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We rank people every day. We rank their influence; we rank them for jobs; for credit; for fun. We rank them for dating, knowledge, reputation, and for funding or joining a startup. Ranking is hard and subjective. But the results are there for all too see -- who drives action? Who gets the job? Who gets funded? We need better science and engineering for people ranking, and we will make it here.
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Our group is for those interested in computational dynamic {portfolio optimization, risk management, indexes tracking} and dynamic economic. We will share experience and knowledge in the field, and help each other with ideas and projects. This group is about using tools from stochastic control theory, dynamic programing, kalman filters, signal processing, non-linear and combinatorial optimization in order to model and understand the above mentioned subject. Any person that feels comf …
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