Workshop: Recent Trends in Machine Learning and Risk Management
Date: October 10-11, 2022
Venue: University of Florida, Reitz Union, Gainesville, FL, URL: https://union.ufl.edu/
Workshop Outline
This workshop will bring together top academics and practitioners in Risk Management, Quantitative Finance and Stochastic Optimization areas. The objective is to exchange recent ideas and approaches focusing on numerical methods and applications. Possible topics include:
• Machine learning approaches, such as, support vector machines and classification
• Optimization problems in energy and finance areas
• Risk management
• Forecasting of distributions
Workshop presentations are by invitation only.
Schedule and Abstracts
Conference ScheduleAbstracts
Registration and Talks will take place in Reitz Union room 2365.
Food and beverages will be provided in Reitz Union room 2340 during breaks.
Accommodations
A block of rooms has been reserved at the Hampton Inn & Suites Gainesville-Downtown . To receive the rate of $169 (hot breakfast included), please contact Math Department Office Manager Margaret Somers (msomers@ufl.edu) by September 1.
A block rooms has been reserved at AC Hotel Gainesville (University Ave. & NW 13th St., in the Standard). To receive the rate of $149, please contact Math Department Office Manager Margaret Somers (msomers@ufl.edu) by September 1.
Other recommended nearby hotels include:
-Holiday Inn University Center (University Ave. & NW 13th St.)
-Home2 Suites by Hilton (2115 SW 13th St): About 1.5 miles to math department. “We also have a fitness center and laundry room on-site, an outdoor saline pool, and various other amenities”
Transportation to Gainesville
We recommend to take direct flights to Jacksonville, Orlando or Tampa airports and rent a car to drive to Gainesville (about 2 hours of driving). You can fly directly to Gainesville’s Regional Airport (GNV). The connecting cities to GNV are Atlanta on Delta; Charlotte, Dallas/Fort Worth, Miami on American Eagle. However, you may experience delays at the connecting airports (especially in Atlanta).
Organizers:
Stan Uryasev, Pawel Polak, Kevin Maritato Stony Brook University
William Hager, University of Florida
Sponsors:
Applied Mathematics and Statistics Dept. at the Stony Brook University;
Mathematics Dept. at the University of Florida
Contact Information
Mr. Kevin Maritato
kevin.maritato@stonybrook.edu
Prof. Stan Uryasev
Applied Mathematics and Statistics
Stony Brook University
stanislav.uryasev@stonybrook.edu
Cell Phone: (352) 213-3457