Recent talks

Older talks

  • Robust option pricing, talk given at the IMA workshop on Robust Optimization and Semidefinite Programming, March 12-19, 2003.

  • Convex optimization in classification problems. Talk given at New trends in Optimization and Computational algorithms (NTOC 2001), December 9-13, 2001, Kyoto, Japan. For another version of this talk, given at MIT's Operations Research Center Seminar, click here.

  • Semidefinite Programming and Relatives. Tutorial talk given at the 6th Kernel Workshop, Neural Information Processing Systems Conference, Whistler, Canada, December 14, 2002.