In-Person event

2024 Quant Strats

March 12, 2024

In-Person event

2024 Quant Strats

March 12, 2024

In-Person event

2024 Quant Strats

March 12, 2024

We’re excited to be sponsoring QuantStrats 2024! Join us in New York on March 12 to discover how Gurobi is revolutionizing portfolio optimization.

Don't miss Dr. Robert Luce's insightful presentation, Portfolio Optimization Under Discrete Constraints, March 12th at 11:40 AM. Mathematical portfolio optimization is a tool for maximizing the expected return, minimizing the risk, or optimizing related measures for a portfolio of investments. Quantitative analysts and portfolio managers use portfolio optimization software to support them in making investment decisions. With Gurobi’s MIP technology it is possible to incorporate discrete decisions in the portfolio selection. Common examples are cardinality constraints on the number of allocations, or the consideration of transaction costs. In this talk we walk you through the modeling and solving capabilities of Gurobi for such portfolio optimization problems.

Schedule a meeting with us by emailing sales@gurobi.com.

Use code QSSponsor20 for 20% off tickets.

We’re excited to be sponsoring QuantStrats 2024! Join us in New York on March 12 to discover how Gurobi is revolutionizing portfolio optimization.

Don't miss Dr. Robert Luce's insightful presentation, Portfolio Optimization Under Discrete Constraints, March 12th at 11:40 AM. Mathematical portfolio optimization is a tool for maximizing the expected return, minimizing the risk, or optimizing related measures for a portfolio of investments. Quantitative analysts and portfolio managers use portfolio optimization software to support them in making investment decisions. With Gurobi’s MIP technology it is possible to incorporate discrete decisions in the portfolio selection. Common examples are cardinality constraints on the number of allocations, or the consideration of transaction costs. In this talk we walk you through the modeling and solving capabilities of Gurobi for such portfolio optimization problems.

Schedule a meeting with us by emailing sales@gurobi.com.

Use code QSSponsor20 for 20% off tickets.

We’re excited to be sponsoring QuantStrats 2024! Join us in New York on March 12 to discover how Gurobi is revolutionizing portfolio optimization.

Don't miss Dr. Robert Luce's insightful presentation, Portfolio Optimization Under Discrete Constraints, March 12th at 11:40 AM. Mathematical portfolio optimization is a tool for maximizing the expected return, minimizing the risk, or optimizing related measures for a portfolio of investments. Quantitative analysts and portfolio managers use portfolio optimization software to support them in making investment decisions. With Gurobi’s MIP technology it is possible to incorporate discrete decisions in the portfolio selection. Common examples are cardinality constraints on the number of allocations, or the consideration of transaction costs. In this talk we walk you through the modeling and solving capabilities of Gurobi for such portfolio optimization problems.

Schedule a meeting with us by emailing sales@gurobi.com.

Use code QSSponsor20 for 20% off tickets.



Speakers

Meet Your Expert Speaker

Learn from the best in the industry, bringing years of experience and groundbreaking insights to the forefront of AI personalization.

  • Pawit Singcornrum

    Account Executive, Renewals-Japan

    Image

    Pawit is originally from Thailand and holds a Bachelor degree in Business and Administration from Thailand and an Associate degree in Computer Science from Japan. He is an IT professional with over seven years of experience in account management and renewals across the Asia-Pacific region, including Japan, Thailand, Taiwan, and Hong Kong, combining technical expertise with a strong cross-cultural perspective.


    Trilingual in Thai, English, and Japanese and specializing in building strong client relationships and driving successful renewal strategies across diverse markets with proven track record of managing accounts, supporting business growth, and delivering consistent value to customers.


    In his free time, Pawit enjoys exploring emerging technologies such as AI models and AI agents, as well as developing creative skills like video editing. 

  • David Torres Sanchez

    Mathematical Optimization QA Engineer

    Image

    David received his PhD in Operations Research from Lancaster University (UK) in 2019. The topic was aircraft maintenance scheduling and recovery. Since then, David has held research positions at SINTEF Digital (Norway) and Lancaster University, where he has worked on a varied range of combinatorial optimization problems from vehicle routing to multicommodity flow problems.

    In his spare time he enjoys bouldering, riding his mountain bike, and maintaining and contributing to several open-source projects.

  • David Torres Sanchez

    Mathematical Optimization QA Engineer

    Image

    David received his PhD in Operations Research from Lancaster University (UK) in 2019. The topic was aircraft maintenance scheduling and recovery. Since then, David has held research positions at SINTEF Digital (Norway) and Lancaster University, where he has worked on a varied range of combinatorial optimization problems from vehicle routing to multicommodity flow problems.

    In his spare time he enjoys bouldering, riding his mountain bike, and maintaining and contributing to several open-source projects.

  • David Torres Sanchez

    Mathematical Optimization QA Engineer

    Image

    David received his PhD in Operations Research from Lancaster University (UK) in 2019. The topic was aircraft maintenance scheduling and recovery. Since then, David has held research positions at SINTEF Digital (Norway) and Lancaster University, where he has worked on a varied range of combinatorial optimization problems from vehicle routing to multicommodity flow problems.

    In his spare time he enjoys bouldering, riding his mountain bike, and maintaining and contributing to several open-source projects.

  • David Torres Sanchez

    Mathematical Optimization QA Engineer

    Image

    David received his PhD in Operations Research from Lancaster University (UK) in 2019. The topic was aircraft maintenance scheduling and recovery. Since then, David has held research positions at SINTEF Digital (Norway) and Lancaster University, where he has worked on a varied range of combinatorial optimization problems from vehicle routing to multicommodity flow problems.

    In his spare time he enjoys bouldering, riding his mountain bike, and maintaining and contributing to several open-source projects.

