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INFORMS at the University of Illinois at Urbana-Champaign

GUROBI Optimizer workshop

When: Tuesday, Apr 25th 2017, from 5-6.30 pm

Where: 215 Transportation Building

Gurobi is one of the fastest Commercial Optimization Software used by academics and professionals to solve large scale optimization problems. In this workshop, we will teach how to build and solve basic Linear and Integer programming models using:
1. AMPL/GUROBI.
2. C++ API for GUROBI
3. Python API for GUROBI

Note that we will have a short demo in each of the above modules. Therefore, it will be beneficial if you install the following software on your laptop and bring it to the session.

1. GUROBI: Please visit http://www.gurobi.com/registration/download-regand create your profile to download a free academic license of GUROBI Optimizer (suitable for your OS distribution). Follow the installation instructions in the quick start guidehttp://www.gurobi.com/documentation/. To activate the license, you need to be connected to the UIUC network (or through VPN).

2. AMPL: Please visit http://ampl.com/try-ampl/download-a-demo-version/ and download the version suitable for your OS distribution. Unzip the files and copy them to the desired location.

3. C++: Please install Visual Basic from the Webstore. The instructions on how to install and run a sample code will be available there. If using MAC, please install Xcode on your machine.

4. Python for Windows: The official distribution of python is available fromhttp://python.org. GUROBI is compatible with Python 2.x, so make sure you download Python 2.7. A recommended alternative is to instead install Anaconda from https://www.continuum.io/downloads, which includes Python and comes pre-loaded with a variety of packages used for scientific computing and visualization. If the installer asks, allow python to be added to your PATH. For writing and editing Python scripts a simple text editor will suffice. Sublime Text or Atom would be better. If you want more features (debugging, refactoring, variable inspection, etc.) an IDE like Spyder (included with Anaconda) or PyCharm might be more suitable.

If you have any questions or concerns, please do not hesitate to contact us at date2@illinois.edu or rahulswa@illinois.edu.

INFORMS ISE Internship/Job Info Session

When: April 14th, 4pm.

Where: Transporation Building 303

Are you looking for a summer internship? Did you recently get a job/internship offer and would like to help your peers with the tricks of the trade? The INFORMS Student Chapter will be organizing an Internship/Full-time job Info session (date and venue to be announced soon). The purpose of the event is for students with past internships to share their experiences with other students on the selection process, or their experience working on the roles that they embarked. It is also a platform for students with job/internship offers in hand and would like to share more about the selection process that they recently went through. We believe that this session would greatly benefit students still on the look-out, or those who are soon to be on the job-market!

To make the organizing better, we would like to know if you have an internship/job offer or a recent internship experience that you would like to share. Please fill in the survey form below if would like to. We would greatly appreciate if you can fill it as soon as possible.

https://docs.google.com/forms/d/e/1FAIpQLSersR3ae7oc_5J9k7pbbJ3ED9Nxq5ynnqXT49a1RcOzJBkziA/viewform?usp=sf_link

Caterpillar Analytics Info Session

Caterpillar Logo on White Background

 

When: Tuesday, March 28th at 6:00pm

Where: 103 Transportation Building

Join us on Tuesday to learn how one of the world’s largest heavy equipment manufacturers uses data science and operations research to design, build, and transport machines across the globe.  Our guests from Caterpillar will also be sharing information about the many internship and full-time opportunities, including positions at their two locations in the UI Research Park.

Speakers include:

  • Beth Ladd, Director – Data Innovation Lab at UI Research Park
  • Chris Ha, Manager – Optimization and Advanced Analytics, Champaign Simulation Center at UI Research Park
  • Rachele Ackerman, Marketing and Analytics Recruiting Manager
  • Stephen Prince, Analytics Professional Development Program & Recent UIUC Statistics Grad

And of course, pizza will be provided. We look forward to seeing you all!

Weekly Research Meet-up

Well what is a Weekly Research Meet-up? 

It’s a weekly discussion comprised of students, where every week one student may volunteer to talk about an interesting paper they’ve read, or to talk about their research, or anything else that they would wish to share with our student community in an informal environment.

That sounds great! When and where is the first Meet-up? 

Monday 30/1 at 5:30pm, Tb 305.

Will there be pizza and coffee?

Yes!

For the first meeting this Monday, Sagnik Das (PhD in IE) has volunteered to talk about an interesting paper in assortment optimization. Hope to see you all there!  

Seminar by Prof Alexandra Chronopoulou

We are pleased to have Prof Alexandra Chronopoulou give a Seminar on her research. Grad students get a seminar credit and coffee will be served.
When: 5pm, Wednesday, Nov 30th.
Where: Tb 303
Title:
Long Memory and Roughness in Stochastic Volatility Models
Abstract:
Long memory stochastic volatility (LMSV) models have been used to explain the persistence of volatility in the market, while rough stochastic volatility (RSV) models have been shown to reproduce statistical properties of low frequency financial data. The goal of this talk is to propose a general methodology for the estimation of the parameters of the above models, the filtering of the volatility process, and the calibration of the dependence parameter, which will then be applied to the option pricing on the S&P 500 index.

INFORMS Mock Presentation

Are you presenting at the INFORMS Annual Meeting 2016?

Please fill this form if you’d like to present your work in front of your peers at UIUC: Link

Event details:

  • Where: Tb 303
  • When: 4pm, Friday, 11th November 2016

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