OptiRisk Systems

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					                                                  OptiRisk Systems
                     Dr Cormac Lucas and Prof. Gautam Mitra



Contact:
Address: OptiRisk Systems, UNICOM R&D House, One Oxford Road
Uxbridge, Middlesex UB9 4DA, United Kingdom
Email: info@optirisk-systems.com; WEB: www.optirisk-systems.com
Telephone: +44 (0)1895 819 488 / 483
Fax: +44 (0)1895 813 095
Outline
          1. About OptiRisk
          2. Mission Statement
          3. The People
          4. Products
          5. Services
          6. USP:Unique Selling Points
          7. Selection of Clients
1. About OptiRisk

OptiRisk Systems is a UK based company with a global reach; the
company has been set up to provide Optimisation and Risk
Management solutions.

OptiRisk has customers across a number of business sectors
including financial services, defence, transportation, energy, banking,
consumer electronics, insurance and government.

Primary Business:
• Development and Sales of software tools and components
• Project work and Consulting
• Training in Optimisation and Risk Modelling
2. Mission Statement
The mission of OptiRisk Systems is to be a global yet a niche player and a
leader in the provision of optimisation and risk solutions. Within OptiRisk
Systems we foster a culture of research and team building thus empowering
our staff to achieve their full potential. We are highly customer focused and
motivate our staff to provide an excellent service, which matches the business
needs of the clients.

We set out to achieve our mission through
-  Development of models, algorithms, software systems
-  Acquisition and value added reselling of optimisation software and specialist
   applications,
-  Utilising leading edge networking, computing and software technologies.
-  Provision of services covering training and customised applications for a number of
   sectors including:
     Finance
     Supply Chain and Logistics
     Utilities
     Transportation
3. People
Prof. Gautam Mitra and Dr. Cormac Lucas bring their experience and enthusiasm to drive this
company. The company also draws upon the research experience of CARISMA: The Centre for
the Analysis of Risk and Optimisation Modelling Applications Brunel University and benefits from
the R & D support an research results of their many researchers.
Prof. Gautam Mitra FBCS, FIMA, FRSA
    Director & Chairman of Optirisk Systems, Director of CARISMA
    Prof. Mitra has over 40 years of experience in Mathematical Programming Modelling, Computational
    Optimisation, Operational Research, Computational Optimisation, Stochastic programming and Risk
    Decisions in Finance.
Dr. Cormac Lucas
    Director of Optirisk Systems
    Dr. Lucas has extensive knowledge in Mathematical programming modelling, Pre-analysis techniques
    in linear programs and representation of logical expressions as MIPs. Dr. Lucas earned a bachelor of
    science degree from the Brunel University, (1981)and a PhD(1986) from Brunel University. In addition
    to this, he has held academic positions at CARISMA, Brunel University..
Mr Frank Ellison
    Mr Frank Ellison is the principal optimisation consultant ; he has extensive knowledge of optimisation
    models, solver systems, and decision support systems.

                 { CARISMA is the academic research partner of OptiRisk systems }

The company has a highly skilled pool of manpower resources. There are 3 Phd and
       4 post graduate researchers variously working for OptiRisk systems
Products
    OptiRisk Systems sell an extensive range of software for Optimisation and Risk
    application(s). Our software range includes Modelling Systems for Mathematical
    Programming, Optimisation Tools, and a number of Optimisation Software Suites

• Optimisation Solver (FortMP/FortSP)
      - Linear / Mixed Integer (LP / IP)
      - Quadratic / Mixed (QP / QMIP)
      - Stochastic optimization (SP)
      - FortMP-MEX Matlab add-on
• Portfolio Optimisation model and engine
•     Modelling Tools (AMPL Suite)
            - AMPL Studio, AMPL COM, SAMPL/ SPInE
• Liability Determined Investment(LDI) / Asset and Liability
     Management (ALM)
Products : Optimisation Solvers

  FortMP is a large scale optimizer
  Solves LP/MIP/QP/QMIP problems
    LP: Barrier and sparse simplex algorithms
    MIP: Branch and bound, cutting planes,
   pre-processing tecniques
    QP: Branch and bound and branch and
   relax
  Stand-alone and library version for embedding
Products : Modelling Tools (AMPL)

  AMPL: comprehensive and powerful algebraic
   modelling language for linear and non-linear
   optimisation problems
  It is ideally suited for rapid prototyping and
   model development
  AMPL has been extended to express
   stochastic optimisation models (SAMPL)
Products : AMPL Products offer

