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

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.

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.

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