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AMPL SHELL References
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Whitepapers |
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OPT001 - Asset Liability Management Using Stochastic Programming |
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OPT002 - Portfolio Optimisation |
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OPT003 - Supply Chain Planning and Management |
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OPT004 - Scenario Generation for Stochastic Programming |
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OPT005 - Introduction to Hedge Funds |
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OPT006 - Equity Portfolio Risk (Volatility) Estimation Using Market Information and Sentiment |
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OPT007 - Models and Solution Methods for Liability Determined Investment |
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OPT008 - Measuring Pension Fund Performance using Risk-Adjusted Measurements |
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OPT009 - Evaluation and Simulation of Liability Determined Investment Models |
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OPT010 - Scenario Generation for Financial Modelling Desirable Properties and A Case Study |
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OPT011 - Quantitative Methods for LDI Solutions |
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OPT012 – LDI: An Enterprise-Wide Risk Management Approach |
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OPT013 - Defined contribution schemes: Members alive and kicking! But is the fund dead? |
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News Analytics Handbooks |
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Asset Liability Management Handbooks |
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Finance |
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Supply Chain |
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Natural oil purchase policy |
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Optimisation |
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Scheduling |
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FortMP Optimisation System |
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Support and Solution Services |
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SPInE: Stochastic Programming Integrated Environment |
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Robust Portfolio Optimisation |
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LDI/ALM Workshop |
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Risk Control & Acceptability Measures |
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News Analytics |
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Financial Risk Manager (FRM) Certification |
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Optimisation Series 2007 (2008 dates TBA) |
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OptiRisk Company Presentation |
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OptiRisk Products Presentation |
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Algorithmic Trading: Market Impact Models and Trade Scheduling |
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Mathematical Programming Models for Asset and Liability Models |
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SPInE, a combined paradigm of SP and simulation |
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Scenario Generation for the Asset Allocation Problem |
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Handling Second-Order Stochastic Dominance through cutting-plane representations |
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Mathematical Programming Models for Asset and Liability Management |
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Computational methods for processing two stage stochastic programming problems |
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