Stochastic Programming Applications In Finance Energy Planning And Logistics
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Stochastic Programming
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Author : Horand Gassmann
language : en
Publisher: World Scientific
Release Date : 2013
Stochastic Programming written by Horand Gassmann and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013 with Business & Economics categories.
This book shows the breadth and depth of stochastic programming applications. All the papers presented here involve optimization over the scenarios that represent possible future outcomes of the uncertainty problems. The applications, which were presented at the 12th International Conference on Stochastic Programming held in Halifax, Nova Scotia in August 2010, span the rich field of uses of these models. The finance papers discuss such diverse problems as longevity risk management of individual investors, personal financial planning, intertemporal surplus management, asset management with benchmarks, dynamic portfolio management, fixed income immunization and racetrack betting. The production and logistics papers discuss natural gas infrastructure design, farming Atlantic salmon, prevention of nuclear smuggling and sawmill planning. The energy papers involve electricity production planning, hydroelectric reservoir operations and power generation planning for liquid natural gas plants. Finally, two telecommunication papers discuss mobile network design and frequency assignment problems.
Modeling With Stochastic Programming
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Author : Alan J. King
language : en
Publisher: Springer Nature
Release Date : 2024-05-31
Modeling With Stochastic Programming written by Alan J. King and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-05-31 with Mathematics categories.
This is an updated version of what is still the only text to address basic questions about how to model uncertainty in mathematical programming, including how to reformulate a deterministic model so that it can be analyzed in a stochastic setting. This second edition has important extensions regarding how to represent random phenomena in the models (also called scenario generation) as well as a new chapter on multi-stage models. This text would be suitable as a stand-alone or supplement for a second course in OR/MS or in optimization-oriented engineering disciplines where the instructor wants to explain where models come from and what the fundamental modeling issues are. The book is easy-to-read, highly illustrated with lots of examples and discussions. It will be suitable for graduate students and researchers working in operations research, mathematics, engineering and related departments where there is interest in learning how to model uncertainty. Alan King is a Research Staff Member at IBM's Thomas J. Watson Research Center in New York. Stein W. Wallace is a Professor of Operational Research and head of Center for Shipping and Logistics at NHH Norwegian School of Economics, Bergen, Norway.
Stochastic Modeling And Optimization Methods For Critical Infrastructure Protection Volume 2
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Author : Alexei A. Gaivoronski
language : en
Publisher: John Wiley & Sons
Release Date : 2025-04-29
Stochastic Modeling And Optimization Methods For Critical Infrastructure Protection Volume 2 written by Alexei A. Gaivoronski and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-04-29 with Business & Economics categories.
Stochastic Modeling and Optimization Methods for Critical Infrastructure Protection is a thorough exploration of mathematical models and tools that are designed to strengthen critical infrastructures against threats – both natural and adversarial. Divided into two volumes, this first volume examines stochastic modeling across key economic sectors and their interconnections, while the second volume focuses on advanced mathematical methods for enhancing infrastructure protection. The book covers a range of themes, including risk assessment techniques that account for systemic interdependencies within modern technospheres, the dynamics of uncertainty, instability and system vulnerabilities. The book also presents other topics such as cryptographic information protection and Shannon’s theory of secret systems, alongside solutions arising from optimization, game theory and machine learning approaches. Featuring research from international collaborations, this book covers both theory and applications, offering vital insights for advanced risk management curricula. It is intended not only for researchers, but also educators and professionals in infrastructure protection and stochastic optimization.
Data Analytics Applications In Latin America And Emerging Economies
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Author : Eduardo Rodriguez
language : en
Publisher: CRC Press
Release Date : 2017-07-28
Data Analytics Applications In Latin America And Emerging Economies written by Eduardo Rodriguez and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-07-28 with Business & Economics categories.
This book focuses on understanding the analytics knowledge management process and its comprehensive application to various socioeconomic sectors. Using cases from Latin America and other emerging economies, it examines analytics knowledge applications where a solution has been achieved. Written for business students and professionals as well as researchers, the book is filled with practical insight into applying concepts and implementing processes and solutions. The eleven case studies presented in the book incorporate the whole analytics process and are useful reference examples for applying the analytics process for SME organizations in both developing and developed economies. The cases also identify multiple tacit factors to deal with during the implementation of analytics knowledge management processes. These factors, which include data cleaning, data gathering, and interpretation of results, are not always easily identified by analytics practitioners. This book promotes the understanding of analytics methods and techniques. It guides readers through numerous techniques and methods available to analytics practitioners by explaining the strengths and weaknesses of these methods and techniques.
Operations Research And Enterprise Systems
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Author : Begoña Vitoriano
language : en
Publisher: Springer
Release Date : 2017-02-14
Operations Research And Enterprise Systems written by Begoña Vitoriano and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-02-14 with Computers categories.
This book constitutes revised selected papers from the 5th International Conference on Operations Research and Enterprise Systems, ICORES 2016, held in Rome, Italy, in February 2016. The 14 papers presented in this volume were carefully reviewed and selection from a total of 75 submissions. They are organized in topical sections named: methodologies and technologies; and applications.
