Fall 2007 UMASS
Amherst Operations Research / Management Science Seminar Series (Joint Management Science/Finance Seminar) |
Date: Friday, September 28, 2007 Time: 11:00 AM Location: Isenberg School of Management, Room 112 |
Speaker: Dr. Stavros Siokos
(UMass - '98
Ph.D.) Citigroup London, U.K. |
Biography: Dr. Siokos is based with
Citigroup in London and is a Managing Director of Pensions and
Insurance Relations for Equities in Europe and Head of Alternative
Execution Sales Europe at Citigroup Global Markets in London. Earlier
in his career at Citigroup, he was responsible for the Global Portfolio
Strategies team after serving on the Global Quantitative Research Team.
Dr. Siokos joined Citigroup in 1996 and holds a Ph.D. in Operations
Research from the University of Massachusetts Amherst, an MSc. in
Computer Science from UMass, and a Diploma in Electrical Engineering
from the University of Patras in Greece. He is the author or co-author
of several books, including: Financial Networks:
Statics and Dynamics
co-authored
with Professor Anna Nagurney.
He has authored or coauthored academic papers in journals including: Mathematical and Computer Modelling,
Networks, Annals of Operations Research, Financial Analysts Journal, and Risk. He has authored or
co-authored more than 60 professional papers published in a series of
professional publications, including: Financial
Times, FT Mandate, Euromoney, and The Trade and Risk Magazine. He has been featured in
such journals as: FTSE Global Markets and FT Mandate. Dr. Siokos is a
member and/or director of many industry committees (representing
Citigroup) relating to execution and equity risk and he serves as a
non-executive director for a series of hedge funds. He has been
appointed a member of the external advisory board for COMISEF, an EU
funded Research and Training Network on "Computational Optimization Methods in Statistics, Econometrics, and Finance.”
He serves as a Center Associate at the Virtual Center for
Supernetworks at UMass Amherst. Dr. Siokos has been ranked top in most of the major European surveys in the quantitative and execution services sectors over the last nine years. He has presented at more than 170 conferences (about 30 of them in academic forums) and seminars around the world on topics such as: risk management, portfolio analytics, trading analytics, portfolio construction, algorithmic trading, program trading, direct market access, optimization and financial engineering. He was co-organizer of the conference Computing in Economics and Finance, June 2006 in Limassol, Cyprus. |
TITLE: Latest Trends of Global
Equity Trading: The New Technology, the Players, and the New
Legislation; Differences Between the US and the Rest of the World |
Abstract: |
This series is organized by the
UMASS Amherst INFORMS Student Chapter. Support for this series is
provided by the Isenberg School of Management, the Department of
Finance and Operations Management, INFORMS, and the John F. Smith
Memorial Fund. For questions, please contact the INFORMS Student Chapter Speaker Series Coordinator, Ms. Trisha Woolley, twoolley@som.umass.edu or the Faculty Advisor, Professor Anna Nagurney. |