Given the complexity of today's portfolio management and risk management challenges, strategic alliances with distinctively competent professionals and entities are critical. The following is a list of professionals and entities whom we have developed relationships:
Prof. Lester Ingber -- Prof. Ingber has published over 85 papers and books in the categories of: theoretical nuclear physics, neuroscience, finance, general optimization, combat analysis, karate, and education. Since 1980 he has developed a statistical mechanics approach to financial markets, e.g., to multivariable term structure and stochastic markets. His publications in neuroscience in 1983 and in finance in 1990 were the first papers accepted on these subjects in the premier physics journal Physical Review. Since 1987 he has developed Adaptive Simulated Annealing (ASA), one of the most powerful optimization algorithms for nonlinear and stochastic systems, working with thousands of users. Other codes have been developed to model multivariate nonlinear stochastic systems. Present projects conducted through Lester Ingber Research (LIR) are extending his mathematical physics approach to financial markets, using ASA to embed canonical momenta indicators of these systems in customized rules.