I enjoyed talking to you in the SLC conference. Thank you for the reference 
to your recent publication. Let me find out about Rice seminars and any 
interest within our group and get back to you.
Regards,
Krishna.




Uryasev@aol.com on 06/18/2000 05:58:38 AM
To: <pkrishn@enron.com>
cc: <uryasev@aol.com> 
Subject: It was nice meeting you at the INFORMS meeting.


Dear Dr. Krishnarao,
It was nice meeting you at the INFORMS meeting. If it is of interest, you can 
download my recent papers and reports in the area of risk management and 
financial engineering from
 http://www.iseufl.edu/uryasev/pubs.html#p

Further, I give the list of recent downloadable publications related to the 
risk management and financial engineering.

1. Uryasev, S. Conditional Value-at-Risk: Optimization Algorithms and 
Applications. Financial Engineering News, No. 14, February, 2000.

2. Uryasev, S. Introduction to the Theory of Probabilistic Functions and 
Percentiles (Value-at-Risk).Research Report 2000-7. ISE Dept., University of 
Florida, May 2000.

3. Chekhlov, A., Uryasev, S., and M. Zabarankin. Portfolio Optimization With 
Drawdown Constraints. Research Report 2000-5. ISE Dept., University of 
Florida, April 2000.

4. Palmquist, J., Uryasev, S., and P. Krokhmal. Portfolio Optimization with 
Conditional Value-At-Risk Objective and Constraints. Research Report 99-14. 
ISE Dept., University of Florida, November 1999.

5. Andersson, F. and S. Uryasev. Credit Risk Optimization With Conditional 
Value-At-Risk Criterion. Research Report 99-9. ISE Dept., University of 
Florida, August 1999.

6. Uryasev, S. and R.T. Rockafellar. Optimization of Conditional 
Value-At-Risk. Research Report 99-4. ISE Dept., University of Florida, June 
1999.


I am e-mailing to you from Japan. I am for three month at the Center for 
Research in Advanced Financial Technology, Tokyo Institute of Technology.  
Here in Japan, I am collaborating with my colleges on new classification 
techniques. Suppose you have some data set (e.g., a data set of financial 
records of companies) and you want to rate the companies based on this (or 
some other information). Linear programming and semi-definite programming 
methods are used for this purpose. With these techniques we are able to 
calculate credit rating of investment companies (AAA,BBB,(). Similar 
techniques can be used for scoring of credit card applications and other 
classification problems.

I am interested in applied projects in energy, risk management, and financial 
engineering area. I will be happy to collaborate with you on this subject. I 
am looking for financial support for PhD students who may work on your 
applications. Also, I will be interested in to give a presentation at your 
company or at the Rice University, as we discussed.


Best regards,
   Stan Uryasev

Prof. Stanislav Uryasev
University of Florida, ISE
PO Box 116595
303 Weil Hall
Gainesville, FL 32611-6595

e-mail: uryasev@ise.ufl.edu
URL: www.ise.ufl.edu/uryasev