MEC-EurOPT-2010
Abstract Submission

Topic Keywords

1.Applications of theory and methods to the financial sector
2.Artificial Intelligence in Supply Chains
3.Calculus of variations
4.Convex and nonconvex optimization
5.Credit risk and credit rating
6.Data Mining
7.Dependence issue in finance
8.Global optimization
9.Hedging of claims
10.Interest rate models
11.Inverse problems in finance
12.Large-scale optimization and decomposition techniques
13.Linear semidefinite and conic programming
14.Market risk
15.Modeling asymmetric or imperfect dynamical information
16.Multi-objective optimization
17.Nonsmooth optimization
18.Numerical methods in finance
19.Optimal control of hybrid systems
20.Optimal portfolio management
21.Option pricing
22.Rare events and risk management
23.Robust optimization
24.Semi-infinite programming
25.Simulation
26.Stochastic control theory
27.Stochastic Differential Equations
28.Stochastic programming