Speakers

Meet Your Expert Speaker

Learn from the best in the industry, bringing years of experience and groundbreaking insights to the forefront of AI personalization.

  • Image

    Account Executive, Renewals-Japan

    Pawit Singcornrum

    Pawit is originally from Thailand and holds a Bachelor degree in Business and Administration from Thailand and an Associate degree in Computer Science from Japan. He is an IT professional with over seven years of experience in account management and renewals across the Asia-Pacific region, including Japan, Thailand, Taiwan, and Hong Kong, combining technical expertise with a strong cross-cultural perspective.


    Trilingual in Thai, English, and Japanese and specializing in building strong client relationships and driving successful renewal strategies across diverse markets with proven track record of managing accounts, supporting business growth, and delivering consistent value to customers.


    In his free time, Pawit enjoys exploring emerging technologies such as AI models and AI agents, as well as developing creative skills like video editing. 

  • Image

    Mathematical Optimization QA Engineer

    David Torres Sanchez

    David received his PhD in Operations Research from Lancaster University (UK) in 2019. The topic was aircraft maintenance scheduling and recovery. Since then, David has held research positions at SINTEF Digital (Norway) and Lancaster University, where he has worked on a varied range of combinatorial optimization problems from vehicle routing to multicommodity flow problems.

    In his spare time he enjoys bouldering, riding his mountain bike, and maintaining and contributing to several open-source projects.

  • Image

    Mathematical Optimization QA Engineer

    David Torres Sanchez

    David received his PhD in Operations Research from Lancaster University (UK) in 2019. The topic was aircraft maintenance scheduling and recovery. Since then, David has held research positions at SINTEF Digital (Norway) and Lancaster University, where he has worked on a varied range of combinatorial optimization problems from vehicle routing to multicommodity flow problems.

    In his spare time he enjoys bouldering, riding his mountain bike, and maintaining and contributing to several open-source projects.

  • Image

    Mathematical Optimization QA Engineer

    David Torres Sanchez

    David received his PhD in Operations Research from Lancaster University (UK) in 2019. The topic was aircraft maintenance scheduling and recovery. Since then, David has held research positions at SINTEF Digital (Norway) and Lancaster University, where he has worked on a varied range of combinatorial optimization problems from vehicle routing to multicommodity flow problems.

    In his spare time he enjoys bouldering, riding his mountain bike, and maintaining and contributing to several open-source projects.

  • Image

    Mathematical Optimization QA Engineer

    David Torres Sanchez

    David received his PhD in Operations Research from Lancaster University (UK) in 2019. The topic was aircraft maintenance scheduling and recovery. Since then, David has held research positions at SINTEF Digital (Norway) and Lancaster University, where he has worked on a varied range of combinatorial optimization problems from vehicle routing to multicommodity flow problems.

    In his spare time he enjoys bouldering, riding his mountain bike, and maintaining and contributing to several open-source projects.

Speakers

Meet Your Expert Speaker

Learn from the best in the industry, bringing years of experience and groundbreaking insights to the forefront of AI personalization.

  • Pawit Singcornrum

    Account Executive, Renewals-Japan

    Image

    Pawit is originally from Thailand and holds a Bachelor degree in Business and Administration from Thailand and an Associate degree in Computer Science from Japan. He is an IT professional with over seven years of experience in account management and renewals across the Asia-Pacific region, including Japan, Thailand, Taiwan, and Hong Kong, combining technical expertise with a strong cross-cultural perspective.


    Trilingual in Thai, English, and Japanese and specializing in building strong client relationships and driving successful renewal strategies across diverse markets with proven track record of managing accounts, supporting business growth, and delivering consistent value to customers.


    In his free time, Pawit enjoys exploring emerging technologies such as AI models and AI agents, as well as developing creative skills like video editing. 

  • David Torres Sanchez

    Mathematical Optimization QA Engineer

    Image

    David received his PhD in Operations Research from Lancaster University (UK) in 2019. The topic was aircraft maintenance scheduling and recovery. Since then, David has held research positions at SINTEF Digital (Norway) and Lancaster University, where he has worked on a varied range of combinatorial optimization problems from vehicle routing to multicommodity flow problems.

    In his spare time he enjoys bouldering, riding his mountain bike, and maintaining and contributing to several open-source projects.

  • David Torres Sanchez

    Mathematical Optimization QA Engineer

    Image

    David received his PhD in Operations Research from Lancaster University (UK) in 2019. The topic was aircraft maintenance scheduling and recovery. Since then, David has held research positions at SINTEF Digital (Norway) and Lancaster University, where he has worked on a varied range of combinatorial optimization problems from vehicle routing to multicommodity flow problems.

    In his spare time he enjoys bouldering, riding his mountain bike, and maintaining and contributing to several open-source projects.

  • David Torres Sanchez

    Mathematical Optimization QA Engineer

    Image

    David received his PhD in Operations Research from Lancaster University (UK) in 2019. The topic was aircraft maintenance scheduling and recovery. Since then, David has held research positions at SINTEF Digital (Norway) and Lancaster University, where he has worked on a varied range of combinatorial optimization problems from vehicle routing to multicommodity flow problems.

    In his spare time he enjoys bouldering, riding his mountain bike, and maintaining and contributing to several open-source projects.

  • David Torres Sanchez

    Mathematical Optimization QA Engineer

    Image

    David received his PhD in Operations Research from Lancaster University (UK) in 2019. The topic was aircraft maintenance scheduling and recovery. Since then, David has held research positions at SINTEF Digital (Norway) and Lancaster University, where he has worked on a varied range of combinatorial optimization problems from vehicle routing to multicommodity flow problems.

    In his spare time he enjoys bouldering, riding his mountain bike, and maintaining and contributing to several open-source projects.