Introduction to Optimization with Evolver and RISKOptimizer: Comparing Portfolio Allocation with Deterministic versus Stochastic Assumptions - 03/23/2023

23mar11:00 amIntroduction to Optimization with Evolver and RISKOptimizer: Comparing Portfolio Allocation with Deterministic versus Stochastic Assumptions - 03/23/2023Presented by: Rafael Hartke, CEO of Imagine Risks and Analytics11:00 am(GMT-04:00) View in my timeEvent Type Webinar

Event Details

Rafael HartkePresented by: Rafael Hartke, CEO of Imagine Risks and Analytics

Optimization is a very important tool in business decisions, but there’s a huge difference in outcomes if the business environment deviates from the assumptions used to optimize the strategy.

In this webinar we will show the difference between deterministic and stochastic optimization, and how we can develop much more robust strategies by accounting for uncertainties in the models. Stochastic optimization helps integrate both risk analysis and optimization into a single process, generating a decision strategy that is both optimized and robust in face of an uncertain future. We will demonstrate how to perform Portfolio Allocation under a context of uncertainty using stochastic optimization, and compare the resulting decision strategy with the traditional deterministic optimization.

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Time

(Thursday) 11:00 am EST(GMT-04:00) View in my time