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| OptiRisk Systems UK |
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| (Incorporating Indian Division) |
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 AMPL Family of Products |
| Eurostars Project: SENRISK |
| New Whitepapers |
| Events |
| Optirisk India |
| New Staff and Summer Interns |
| Partnership and Joint Venture |
| Our Key Clients |
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| Welcome to our Summer 2017 newsletter. Scroll down to find out what we have been up to! |
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| AMPL IDE |
| OptiRisk Systems has completed its implementation and delivery of AMPL IDE. AMPL Optimization will soon release the alpha version. AMPL IDE features and more are also included in our product AMPLDev. AMPLDev incorporates Linear Programming, Integer Programming and Stochastic Programming modelling features as well as special purpose solvers, namely, CPLEX and FortSP. |
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| AMPL API |
| Over the last two years OptiRisk under a contract from AMPL Optimization have developed AMPL APIs which connects AMPL models to programs written in (i) Java (ii) MATLAB (iii)C++ (iv) .NET(C#). The APIs for Python and R are on the bench and beta versions will be soon completed. |
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| Eurostars Project: SENRISK |
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| In January 2017, we officially started the Eurostars funded project, SENRISK – Sentiment news and market analysis of sovereign and corporate bonds for credit risk assessment. The consortium consists of four partners: PS Quant (Austria), Fraunhofer ITWM (Germany), Acatis (Germany) and the managing partner OptiRisk Systems (UK). In the forthcoming 24 months the consortium will develop a Decision Support System featuring analytic models for credit risk assessment, that consider sentiment from macroeconomic and firm specific news and announcements. TheDSS delivers a timely estimate of sovereign and corporate bond yields and credit risks. |
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| OptiRisk is presenting at following other events: |
Workshop on Stochastic Programming
Honoring Maarten van der Vlerk
10-11 August 2017
Sponsored by the University of Groningen
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| Sales and Order Management System |
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Sales and Order Management System (SOMS) streamlines sales process. It eliminates manual and paper based operations, resulting in increased productivity, reduced cost (operational and working capital) and improved profitability. It is a web as well as mobile-enabled application (supports both connected and offline modes) to capture current inventory and sales orders. It also helps the manager to track/ monitor the sales team's activity and productivity. The system generates optimal routes and offers map navigation for the sales representatives.
OptiRisk India has developed the Sales and Order Management System (SOMS) which is undergoing trial with a food and beverages companies. |
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| Yard Management System |
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Yard Management System (YMS) manages the movement of cars within the large yards of a manufacturing facility, warehouse, or distribution centre, and improves recording of stock locations.
YMS is a web as well as android application, which captures geo-location of planned bay layouts of the yard. It helps the jockey to park and retrieve the cars in the yard with ease, using the android application. It also helps the manager to monitor the geo-location of jockeys and the parked cars in real-time.
Recently, OptiRisk India has tested the Proof-Of-Concept of YMS with an automobile manufacturer. |
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| New Staff and Summer Interns |
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| New Staff |
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Jayadeep Shitole has joined OptiRisk in India as a Research Analyst and Software Engineer |
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Deepsheka Mishra has joined OptiRisk in India as Business Development (Projects Manager).
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| Summer Interns |
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| OptiRisk has recruited 4 summer interns and supervises their applied finance industry based projects; the students are completing their Masters Programme in Computational Finance in UCL's Computer Science department. The interns are carrying out research on trading strategies, sentiment data and corporate bond yield prediction. This work will also form their Masters dissertation. |
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| Their project titles are: |
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| 1. Using News & Social Media Data to Construct Momentum Strategies – Yu Ke Shi |
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| 2. Use of VIX as an asset in a Daily Trading Strategy – Xiao Ming Yang |
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| 3. Trading Strategy: using Calendar Spread of Crude Oil Futures via Kalman Filter – Xu Ren |
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| 4. Enhanced Corporate Bond Yield Prediction Method incorporating News Sentiment – Zhi Xin Cai |
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| Partnership and Joint Venture |
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| We have formed a joint venture company with Advanced Logic Analytics; the company is called: ALA-OptiLab. ALA-OptiLab has started to develop the Robo Advisor software. The Robo Advisor support tool is designed for ‘Life Cycle Financial Planning’; the tool makes recommendations for individual asset and liability management. We are in discussion with a financial advisory company with over 400 IFAs who will be the users of the Robo Advisor for their retail HNI clients. |
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| We thank our key clients for their customs. |
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Credits |
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This Newsletter was compiled by Aqeela Rahman and supported by Xiang Yu and Julie Valentine”. |
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