Research Projects
Current ( 2000 Onwards )
- Risk Based Planning: Development of Human Resources, Professional Training and Knowledge Transfer (RISKPLAN)
To create a network of premier institutes in EU and Asia with a view to design course curriculum and courseware for developing skilled human resources with expertise in risk based modelling. The project sets out to capture the best practices in planning and decision making for contributing towards better utilization of resources with reduced risk.
- WEBOPT - The WEBOPT project sets out to
create a network of research scientists
and develop an integrated optimisation
software environment to be used
as web enabled products and services.
The target groups are made up of
academic researchers in leading
technical and management institutes,
faculty of regional technical colleges,
SME suppliers of software tools,
practitioners within the IT and
management teams of public and private
sector industries
- ROPA 2002 - Valuation of Strategic
Plans by Real Options and Stochastic
Programming.
G Mitra, N H Bingham, C A Poojari.
The Engineering and Physical Sciences
Research Council (UK).
- MB RISK MANAGEMENT - T C S Programme:
Factor Models and Numerical Procedures
for Interest Rate.G Mitra, X Zhang.
Department of Trade and Industry
, The Engineering and Physical Sciences
Research Council (UK).
- UNILEVER RESEARCH, Port Sunlight
- Natural Oil Purchase Cover Policy:
Using Futures and Spot Prices. G
Mitra, C A Lucas, C A Poojari.
- UBS WARBURG - Discrete Quadratic
Programming Optimisation Engine
for Portfolio Analytics System (PAS).
G Mitra E D F Ellision, M Guertler
- INQUIRE - Models and Algorithms for Portfolio.
Analytics. G Mitra, T Kyriakis.
- BP Oil: Aggregation of Credit Risk and Market Risk.
G Mitra, P Date and O Kozlowska.
- Kidde/United Technologies: Modelling the Residual Risk of Safety System Failure.
P Date, G Mitra, T Ganguly, Tong Ji.
- UBS: Long-Short Portfolio Planning Models with Discrete Asset Choice Constraint.
G Mitra, L Mitra, E F D Ellison, C Lucas.
- OptiRisk: Scenario Generation Model Library for Stochastic Programming (KTP).
F Spagnolo, N Spagnolo, C Valente, D Roman .