                                 AMPL
                    Data
                                 Models
    AMPL Studio




        AMPL
     Interactive      AMPL COM
                       Object


                                  C# / C++ / VB /
                                 VBA Application
      SAMPL/SPInE
Products : AMPL Studio

 • Integrated modelling system based on
   AMPL language.
 • Benefits:
      Rich and user-friendly graphical interface
      Compact and easy database connection
      Workspace management
      Model (set / variables) explorer
      Seamless integration through memory interaction with a
       variety of solvers
Products : AMPL Studio
                                Menu Bar


                                   Editing Area
      Workspace and
      Model Explorer




                 Multifunctional Output
                        Console
Products : AMPL – COM Object
 • Object Oriented Component Library, based on
   Microsoft COM software technologies

 • Rationale:
     Software building blocks utilise the features of a programming
      language and AMPL individually as well as in combination

 • Benefits:
       The components are used to build powerful DSS
        applications
       They hide models from end users – when desiderable
       They make readily available the full AMPL features from
        any major programming language
Products : AMPL – COM Object
                            AMPL


                               SolverS                  Command
  ModelS



   Model




VariableS   ConstraintS    ObjectiveS    OptionS   Solution   SolTime




Variable      Constraint    Objective
Products : AMPL Studio - SPInE
 Seamlessly integrated into AMPL studio environment
 Extends AMPL language with constructs specific for modelling SP
  problems and interprets them
                                                Random
                                               parameters
                                                                        Stages
                                                                     aggregations


                              Variables                                               Scenario tree
                                                                                        structure


                    Indices          Constraints                     Time index             Scenario
                                                                                             index

                     Parameters
                                          Objectives                          Scenario
                                                                            probabilities


                                                            Probabilistic
                                                            constraints
Products : Asset & Liability Management         (ALM)


  • Complex application, from data fetching to problem
    solving and results interpretation
  • ALM model with a fixed income portfolio and interest
    rate swaps
  • Minimize deviations of the present value of assets
    and liabilities and initial cash.
  • It is composed by four deterministic model and one
    stochastic
Products : LDI Information Flow
                                                            Information

                                                                                            RISKWATCH
                      RISKWATCH +                       Data
  Market Data                                                                                + Customer
                       Data Builder
                                                       Sources                              Data Builder


                                                 POPULATE DATA




                                        Consolidator         DATA MART
                                             +                                          AMPL
                                         Diagnostic              #.TAB                  MODEL



                           Optimisers

                     - FortMP
                     - CPLEX
                                                                 AMPL Modelling
  Simulation and
                                                                  Environment
  visualization to                RESULTS                   [AMPL Com Object + LDI Model File +
  RISKWATCH                                                      #.DAT File + #.RUN File]
Products : LDI Project Control
Products : LDI Optimisation Engine
Products : LDI - Simulation and Analysis
5. Services
 OptiRisk systems undertake
 • research and development in optimisation modelling
 • research and development in the analysis and modelling of risk
 • analysis of information systems and data modelling
 Our Recently Developed DSS
 •   Portfolio Rebalancing
 •   Asset and Liability Management
 •   Supply Chain Management
 •   Planning & Scheduling of Defence Assets
 •   Purchase policy of natural oil
We run public as well as in-house training courses
• in optimisation modelling
• stochastic optimisation and risk modelling
• creation of decision support systems
6. USP (Unique Selling Points)
  • Specialist with deep domain knowledge in optimisation
    modelling and risk analysis

 •   Proven track record of supplying optimisation based
     DSS to industry leaders

 •   BS EN ISO 9000: 2000
     ( quality standard achieved by the company )


 •   Achieved investor in people accreditation in respect of
     management principles and procedures and staff care


 •   Committed to the highest level of client support
7. Selection of Clients
OptiRisk has customers across a number of business sectors including
defence, transportation, energy, banking, consumer electronics, insurance
and government. Some of the industry leaders that rely on products and
services offered by us to their power mission-critical applications

   • HBOS Plc/ INSIGHT (UK)              • British Gas (UK)
   • UBS Investment Research (UK)        • Southern Electric (UK)
   • Fidelity Investment Ltd.(UK)
                                         • NAG Ltd (UK)
   • Deutsche Bank (UK)
                                         • DTI (UK)
   • APT INC (USA)
   • MOD (UK)                            • Allocare (SWISS)
   • UNILEVER (UK/Netherlands)           • NATO(Belgium)
   • US Coast Guard (USA)

				
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