Operational Risk Journal Articles 2011-2012 - Risk Management
AACIMP 2011 Operational Research
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Transcript of AACIMP 2011 Operational Research
VI SUMMER SCHOOL“ACHIEVEMENTS AND APPLICATIONSOF CONTEMPORARY INFORMATICS, MATHEMATICS AND PHYSICS”(AACIMP-2011)
Introductory lectures in OR-streamAugust 8-19, 2011Kyiv, Ukraine
AACIMPGENERAL POINTSOR-stream
Room:
40(2), build. 1 Hours in stream:
49 h Code in booklet
OR-xx Lecture duration
50 min Break duration
10 min
AACIMPHISTORY OF THE STREAM AT AACIMPOR-stream
AACIMPSTREAM OVERVIEWOR-stream
The stream “Operational Research” is focused on such part of OR as game theory and experimental economy. Also some courses will be devoted to the finance and social systems.
Lectures and workshops will be presented mostly by leading European scientists, members of The Association of European Operational Research Societies (EURO).
Program overview
Actuality and novelty Diversity Quality
of topics, fields, approaches,teaching methods, studying etc.
AACIMP-2010
MAIN CONCEPTS OF THE PROGRAMOR-stream program
STREAM STRUCTUREOR-stream program
CoursesOR-01 Financial Mathematics (12 h)OR-02 Data Mining and Knowledge Discovery in
Large Databases (8 h)OR-03 Cooperative Game Theory and Operations
Research Games (8 h)OR-04 Evolutionary Games (9 h)OR-05 New Concepts and Ideas for Modeling in Operational
Research (3 h)OR-06 Industrial Organization (3 h)
LecturesOR-07 Integer and Combinatorial Optimization (2 h)OR-08 Lipschitz Global Optimization (2 h)OR-09 Clique Relaxation Models in Networks: Theory, Algorithms,
and Applications (2 h)
STREAM SCHEDULE
Mon Tue Wed Thu Fri Sat
08.08-13.08
15.08-20.08
OR-01 OR-07
OR-08
OR-02
OR-03
OR-03
OR-04
OR-09 OR-06OR-05
OR-stream program
FINANCIAL MATHEMATICSOR-01
Tutor
Gerhard-Wilhelm WeberD.Sc., professorInstitute of Applied Mathematics, Middle East Technical University, TurkeyE-mail: [email protected]
Course overviewThis course is an overview of main ideas of stochastic approach to financial analysis and prediction and use of contemporary operations research methods in problems of financial decision-making.
08.08-10.08
DATA MINING AND KNOWLEDGE DISCOVERY IN LARGE DATABASESOR-02
Tutor
Erik KropatPh.D., Doctor of mathematicsInstitute for Theoretical Computer Science, Mathematics and Operations Research, GermanyE-mail: [email protected]
Course overviewThis course discusses the principle concepts from statistical data mining required for extracting patterns and conclusions from very large observational data sets. We present the main ideas in the field of clustering and classification and discuss its implications for data driven modeling and complex decision support.
12.08-13.08
COOPERATIVE GAME THEORY AND OPERATIONS RESEARCH GAMESOR-03
Tutor
Zeynep Alparslan-GokDoctor of mathematics, assistant professorFaculty of Arts and Sciences, Department of Mathematics, Suleyman Demirel University, TurkeyE-mail: [email protected]
Course overviewThe course enables its students to learn the basic concepts of Cooperative Game Theory and its applications to Operations Research Games. We aim to provide a background and understanding of the main ideas underlying this theory and shows how it can be used to understand economic, social, political phenomena.
13.08-16.08
EVOLUTIONARY GAMESOR-04
Tutor
Alexander Vasin Doctor of physics and mathematics, professorOperations Research Department, Lomonosov Moscow State University, Russia
E-mail: [email protected]
Course overviewThe course discusses basic concepts of the evolutionary game theory and provides a survey of the most important applications to modeling of economic behavior. Models of endogenous formation of payoff functions are considered as well.
15.08-17.08
NEW CONCEPTS AND IDEAS FOR MODELING IN OPERATIONAL RESEARCHOR-05
Tutor
Alexander MakarenkoDoctor of physics and mathematics, professorInstitute for applied system analysis of NTUU KPI, Ukraine
E-mail: [email protected]
Course overviewThe course proposes the review of existing modeling and simulation methods, their development prospects, their influence on the decision making and their role in the future. Also the problems of verification and acceptance of results by leaders are considered.
19.08
INDUSTRIAL ORGANIZATIONOR-06
Tutor
Vasyl GorbachukDoctor of Mathematical Cybernetics, professorCybernetics Institute; NTUU KPI;Kyiv Mohyla Academy, Ukraine
E-mail: [email protected]
Course overviewThis course introduces to students basic principles and distinctive features of Industrial Organization . Special attention will be focused on analysis of the acquisition and use of market power by firms, strategic interactions among firms, and the role of government policy.
