Created by Dr. Spyros Giannelos . | Published 2/2021
Duration: 2 hours | 1 section | 8 lectures | Video: 1280×720, 44 KHz | 809 MB
Genre: eLearning | Language: English + Sub
Discover the optimization, economic & data science ideas behind energy investments, by building your own in FICO & GAMS
What you’ll learn
Energy investments & code this on FICO
Requirements
No pre-requisites. We start from scratch!
Description
[under construction ] …. MATERIAL IS CONSTANTLY BEING ADDED
SO, YOU CAN ENROL TO THE COURSE NOW, AS MORE MATERIAL IS CONSTANTLY BEING ADDED.
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We develop Stochastic Optimization models and apply them to Energy and Finance. Specifically…
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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, \nwhat 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.
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The entire FICO and GAMS code, and complementary material used in this course, are all available to download.
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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
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