Graduate Seminar: Application of Optimization in Statistics

GAINESVILLE, FL:  Dr. Stanislav Uryasev, Professor of Industrial and Systems Engineering, will present a graduate seminar, “Application of Optimization in Statistics” on Thursday, September 20, in FLG 0245, at 4:05 p.m.  Dr. Uryasev will present information on several problems in optimization, including a review of the Library of Test Optimization Problems Posted on the RMFE Website, where Dr. Uryasev has posted various optimization problems with mathematical descriptions, data, and solutions.  Please see link:  https://www.ise.ufl.edu/uryasev/research/testproblems/

The problems are categorized into the following subject areas:

·         Financial Engineering
·         Logistics
·         Advanced Statistics
·         Medical Applications
·         Stochastic Programming

The presentation will be focused on the application of optimization in statistics: percentile regression, CVaR estimation, sparse reconstruction, support vector machines, and regularized logistic regression.

Dr. Uryasev serves as a Professor of Industrial and Systems Engineering at the University of Florida.  He is also Director of the Risk Management and Financial Engineering Lab (RMFE).  His research and teaching interests are in the areas of stochastic optimization, risk management, financial engineering and military operations research.