19.08
CLIQUE RELAXATION MODELS IN NETWORKS: THEORY, ALGORITHMS, AND APPLICATIONSOR-07
Tutor
Sergiy ButenkoPh.D. in Industrial and Systems EngineeringDepartment of Industrial and Systems Engineering, Texas A&M University, USA
E-mail: [email protected]
Lecture overviewThis lecture discusses the origins of clique relaxation concepts and provides a brief overview of recent developments in theory behind them, algorithms for solving the corresponding optimization problems, and selected real-life applications of the models of interest.
11.08
INTEGER AND COMBINATORIAL OPTIMIZATIONOR-08
Tutor
Oleg ProkopyevPhD in Industrial and Systems EngineeringDepartment of Industrial Engineering, University of Pittsburgh, USAE-mail: [email protected]
Lecture overviewThe lecture will cover standard approaches used for formulating and solving linear as well as some classes of nonlinear integer programs. We will also overview several well-known applications of integer and combinatorial optimization.
11.08
LIPSCHITZ GLOBAL OPTIMIZATIONOR-09
Tutor
Yaroslav SergeyevDoctor of Physics and Mathematics, professorUniversity of Calabria, Rende (CS), Italy and N.I. Lobachevski Nizhni Novgorod State University, Russia
E-mail: [email protected]
Lecture overviewThe lecture is devoted to questions concerning the development of theory and numerical methods for solving a wide range of tasks of Lipschitz global optimization (the problems of testing of these methods are also considered.
17.08
Organizational issues
AACIMPMAIN PLACESOrganizational issues
Destinations: Center (Khreshchatyk)230, 249, 433
Stadium “Olympic”189, 199, 411, 427
Railway Station465
AACIMPKPI MAIN BUILDINGOrganizational issues
Daily (except Sunday) from 9:30 to 18:00 participants and tutors may visit the Lounge-room (7), where they can find free access to Wi-Fi, water and tea.
The Chart of Ideas — stand for ideas, comments, suggestions of participants and tutors is also there.
AACIMPACCOMMODATION AND MEALSOrganizational issues
Students’ Hostel Address:146 Borshchahivs’ka str.
Entrance is permitted till 23:00 and guest visits till 22:00
Restaurant “Domashnia Kuhnia” Address:31 Prospect Peremogy
Time of a breakfast: 9:00-9:45Time of a lunch: 13:00-14:00Time of a dinner will be changeable and will be announced beforehand by the organizers.
Day Time Action Meeting place
8, Mon 16:00 Welcome Party Building №1 entrance hall
9, Tue 15:55 Museum of Kyiv Polytechnic Institute (streams: CS, SGC) Building №1 entrance hall
9, Tue 19:00 Quest The Knowledge Square
10, Wed 15:55 Museum of Kyiv Polytechnic Institute (streams: OR, NS) Building №1 entrance hall
10, Wed 18:00 Kyiv City Tour “Along the Streets of Old Rus City” / Pinchuk Art Centre Red Memorial
11, Thu 18:00 Pinchuk Art Centre / Kyiv City Tour “Along the Streets of Old Rus City” Red Memorial
12, Fri 18:00 Photo Quest Red Memorial
14, Sun 10:00 Excursion Building №1 entrance hall
15, Mon 19:00 River Tour Along the Dnipro Red Memorial
16, Tue 18:45 Kyiv City Tour 2 “Between the Upper City and Pechersk” Red Memorial
18, Thu 18:00 Sport Evening in Hydropark Red Memorial
19, Fri 15:00 Closing Ceremony Building №1 entrance hall
AACIMPSOCIAL EVENTSOrganizational issues
AACIMPGENERAL RULESOrganizational issues
According to the Ukrainian law it is forbidden to smoke and drink alcohol in public places.
In case of any damage caused to the property of NTUU “KPI” reimbursement of such damages is accomplished at the expense of a person, who had caused that damage.
Organizing Committee is not responsible for any injury, loss of expensive things, documents or unpredicted expenses incurred during the Summer School.
The badge serves as the admission to lectures, actions and places of residence.
Feel free to contact organizing committee for additional informational for example, a code Wi-Fi access in a students’ hostel and in the main building.
AACIMPORGANIZING COMMITTEEOrganizational issues
Responsible for a work with participants – Karina YermolinaResponsible for a work with tutors – Bohgdan PukalskyTechnical support – Bohgdan Dolynchuk
Student Science AssociationRoom 299(15), build.#1+38(044) 454 9243+38(096) 623 7423
Stream coordinator
Oksana Dziuba
Contacts:+38(068) [email protected]