Name: Using Python optimization libraries to work example problems
Start: 2018-08-23T19:00:00+02:00
End: 2018-08-23T21:00:00+02:00
Location: STARTPLATZ Düsseldorf

Let's start! Aug 23, 7pm. Location: STARTPLATZ Düsseldorf.

For a first meeting, we will have an introduction to some python optimization libraries and linear program (and perhaps MIP) problem formulation. We can present the basic transportation, assignment, and network problems.

Though it's a little short notice, I would very much welcome if some attendees contact me and volunteer to present an LP problem (setup + solution = 15 minutes). Then you won't have to hear me too much! A laptop and projector will be available, and you can bring your own laptops if you want.

In this meeting we can gain a sense for the level of the members and vote how often we should come together. In the following meeting in September, we can explore python libraries for performing analytical and numerical calculations of option values and greeks.

Chad Hladik

OptiPy - Python Quants of BeNeDeLux

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Using Python optimization libraries to work example problems

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Using Python optimization libraries to work example problems

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