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                                                     Seminar

             Department of Systems Engineering and Engineering Management
                                  The Chinese University of Hong Kong

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Title

:

Challenges in applying financial modeling to the supply chain

　

　

　

Speaker

:

Dr. Alan King

　

　

Mathematical Sciences department

　

　

IBM's Thomas J Watson Research Center, New York

　

　

　

Date

:

September 10th, 2007 (Monday)

　

　

　

Time

:

4:30 p.m. - 5:30 p.m.

　

　

　

Venue

:

Room 513

　

　

William M.W. Mong Engineering Building

　

　

(Engineering Building Complex Phase 2)

　

　

CUHK

　

　

　

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Abstract:
　

Financial modeling uses information from financial markets to make optimal decisions and to manage risk. Many supply chain problems such as project selection, production inventory management, or transportation and distribution involve significant elements of uncertainty. This talk reviews the fundamentals of financial modeling from a stochastic programming perspective, and discusses the challenges and opportunities of applying these techniques to supply chain problems.


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Biography:
　

Alan King is a Research Staff Member with the Mathematical Sciences department at IBM's Thomas J Watson Research Center, New York. He earned his PhD in 1986 in Applied Mathematics at the University of Washington in Seattle, and joined IBM Research in 1988. His research focus is on applications of and computational infrastructure for stochastic programming.


************************* ALL ARE WELCOME ************************

　

　

　

Host

:

Prof. Stein W. Wallace

Tel

:

(852) 2609-8318

Email

:

Stein.W.Wallace@himolde.no   

　

　

　

Enquiries

:

Prof. Nan Chen or Prof. Sean X. Zhou

　

:

Department of Systems Engineering and Engineering Management

　

　

CUHK

Website

:

http://www.se.cuhk.edu.hk/~seg5810

Email

:

seg5810@se.cuhk.edu.hk

　

　

　

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