Past Events
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5th Annual CARISMA Conference 2010: The Interface Of Behavioural Finance and
Quantitative Finance
Conference theme: Interface of Behavioural Finance and Quantitative Finance The programme is now complete and we are taking registrations. If you are interested in exhibiting products and services, or attending as a delegate, please contact Michael/Julie at michael@optirisk-systems.com / julie@optirisk-systems.com and we will contact you in due course.
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The Interface Of Behavioural Finance and
Quantitative Finance: Evening Executive Briefing
The event comprimises of Short Overview followed by Q&A Session with an Expert Panel on Behavioural Finance and News Analytics
- Software Tools and Models for Asset and Liability Management: Hands-on Workshop (NIDA Business School)
30 November 2009
Venue: The Pullman Hotel, Bangkok, THAILANDThe one day hands-on workshop will give participants the opportunity to implement their own ALM study. Mathematical programs such as deterministic linear programming, stochastic programming, chance constrained programming and integrated chance constrained programming are covered to represent an ALM problem. Representing uncertainty, both on the asset and liability side, will be taught by both standard and state-of the art scenario generation methods. Participants will be using AMPL Studio to model and solve their ALM problem, as well as using SPInE which will be used to represent and solve the ALM model under uncertainty.
- 2009 Strategies and Risk Analysis Conference - ISTAR, CARISMA
30 November - 2 December 2009
Venue: The Pullman Hotel, Bangkok, THAILANDJoin us to learn, discuss and share the best strategies to manage risk through these uncertain times. World-renowned risk experts are sharing with us on how risk modeling can be put into risk strategies for effective risk management.
- Forum on Asset Liability Management
Date: 17 November 2009
Venue: MWB, Canada Square, Canary Wharf LONDONCARISMA (The Centre for the Analysis of Risk and Optimisation Modelling Applications) with OptiRisk Systems is publishing a biannual Asset Liability Management: Handbook (Wiley & Sons); with the first volume being published in October 2010. The pre-launch forum brings together academics, ALM solution providers and end-users to discuss advances and available products in ALM. Short presentations will be given by invited speakers followed by a panel discussion with input from the floor. The evening will finish with a networking session where consultants and solution providers can meet potential clients over a glass of wine.
Presentation Slides
Programme Download
Sponsorship Information Pack-
Forum on News Analytics applied to Trading and Risk Control
Date: 9 November 2009
Venue: MWB, Canada Square, Canary Wharf LONDONCARISMA (The Centre for the Analysis of Risk and Optimisation Modelling Applications) with OptiRisk Systems is publishing a biannual Handbook on News Analytics in Finance(Wiley & Sons) The pre-launch forum brings together academics, News Analytics solution providers and end-users to discuss advances and available products in News Analytics. Short presentations will be given by invited speakers followed by a panel discussion with input from the floor. The evening will finish with a networking session where consultants and solution providers can meet potential clients over a glass of wine.
Presentation Slides
Programme Download
Sponsorship Information Pack
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Optimisation Series 2-6 November 2009
This workshop series is specially designed to provide insight into the discipline of optimisation for a wide range of individuals such as OR professionals & financial quantitative analysts, risk analysts, consultants, DSS application developers, and academics.
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DSOR: CARISMA Workshop Series
Date: 30 March - 2 April 2009
Venue: University of PaderbornThis workshop series is specially designed to provide insight into the discipline of optimisation for a wide range of individuals such as OR professionals & financial quantitative analysts, risk analysts, consultants, DSS application developers, and academics.
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CARISMA - IIM Calcutta Workshop:Optimisation Methods and Financial Applications
Date: 23-26 March 2009
Venue: IIM CalcuttaIn 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 CPLEX, FortMP, FortSP and AMPL Studio. 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.
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Financial Risk
Date: 3 - 4 April 2009
Venue: Victoria Palace Hotel, SliemaThis workshop introduces construction of different financial models and analysis of their application and uses. The programme is delivered using formal lectures combined with practical and interactive case studies and exercises to reinforce concepts covered in each session.
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4th Annual CARISMA Conference
Algorithmic trading continues to evolve at a rapid pace, with new developments coming from both industry and the academic community, where much ground-breaking research has taken place. This research is being translated into practical applications for traders to automate sophisticated hedge funds trading strategies..
Selected presentations may be available for download; please email info@optirisk-systems.com if you wish to find out more
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Financial Risk Manager (FRM) Certification
UNICOM Seminars Ltd & OptiRisk Systems are one of the very few UK training providers offering staged and weekend FRM revision sessions in the London area. It is the only course led by a trainer who has himself passed the FRM examination and has worked with GARP setting some of the examination questions.
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Optimisation Series 3-7 November 2008
This workshop series is specially designed to provide insight into the discipline of optimisation for a wide range of individuals such as OR professionals & financial quantitative analysts, risk analysts, consultants, DSS application developers, and academics.
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4th Annual CARISMA Conference
- Software Tools and Models for Asset and Liability Management: Hands-on Workshop (NIDA Business School)




