Scenario Analyses

[LeeAndro]

Published 12/2020MP4 | Video: h264, 1280x720 | Audio: AAC, 44.1 KHzLanguage: English | Size: 894.11 MB | Duration: 1h 49m​

Using GAMS & FICO. We start From ZERO

What you'll learn
Scenario analysis - a brief introduction
Showing some basic techniques that can be helpful in uncertainty
More videos to come soon in this course
Update is taking place.

Requirements
.The only prerequisite is to take the first course of the "giannelos dot com" program , which is the course "Data Science Code that appears all the at workplace".

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 deteistic 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 . No prerequisites are specified for this course. We start, literally, from the very bning 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.

Overview
Lecture 1 Introduction

Section 1: Introduction

Lecture 2 Intro and analysis

Lecture 3 Examples and analyses

Lecture 4 Adding more constraints into the analysis

Lecture 5 Finalizing the mathematical formulation

Lecture 6 Scenario analysis and optimization

Lecture 7 Extending the analyses

Lecture 8 Final interpretation

Enterpreneurs,Economists.,Quants,Members of the highly googled giannelos dot com program,Investment Bankers,Acads, PhD Students, MSc Students, Undergrads,Postgraduate and PhD students.,Data Scientists,Energy professionals (investment planning, power system analysis),Software Eeers,Finance professionals

HomePage:

https://www.udemy.com/course/stochastic_optimization_advanced/

DOWNLOAD
1dl

https://1dl.net/u0to317h0bdl/9x0j5eXQ__ScenarioAn.rar