MITACS sponsors McMaster Optimization Seminar Series organized by the Advanced Optimization Lab at McMaster University. You can find the seminar information here.
Oleksandr Romanko won second place at the MITACS Annual Conference poster competition (Fredericton, New Brunswick). Oleksandr is working on developing optimization algorithms and applying them to real-world problems in risk management and finance. The poster "Credit Risk Portfolio Optimization" Oleksandr presented at the conference is the result of the research project on credit risk modeling and optimization. Optimizing credit risks, which are monetary losses due to defaults of counterparties to financial contracts, are especially important in the light of the recent financial crisis. Modeling of credit risk and developing optimization techniques for reducing credit risk impact on financial institutions and industrial enterprises were the major goals of the project. The research project was performed while Oleksandr was on a MITACS ACCELERATE Internship at Algorithmics Incorporated, Toronto.
An AdvOL student member was awarded a prestigious scholarship by the Natural Sciences and Engineering Research Council of Canada (NSERC). William Hua got the NSERC Canada Graduate Scholarship (CGS-D). Our congratulations to William on his accomplishments.
Andrew Baker - Ontario Graduate Scholarship in Science and Technology
We would like to congratulate Tamás Terlaky, the founder and head of AdvOL, who has been awarded the 2007-2008 MITACS Award for Excellence in Mentorship. The award will be presented at the MITACS Annual Conference on June 3 in Montréal.
Unimodularity in Solving ILP Model
The Institute for Operations Research and the Management Sciences (INFORMS)
