re : it was nice meeting you at the informs meeting . i enjoyed talking to you in the slc conference . thank you for the reference
to your recent publication . let me find out about rice seminars and any
interest within our group and get back to you .
regards ,
krishna .
uryasev @ aol . com on 06 / 18 / 2000 05 : 58 : 38 am
to :
cc :
subject : it was nice meeting you at the informs meeting .
dear dr . krishnarao ,
it was nice meeting you at the informs meeting . if it is of interest , you can
download my recent papers and reports in the area of risk management and
financial engineering from
further , i give the list of recent downloadable publications related to the
risk management and financial engineering .
1 . uryasev , s . conditional value - at - risk : optimization algorithms and
applications . financial engineering news , no . 14 , february , 2000 .
2 . uryasev , s . introduction to the theory of probabilistic functions and
percentiles ( value - at - risk ) . research report 2000 - 7 . ise dept . , university of
florida , may 2000 .
3 . chekhlov , a . , uryasev , s . , and m . zabarankin . portfolio optimization with
drawdown constraints . research report 2000 - 5 . ise dept . , university of
florida , april 2000 .
4 . palmquist , j . , uryasev , s . , and p . krokhmal . portfolio optimization with
conditional value - at - risk objective and constraints . research report 99 - 14 .
ise dept . , university of florida , november 1999 .
5 . andersson , f . and s . uryasev . credit risk optimization with conditional
value - at - risk criterion . research report 99 - 9 . ise dept . , university of
florida , august 1999 .
6 . uryasev , s . and r . t . rockafellar . optimization of conditional
value - at - risk . research report 99 - 4 . ise dept . , university of florida , june
1999 .
i am e - mailing to you from japan . i am for three month at the center for
research in advanced financial technology , tokyo institute of technology .
here in japan , i am collaborating with my colleges on new classification
techniques . suppose you have some data set ( e . g . , a data set of financial
records of companies ) and you want to rate the companies based on this ( or
some other information ) . linear programming and semi - definite programming
methods are used for this purpose . with these techniques we are able to
calculate credit rating of investment companies ( aaa , bbb ,  ( ) . similar
techniques can be used for scoring of credit card applications and other
classification problems .
i am interested in applied projects in energy , risk management , and financial
engineering area . i will be happy to collaborate with you on this subject . i
am looking for financial support for phd students who may work on your
applications . also , i will be interested in to give a presentation at your
company or at the rice university , as we discussed .
best regards ,
stan uryasev
prof . stanislav uryasev
university of florida , ise
po box 116595
303 weil hall
gainesville , fl 32611 - 6595
e - mail : uryasev @ ise . ufl . edu
url : www . ise . ufl . edu / uryasev