Handbook Of Risk Management In Energy Production And Trading
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Author : Raimund M. Kovacevic
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-11-27
Handbook Of Risk Management In Energy Production And Trading written by Raimund M. Kovacevic and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-11-27 with Business & Economics categories.
This book presents an overview of the risks involved in modern electricity production, delivery and trading, including technical risk in production, transportation and delivery, operational risk for the system operators, market risks for traders, and political and other long term risks in strategic management. Using decision making under uncertainty as a methodological background, the book is divided into four parts, with Part I focusing on energy markets, particularly electricity markets. Topics include a nontechnical overview of energy markets and their main properties, basic price models for energy commodity prices, and modeling approaches for electricity price processes. Part II looks at optimal decisions in managing energy systems, including hydropower dispatch models, cutting plane algorithms and approximative dynamic programming; hydro-thermal production; renewable; stochastic investments and operational optimization models for natural gas transport; decision making in operating electricity networks; and investment in extending energy production systems. Part III explores pricing, including electricity swing options and the pricing of derivatives with volume control. Part IV looks at long-term and political risks, including energy systems under aspects of climate change, and catastrophic operational risks, particularly risks from terrorist attacks.
The Fascination Of Probability Statistics And Their Applications
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Author : Mark Podolskij
language : en
Publisher: Springer
Release Date : 2015-12-26
The Fascination Of Probability Statistics And Their Applications written by Mark Podolskij and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-12-26 with Mathematics categories.
Collecting together twenty-three self-contained articles, this volume presents the current research of a number of renowned scientists in both probability theory and statistics as well as their various applications in economics, finance, the physics of wind-blown sand, queueing systems, risk assessment, turbulence and other areas. The contributions are dedicated to and inspired by the research of Ole E. Barndorff-Nielsen who, since the early 1960s, has been and continues to be a very active and influential researcher working on a wide range of important problems. The topics covered include, but are not limited to, econometrics, exponential families, Lévy processes and infinitely divisible distributions, limit theory, mathematical finance, random matrices, risk assessment, statistical inference for stochastic processes, stochastic analysis and optimal control, time series, and turbulence. The book will be of interest to researchers and graduate students in probability, statistics and their applications.
World Scientific Series In Finance
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Author : Nils Hemming Hakansson
language : en
Publisher: World Scientific
Release Date : 2013
World Scientific Series In Finance written by Nils Hemming Hakansson and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013 with Business & Economics categories.
The aim of this book is to document, on a solid and convincing foundation, two public policy mistakes of the United States Government that have been extremely costly. First, the failure to combine stocks with long-term government bonds in the Social Security Trust Fund, the way other nations do, has resulted not only in an investment shortfall well into the trillions of dollars, but has also reduced US and global economic growth and increased the national debt. Second, by employing the Unified Budget concept beginning in 1970, the US Government has since then understated its financial deficits by more than $4 trillion and in doing so it has shielded the increase in the debt owed to the public by roughly half.This study documents that the notion of Social Security as a minimal safety net is consistent with the views of both Adam Smith and Friedrich Hayek and that private social security accounts are inefficient and subject to moral hazard and huge productivity losses. It also introduces a novel approach to long-term investing suitable for perpetual funds consistent with the empirical phenomena of risk premia and mean reversion, including no asset sales and the use of short-term borrowing on a rollover basis to cover negative net inflows.The study also proposes that payroll taxes be re-labeled Social Security Contributions and that the Social Security System be made independent and professionally managed based on the Federal Reserve System model.
Managing And Measuring Of Risk
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Author : Oliviero Roggi
language : en
Publisher: World Scientific
Release Date : 2013
Managing And Measuring Of Risk written by Oliviero Roggi and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013 with Business & Economics categories.
This volume presents the most recent achievements in risk measurement and management, as well as regulation of the financial industry, with contributions from prominent scholars and practitioners, and provides a comprehensive overview of recent emerging standards in risk management from an interdisciplinary perspective.
Managing And Measuring Of Risk Emerging Global Standards And Regulations After The Financial Crisis
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Author : Oliviero Roggi
language : en
Publisher: World Scientific
Release Date : 2013-02-20
Managing And Measuring Of Risk Emerging Global Standards And Regulations After The Financial Crisis written by Oliviero Roggi and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-02-20 with Business & Economics categories.
This edited volume presents the most recent achievements in risk measurement and management, as well as regulation of the financial industry, with contributions from prominent scholars and practitioners such as Robert Engle, 2003 Nobel Laureate in Economics, Viral Acharya, Torben Andersen, Zvi Bodie, Menachem Brenner, Aswath Damodaran, Marti Subrahmanyam, William Ziemba and others. The book provides a comprehensive overview of recent emerging standards in risk management from an interdisciplinary perspective. Individual chapters expound on the theme of standards setting in this era of financial crises where new and unseen global risks have emerged. They are organized in a such a way that allows the reader a broad perspective of the new emerging standards in macro, systemic and sovereign risk before zooming into the micro perspective of how risk is conceived and treated within a corporation. A section is dedicated to credit risk and to the increased importance of liquidity both in financial systems and at the firm's level.