.
Market Microstructure Liquidity & Trading,1 July London
Automated and algorithmic trading gives a cutting edge over slower moving traders. This session explains the good, the bad, and the ugly of automated trading and algorithmic fund management. It also explains the vital role of the market microstructure in designing good algorithmic trading strategies. The session offers an introduction to the subject, covering optimal execution of trades, automated market making and high-frequency trading. Recent research results in this fast-moving area are presented in summary form.
April
Financial Analytics Bootcamp, 29 April - 3 May London
In the chaotic financial climate of the present day, established as well as new models which predict market behaviour and attitudes of financial professionals, are under scrutiny. In this workshop, financial analytics models will be presented and explained. In particular, fixed income pricing models, methods of asset pricing which include models of behavioural finance and stochastic optimisation and risk models will be highlighted. Details to follow shortly for this event.
Sentiment Analysis Applied to Finance, 25 - 26 April London
Sentiment analysis has developed as a technology that applies machine learning and makes a rapid assessment of the sentiments expressed in news releases. News events impact market sentiment and financial news move stock prices through a direct impact on a company's expected future cash flows. This conference presents the current state of the art. It also explains how to apply Sentiment Analysis to their respective models of trading, fund management and risk control. The conference will present in a summary form the research results in this fast-emerging field. Details to follow shortly for this event.
IBM Optimisation and Risk Management Forum for the Financial Services Sector, 10 April London
This is the second event in the series of Forums hosted by IBM for the professionals and techno executives working in the financial services sector.
March
R For Finance, 5 - 6 March London
The aim of this workshop is to provide an introduction to the statistical software R for professionals and academics in Finance. This course gives insights into possibilities of data analysis and statistics with R, import of data sets, generation of graphics and the preparation of reports. The main focus is on applications in Finance. An example of portfolio optimization highlights the options of Rmetrics, which is a collection of several hundred functions in the area of Financial Engineering and Computational Finance.
January
R For Finance: Webinar, 17 January at 1200 GMT
R is claimed to be the best tool for many business analytics tasks. An increasing number of organisations are using R for analysis. With the statistical computing software package R, solutions for a large number of real-world problems can be calculated painlessly. Especially in the area of Finance, R is used extensively. Hedge funds and investment banks are already using R to process their many analytic models. A large number of companies in the insurance sector are using R for their modelling works. In this webinar, we outline how simple it is to conduct professional financial engineering tasks using R.
The webinar will be presented by Ronald Hochreiter, an expert in R for Finance. Ronald will outline how simple it is to conduct professional financial engineering tasks using R through demos and by answering your questions. Ronald Hochreiter is Assistant Professor at WU Vienna University of Economics and Business. His specialties include Operations Research, Quantitative Decision Optimization, Optimization under Uncertainty, Financial Risk Management, Asset Liability Management. He has published a number of articles in these topics and is himself an R Practitioner.

2012

November
Optimisation in the Financial Services Sector, 13 November London
Optimisation technologies have become key tools in making important business decisions that increase competitive advantage. Optimisation, through the use of advanced mathematics and computer science techniques, is used to assist organisations with solving their complex business problems. The models which capture trade-off between optimum resource allocation and risk minimisation are gaining increasing importance in Banking, Portfolio Construction, Asset and Liability Management, Trade Settlement and Clearing and Cash Management. Recent developments and growing applications of quadratic optimisation, stochastic optimisation and robust optimisation in these domains and the role of modelling systems and solvers will be presented and discussed.
Finance with R, 6 - 7 November London
The aim of this workshop is to provide an introduction to the statistical software R for professionals and academics in Finance. This course gives insights into possibilities of data analysis and statistics with R, import of data sets, generation of graphics and the preparation of reports. The main focus is on applications in Finance. An example of portfolio optimization highlights the options of Rmetrics, which is a collection of several hundred functions in the area of Financial Engineering and Computational Finance.
October
Business Application of Optimisation, 29 October - 2 November London
The purpose of this optimisation workshop is to provide participants with an insightful overview and give step-by-step instructions for successfully building optimisation applications. In this workshop, our instructors, who all have years of experience in this field, will take you through all the steps of an optimisation project using powerful optimisation tools such as AMPL/AMPLDev Modelling System and solvers such as CPLEX and FortMP. The purpose of the workshop is to show how optimisation models, relational data and optimisation algorithms can be brought together in one cohesive business application.
August
Monte Carlo Methods in Finance: Basic Methods and Recent Advances, August 2012 London
Participants receive a swift introduction to standard Monte Carlo methods; learn the latest Monte Carlo technology to speed up simulations; gain a better understanding of the principles of variance reduction and weak extrapolation.
May
Practical Asset and Liability Management, 15 - 16 May London
Asset and liability management (ALM) strategies can be applied in a number of financial planning contexts: pension funds, insurance, banks lending and bor-rowing and life cycle planning for wealthy individuals. This one day in-depth workshop provides insight into "what" is the problem and "how" to analyse the challenging pension problem by showing real life case studies as well as research led approaches by experts from both academia and industry.
Portfolio Optimisation: Basics and Advances in Continuous - time and Discrete - time Models, 30 - 31 May London
Portfolio Optimisation: Basics and Advances in Continuous - time and Discrete - time Models is about learning about latest results in continuous - time portfolio optimisation, understanding how to apply continuous
Interest Rate Modelling and Applications in Practice, 31 May - 1 June London
This workshop will enable participants to enhance their knowledge of interest rate modelling and pricing; experience the design of a generic pricing framework; learn how to deal with a wide range of pricing problems for interest rate products