Message-ID: <1605525.1075856597264.JavaMail.evans@thyme> Date: Tue, 20 Jun 2000 06:55:00 -0700 (PDT) From: pinnamaneni.krishnarao@enron.com To: uryasev@aol.com Subject: Re: It was nice meeting you at the INFORMS meeting. Mime-Version: 1.0 Content-Type: text/plain; charset=ANSI_X3.4-1968 Content-Transfer-Encoding: quoted-printable X-From: Pinnamaneni Krishnarao X-To: Uryasev@aol.com @ ENRON X-cc: X-bcc: X-Folder: \Vincent_Kaminski_Jun2001_5\Notes Folders\C:\Technote\Mail\Techmemos X-Origin: Kaminski-V X-FileName: vkamins.nsf I enjoyed talking to you in the SLC conference. Thank you for the reference= =20 to your recent publication. Let me find out about Rice seminars and any=20 interest within our group and get back to you. Regards, Krishna. Uryasev@aol.com on 06/18/2000 05:58:38 AM To: cc: =20 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 c= an=20 download my recent papers and reports in the area of risk management and=20 financial engineering from http://www.iseufl.edu/uryasev/pubs.html#p Further, I give the list of recent downloadable publications related to the= =20 risk management and financial engineering. 1. Uryasev, S. Conditional Value-at-Risk: Optimization Algorithms and=20 Applications. Financial Engineering News, No. 14, February, 2000. 2. Uryasev, S. Introduction to the Theory of Probabilistic Functions and=20 Percentiles (Value-at-Risk).Research Report 2000-7. ISE Dept., University o= f=20 Florida, May 2000. 3. Chekhlov, A., Uryasev, S., and M. Zabarankin. Portfolio Optimization Wit= h=20 Drawdown Constraints. Research Report 2000-5. ISE Dept., University of=20 Florida, April 2000. 4. Palmquist, J., Uryasev, S., and P. Krokhmal. Portfolio Optimization with= =20 Conditional Value-At-Risk Objective and Constraints. Research Report 99-14.= =20 ISE Dept., University of Florida, November 1999. 5. Andersson, F. and S. Uryasev. Credit Risk Optimization With Conditional= =20 Value-At-Risk Criterion. Research Report 99-9. ISE Dept., University of=20 Florida, August 1999. 6. Uryasev, S. and R.T. Rockafellar. Optimization of Conditional=20 Value-At-Risk. Research Report 99-4. ISE Dept., University of Florida, June= =20 1999. I am e-mailing to you from Japan. I am for three month at the Center for=20 Research in Advanced Financial Technology, Tokyo Institute of Technology. = =20 Here in Japan, I am collaborating with my colleges on new classification=20 techniques. Suppose you have some data set (e.g., a data set of financial= =20 records of companies) and you want to rate the companies based on this (or= =20 some other information). Linear programming and semi-definite programming= =20 methods are used for this purpose. With these techniques we are able to=20 calculate credit rating of investment companies (AAA,BBB,=01(). Similar=20 techniques can be used for scoring of credit card applications and other=20 classification problems. I am interested in applied projects in energy, risk management, and financi= al=20 engineering area. I will be happy to collaborate with you on this subject. = I=20 am looking for financial support for PhD students who may work on your=20 applications. Also, I will be interested in to give a presentation at your= =20 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