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Рады пригласить вас на следующее выступление в рамках бесплатных открытых лекций компании JetBrains.

**🗓 Ближайшая встреча – 18 апреля, 3:15 pm
__📚 Optimization problems in Portfolio Management. A talk by Alexei Akhmetshin
__**📍Neapolis University Pafos
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Язык встречи: английский. Для участия, пожалуйста, зарегистрируйтесь.

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Подробнее** о лекции и авторе:
**Optimization problems play a major role in Financial Mathematics. After all, every financial institution aims to maximize its revenue and minimize costs. We’ll start from basic asset pricing principles and move along to discussing the optimization problems linked to managing a portfolio of financial assets. We’ll see how the mathematical models of these problems fit into the class of conic optimization problems. There are fast and reliable algorithms for conic optimization, and we’ll consider some simplified examples with the help of the Python package CVXOPT. We’ll also discuss the challenges faced by real-life portfolio managers and the corresponding opportunities for software developers.

Alexei Akhmetshin received his PhD in Mathematics from Columbia University in New York. He has over 17 years of experience designing and developing investment banking software. He is currently a Senior Engineer at Deutsche Bank in London. Previously, Alexei was a Lecturer in Mathematics at ICEF (International College of Economics and Finance), a joint program of HSE (Higher School of Economics) Moscow and the University of London, where students voted him "Best Lecturer" 9 years in a row.

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