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This is our quarterly newsletter; through this we share with the wider community in the finance sector information about our recent activities.
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OptiRisk UK |
Upcoming
Events
- R for Finance workshop
5 – 6 March 2013
- IBM Optimisation &
Risk Management Forum in the Financial Services
Sector 10 April 2013
- Sentiment Analysis Applied to
Finance 25 - 26 April 2013
- Financial Analytics Bootcamp 29 April - 3 May 2013
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Progress with Software Tools
- We have added a new feature to AMPLDev: an interactive console for AMPL and SAMPL. OptiRisk software
development team is also working on adding some more
features to the next version.
- AMPLNET is being implemented
in Java, making it compatible with many different
computer architectures. Supported platforms will be
Windows (x86 and x64), MacOSX (from Leopard Lion
onwards) and almost every flavour of Intel-based Linux
and Unix. R and MATLAB accessibility will be natively
supported too.
- The VaR (Value at Risk)
Calculator for the NORM project is being finalized; in
this project Optirisk provides server access to VaR
and News Enhanced VaR data
- The NAT tool API specification
has been completed and is being circulated among our
partner companies
- We are introducing Gurobi as an embedded solver within FortSP .The CPLEX version of FortSP performs robustly.
- A new heuristic within the FortSP/SIP framework is under
development.
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Other News Items
- OptiRisk Systems has become a
corporate member of PRMIA
- OptiRisk has recently become a partner of the 14 – 10 Club @ the Royal Institution. This club was
set up in 2011 and is sponsored by leading hedge
funds.
- ORSI Tutorial - Optimum
Decision Making Under Uncertainty: Methods,
Applications and Case Studies on 19 December was
presented in Kolkata by Prof. Gautam Mitra and Prof.
Enza Messina.
- OptiRisk Systems UK welcomes Antonio Sawaya, who is joining OptiRisk on 1 February as Techno Marketing Executive
- Muktamala Chakrabarti a PhD
researcher at IIM Calcutta is joining OptiRisk as an
intern starting in March. She is going to work on
classification for texts appearing in Social Media.
- Humberto Brandao from Universidade Federal de Alfenas, Brazil is visiting us for the next 6 months. He will work on adding features and capabilities to the NAT Tool API.
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Webinar: R for Finance
17 January 2013 @12PM GMT
OptiRisk UK has organised “R for Finance” webinar on 17 January @12.00PM GMT. This webinar was presented by an expert in R for Finance, Ronald Hochreiter. Ronald outlined how simple it is to conduct professional financial engineering tasks using R through demos and by answering questions of attendees.
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OptiRisk India
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Projects
- Optirisk India has
developed “OptiRisk Route Planning and
Scheduling Software (ORPSS) a scheduling
software capable of handling real life constraints
like multiple carriers, split deliveries, time
windows, heterogeneous fleets, different
transportation modes, multi commodity and multi
warehouse dispatch
- OptiRisk India is continuously growing and working on the developing the client specific GUI based optimization application in the areas of
- Warehouse throughput
synchronization and Outbound Logistics for one of the
top automobile companies.
- Stock Transfer logistics
planning and optimization between warehouse and
factories of another top automobile company.
- Outbound logistics for a LPG
distribution company and Seed distribution company.
- Power trading & order
clearance system/model which is designed to maximize
social welfare.
- Risk Analysis solutions for niche Investment Management Firms.
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Training
OptiRisk India is providing mathematical modelling/operations research training on
- IBM ILOG, CPLEX, OPL Studio
- ODME
- AMPL
- ILOG Transportation and Inventory Analyst etc.
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Software Sales
The new clients of OptiRisk India are listed below:
- IIM Lucknow
- IIT Madras
- The Himalayas Health care
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Webinar
OptiRisk India organised a webinar on 9 January 2013 to present the optimisation and risk analysis applications which were created using IBM’s ODME and CONCERT technology tools
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Partner Institutions
- IBM
- PRMIA
- 14 – 10 Club @ the Royal Institution
- RavenPack
- Thomson Reuters
- Fraunhofer ITWM
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For further information please contact
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Credits
This Newsletter was compiled by Aqeela Rahman
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