Portfolio Optimisation requires assembling a portfolio by allocating limited funds to invest in a subset of assets chosen from a universe of possible choices to attain an objective return on the investment. Modern Portfolio Theory leads to a quantitative framework in which expected return is maximised for a given level of risk, it was established with a paper in 1952 by Harry Markowitz. Finding the globally optimal portfolio allocation with problem instances that include a universe of even dozens of assets, let alone orders of magnitude larger, is impractical. Particularly in real world situations where it is essential to find a solution in time for it to be relevant for decision making. Topics of interest to the task force include (but are not at all limited to): automatic decision recommendation "robo-advisors", risk evaluation, portfolio optimization with big data including high velocity streaming data and large volumes of data, approaches for learning and adapting asset allocation decision models, and developing ways to account for and measure risk.