Groupe d’études et de recherche en analyse des décisions

Invités de la semaine

  • Oleksandr Romanko, McMaster University
  • Richard Caron, Windsor University

Oleksandr Romanko, McMaster University

Courte biographie : Oleksandr Romanko is currently a research fellow at Algorithmics Incorporated, an IBM Company (Quantitative Research Group) and a Mitacs industrial postdoctoral fellow at McMaster University (Department of Computing and Software). He holds Ph.D. in Computer Science from McMaster University. Oleksandr's research interests include operational research, multiobjective and parametric optimization, algorithms, portfolio optimization, financial and risk modeling. He has published a number of research papers and won several awards from the Canadian Operational Research Society and Mitacs.

This talk is based on the research done at McMaster University and IBM-Algorithmics, and illustrates how operational research and optimization can be applied to real-world financial and risk management problems. Algorithmics Incorporated, an IBM Company is the world's leading provider of risk solutions. Financial organizations from around the world use IBM-Algorithmics' software, analytics and advisory services to help them make risk-aware business decisions.


Il est invité par Miguel F. Anjos. Ne manquez pas son séminaire le lundi 12 mars 2012.


Richard Caron, Windsor University

Courte biographie : Richard J. (Rick) Caron earned his PhD at Waterloo in 1983 and then joined the Department of Mathematics and Statistics at the University of Windsor. He served as department head from 1991 – 1997 and as dean from 1999 to 2008. He was the creator and director of the Operational Research from June 2001 - 2012.

Rick is a past president of the Canadian Operational Research Society (CORS) and a past Director of the Canadian Mathematical Society. He was general chair of CORS 1999, MOPTA 2005 and the CMS national math camps from 2009-2011. He has won several teaching awards.

His research is on preprocessing in mathematical optimization with a focus the use of probabilistic methods such as hit and run algorithms.


Il est invité par Miguel F. Anjos. Ne manquez pas son séminaire le jeudi 15 mars 2012.

édité le 9 juil. 2014 09h36