PROGRAMS AND ACTIVITIES

May  5, 2016

Commercial and Industrial Mathematics Program Calendar

To cooperate with business, enabling technology transfer between mathematical scientists and the information society

 

2016 May Jun Jul Aug Sep Oct Nov 2016 Later Months
[previous period] December 2012 to March 2013 [next period]
Date Time Event

Tue Dec 4

5:00 p.m.

Industrial Optimization Seminar

Ricardo Fukasawa (University of Waterloo)

MIP reformulations of some chance-constrained mathematical programs

Fields Institute, Room 230

Tue Dec 4

6:00 p.m.

Industrial Optimization Seminar

Fran├žois Welt (Hatch)

A Fully Integrated Model for the Optimal Operation of HydroPower Generation

Fields Institute, Room 230

Wed Feb 6

5:00 p.m.

Quantitative Finance Seminar

Julien Guyon (Bloomberg)

Stochastic Volatility's Orderly Smiles

Fields Institute, Room 230

Wed Feb 6

6:00 p.m.

Quantitative Finance Seminar

Jon Gregory (Solum Financial Partners)

Why CDOs Work

Fields Institute, Room 230

Wed Feb 27

5:00 p.m.

Quantitative Finance Seminar

Mike Lipkin (Katama Trading and Columbia University)

Market turbulence, monetization, and universality

Fields Institute, Room 230

Wed Feb 27

6:00 p.m.

Quantitative Finance Seminar

Ulrich Bindseil (European Central Bank)

Central bank liquidity provision, risk-taking and economic efficiency

Fields Institute, Room 230

Tue Mar 19

5:00 p.m.

Industrial Optimization Seminar

Vladimir Mahalec (McMaster University)

Inventory Pinch Algorithms for Gasoline Blending

Fields Institute, Room 230

Tue Mar 19

6:00 p.m.

Industrial Optimization Seminar

Dimitrios Varvarezos (Aspen Technology)

Refinery Optimization - Recent Advances in Planning and Blending Operations

Fields Institute, Room 230

Wed Mar 27

5:00 p.m.

Quantitative Finance Seminar

Albert S. (Pete) Kyle

Market Microstructure Invariance: Theory and Empirical Tests

Fields Institute, Room 230