Autor: Gautam Mitra

Gautam Mitra (London, UK) is an internationally renowned research scientist in the field of computational optimisation and modelling. He has developed a world class research group in his area of specialisation with researchers from Europe, UK, USA and Asia. He has published three books and over one hundred refereed research articles. He was Head of the Department of Mathematical Sciences, Brunel University between 1990 and 2001. In 2001 he established CARISMA: The Centre for the Analysis of Risk and Optimisation Modelling Applications. CARISMA specialises in the research of risk and optimisation and their combined paradigm in decision modelling. Professor Mitra is also a Director of UNICOM Seminars and Opti Risk Systems; Opti Risk specialises in the research and development of optimisation and financial analytics tools. Leela Mitra (London, UK) is a Quantitative Analyst at Opti Risk Systems. Dr Mitra joined Opti Risk System as a Quantitative Analyst in 2004. She received her Ph D in Operational Research on the topic of «Scenario generation for asset allocation models» from CARISMA, Brunel University. Topics included «mixed» scenario sets for investment decisions with downside risk, pricing and evaluating a bond portfolio using a regime switching Markov model and desirable properties for scenario generation. She has a first class BA (Joint Honours) degree in Mathematics and Philosophy from King»s College (University of London). Prior to joining Opti Risk, Leela worked in the pensions industry as an actuarial consultant for Mercer HR and subsequently with Jardine Lloyd Thomson. She is part qualified as an actuary.