News - Workshop on Optimization: Applications to Finance and Operations

Dash Optimization and the IOMS-OM Group of NYU Stern School of Business are organizing a two-day workshop on Optimization on October 21-22, 2005. During this event, Optimization theory will be discussed and participants will be introduced to Xpress-Mosel software. Lunch and refreshments will be served.

Decision-making processes can be significantly enhanced by employing technologies and methodologies based on mathematical programming. We will discuss a few applications of interest in finance and operations arenas. Users will learn how to model problems occurring in these areas using Xpress-Mosel:

Schedule:

08:00 - 08:15 Welcome
08:15 - 10:15 Xpress-Mosel Basics
10:15 - 10:30 Break
10:30 - 12:30 Xpress-Mosel LP/MIP
12:30 - 13:00 Lunch
13:00 - 14:15 Xpress-Mosel Advanced
14:15 - 15:00 Portfolio Matching
15:00 - 15:15 Break
15:15 - 16:00 Platform Trading
16:00 - 16:45 Matching Index Funds
16:45 - 17:00 Questions

08:00 - 09:00 Scheduling: Basics
09:00 - 10:15 Scheduling: Timetabling
10:15 - 10:30 Break
10:30 - 12:30 Workforce planning and scheduling
12:30 - 13:00 Lunch
13:00 - 15:00 Dealing with uncertainty: Pricing Options
15:00 - 15:15 Break
15:15 - 16:45 Routing
16:45 - 17:00 Questions

Some of the above topics will be Demos while others will be Practical Exercises.

Pricing for the 2-day Workshop is:
$99 Industry Participants
$49 Academic Participants

If you have any questions about the Workshop or if you would like to register, please email Dawn Mazzanti at with the Subject: Dash/NYU Workshop.