ICCOPT 2013 Cluster Robust optimization and optimization in finance
 Cluster Co-chairs: Melvyn Sim, Luis F. Zuluaga

Scientific Program
Mon.B.23 Game theory and stochastic control Session, Room 2.3, Monday, July 29, 14:30-16:00
  Mohamed Assellaou, Probabilistic safety reachability analysis [...]
  Alexander S. Belenky, Application of continuous optimization techniques for calculating equilibriums in large-scale three-person public procurement games [...]
Tue.C.18 Robust optimization I Organized Session, Room 1.8, Tuesday, July 30, 16:30-18:00
  Bart Paul Gerard Van Parys, Distributionally robust control of linear dynamical systems [...]
  Simone Garatti, The risk of empirical costs in min-max sample-based optimization [...]
  Daniel Kuhn, Distributionally robust convex optimization [...]
Wed.A.18 Robust optimization II Organized Session, Room 1.8, Wednesday, July 31, 11:30-13:00
  Chiranjib Bhattacharyya, Efficient design of robust SVMs [...]
  John Wright, Robust optimization and robust estimation in provable object instance verification [...]
  Jia Yuan Yu, Data-driven distributionally robust polynomial optimization [...]
Wed.B.18 Robust optimization III Organized Session, Room 1.8, Wednesday, July 31, 14:30-16:00
  Huan Xu, Optimization under probabilistic envelope constraints [...]
  Ihsan Yanikoglu, Adjustable robust parameter design with unknown distributions [...]
  Xuan Vinh Doan, Distributionally robust optimization with a general Fréchet class of distributions [...]
Wed.C.18 Robust optimization Session, Room 1.8, Wednesday, July 31, 16:30-18:00
  Amirhossein Sadoghi, Measuring systemic risk: Robust ranking techniques approach [...]
  Jorge R. Vera, Robust approaches for intertemporal consistency in production planning [...]
  Mustafa C. Pinar, Mean semi-deviation from a target and robust portfolio choice under distribution and mean return ambiguity [...]
Wed.D.18 Optimization in finance I Organized Session, Room 1.8, Wednesday, July 31, 18:00-19:30
  Gautam Mitra, Enhanced indexation based on second-order stochastic dominance [...]
  John Birge, Extensions of abridged nested decomposition for serially dependent structures [...]
  Pedro Júdice, Long-term bank balance sheet management: Estimation and simulation of risk-factors [...]
Thu.A.18 Optimization in finance II Organized Session, Room 1.8, Thursday, August 1, 09:00-10:30
  Xiaoling Mei, Multiperiod portfolio selection with transaction and market impact costs [...]
  Gah-Yi Vahn, Performance-based regularization in mean-CVaR portfolio optimization [...]
  Alberto Martin-Utrera, Optimal multiperiod portfolio selection with trading costs and parameter uncertainty [...]
Thu.B.18 Optimization in finance III Organized Session, Room 1.8, Thursday, August 1, 11:00-12:30
  Rui Pedro Brito, Efficient cardinality/mean-variance portfolios [...]
  Jun-Ya Gotoh, Financial risk minimization-based SVMs and its application to credit rating [...]
  Luis F. Zuluaga, Mean-semivariance model for large-scale project selection [...]

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