Portfolio Optimization (Quants) & Energy Investments
Portfolio Optimization (Quants) & Energy Investments
Duration: 5h 14m | .MP4 1280x720, 30 fps(r) | AAC, 44100 Hz, 2ch | 2.52 GB
Genre: eLearning | Language: English
Duration: 5h 14m | .MP4 1280x720, 30 fps(r) | AAC, 44100 Hz, 2ch | 2.52 GB
Genre: eLearning | Language: English
1. Portfolio Optimization, 2. Energy Investment models. We start From ZERO
What you'll learn
We develop a rigorous understanding of energy investments & code this on FICO & GAMS
We develop a rigorous understanding of DETERMINISTIC and STOCHASTIC Optimization.
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 develop Stochastic Optimization models and apply them to Energy and Finance. Specifically…
a) We install FICO and GAMS software and learn the fundamental code needed.
b) We define what Stochastic Optimization is, what a scenario is, what uncertainty is, what the levels of uncertainty are,
what a Scenario Tree is , and we look at mathematical formulations for Stochastic Optimization.
c) We apply Stochastic Optimization to Energy. Specifically we build an Energy Investment model.
d) We apply Stochastic Optimization to Finance. Specifically we build a Portfolio Optimization model. We use FICO and GAMS software tools.
e) We model with code the operation of an electricity network: power flows, costs, thermal limits etc.
f) We learn the differences between deterministic and stochastic optimization. The code is significantly different in these two versions of optimization.
g) We conduct sensitivity analyses on stochastic optimization problems.
The entire FICO and GAMS code, and complementary material used in this course, are all available to download.
No prerequisites are specified for this course.
We start, literally, from the very beginning and build , step by step, the necessary knowledge.
In case you have difficulties , please feel free to post them in the Q & A section.
Thank you, and see you in the course.
Who this course is for:
Enterpreneurs
PhD students
Quantitative Finance professionals
Energy investment professionals
Postgraduate students
Academics
Policy makers
More Info
Portfolio Optimization (Quants) & Energy Investments
