Financial analytics (software) tools based on recent research results

Sandwich Seminar


ABSTRACT: OptiRisk systems specialises in constructing optimisation and risk analytics (software) tools which embed our recent research knowledge. We present our work in two domains as described below.

1.       SAMPL: Stochastic AMPL, a tool for optimum decision making under uncertainty

AMPL is an algebraic modelling language in which optimisation models

(classical , linear, integer and nonlinear programs) are specified and in turn

processed by  solvers . We explain our extensions to AMPL whereby

(i) Stochastic programming features: single stage, two stage recourse

chance constrained, integrated chance constrained problems can be


(ii) Robust optimisation models can be also described

Some relevant modelling and solving issues will be considered and discussed.

2.       News Analytics(NA) Tool Kit

There is a growing industry interest as well as academic research in the emerging field of news sentiment analysis as applied to finance . We present in a summary form our recent publications and findings some of which are captured in the

NA Tool Kit


Gautam Mitra (Brunel)

Monday, January 27, 2014 - 12:30
to 13:30