Welcome to COMISEF

COMISEF is a Research and Training Network, co-ordinated by Peter Winker, University of Giessen.

The scope of quantitative research in economics and finance broadens due to the increasing availability of data sets. In order to extract relevant information from these data new statistical procedures are developed often resulting in highly complex optimization problems. Novel optimization procedures are required to tackle these problems without imposing unrealistic assumptions. COMISEF will contribute to the development of these methods, their statistical analysis and their application to problems in statistics, econometrics and finance by concentrating on heuristic optimization methods.

In this context, COMISEF will conduct individual and joint research and training activities exploiting the specific expertise of all partners.

COMISEF participants at the Complementary Skills Tutorial (TC-I) at Rauischholzhausen in Germany, July 2007