Computational Optimization Methods in Statistics, Econometrics and Finance

Location: Birkbeck College, London.

Content: Workshop primarily on numerical methods and optimisation techniques, in particular heuristics, and their application to finance problems.

The Workshop intends to give researchers, in particular PhD students, the opportunity to present and discuss current research projects and ideas on a range of topic areas concentrating on anything connected to computational and quantitative finance. This includes portfolio optimisation, option
pricing, automated trading, and other related econometric and empirical studies.