Scenario Analyses

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 time 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 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.
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,Academics, PhD Students, MSc Students, Undergrads,Postgraduate and PhD students.,Data Scientists,Energy professionals (investment planning, power system analysis),Software Engineers,Finance professionals

Homepage

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

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