RMFE Lab to Host Workshop on Advanced Risk Measures in Data Mining

Gainesville, FL: The Risk Management and Financial Engineering (RMFE) Lab in the Department of Industrial and Systems Engineering at the University of Florida will host a workshop on Advanced Risk Measures in Data Mining on Tuesday, February 28 from 12:50 p.m. to 5 p.m. in the Weil Hall Room 303 Conference Room.  The workshop will feature four speakers, including: Prof. Jun-ya Gotoh of Chuo University, Japan, speaking about “On Interactions between Financial Risk Minimization and Statistical Learning,”; Prof. Akiko Takeda of Keio University, Japan on “A Unified Classification Model Based on Robust Optimization”; Dr. Pando Georgiev of the University of Florida on “Reproducing Kernel Banach Spaces and machine learning,”; and Peter Tsyurmasto and Prof. Stan Uryasev of the University of Florida on “Implementation of CVaR-based Support Vector Machine with Portfolio Safeguard.”