Genre: eLearning | MP4 | Video: h264, 1280x720 | Audio: aac, 44100 Hz
Language: English | VTT | Size: 2.52 GB | Duration: 4h 57m

We develop a rigorous understanding of DETEISTIC and STOCHASTIC Optimization.

What you'll learn

We develop a rigorous understanding of energy investments & code this on FICO & GAMS

We develop a rigorous understanding of PORTFOLIO OPTIMIZATION UNDER UNCERTAINTY.

We learn by doing.

We develop a rigorous understanding of MATHEMATICAL FORMULATIONS.

Requirements

No pre-requisites. We start from scratch!

We install the software FICO Xpress and GAMS on our computer for free.

Description

We b by installing the necessary software: FICO and GAMS. We also learn the commands that will be necessary for this course.

We then learn the theory around energy investments with application to electricity.

We learn what stochastic optimization is and how it applies to energy investments.

We then build our first stochastic optimization model using FICO Xpress. We simulate the operation of an electricity network, including the power flows, and the costs, including investment and operation.

We also understand how the code can be written in a mathematical form, and vice versa.

We then learn the theory around Portfolio Optimization. We build a model using FICO and also using GAMS.

We look into the differences between deteistic and stochastic optimization. We look at how the results are different also. Also, how this translates into the code i.e. how uncertainty is actually represented in the code and which constraints we change.

We conduct sensitivity analysis and observe how changes in specific input parameters affect the results we get.

The entire FICO and GAMS code, and complementary material, are all available to .

Also any questions you may have, please do not hesitate to ask in the Q & A section of the course. You are receiving life support on all issues related to stochastic optimization.

There are coupons available for discounted purchase of my other courses. Do not hesitate to get in touch by sending me a message though this platform and I will send you a link.

Who this course is for:

Enterpreneurs

PhD students

Quantitative Finance professionals

Energy investment professionals

Postgraduate students

Acads

Policy makers



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