Proven Techniques for Solving Financial Problems with Gurobi

Webinar Recording

Watch this webinar, featuring FINOR, to learn how mathematical optimization models can be applied to portfolio selection.

Webinar Summary

In this webinar, featuring Finor, you will learn how mathematical optimization models can be applied to portfolio selection.

 

In this webinar, you will learn:

You’ll hear about a variety of approaches, as well as the complexity that comes with large-scale models—such as when introducing managerial and regulatory policies as constraints. Using Gurobi as the solver, learn how to apply mathematical optimization to various initiatives, such as passive investment (index-tracking) and banking asset-liability management (ALM).

 

Presented Materials

Download the presentation, here. The colab link shared during the webinar can be found here.

Presenters

  • Tiago Filomena, Ph.D., Senior Consultant and Partner at Finor
  • Marcelo S. Perlin, Ph.D., Senior Data Scientist and Partner at Finor
  • Marcelo Teixeira, Partner at Finor