Course Online Course by Udemy, On Sale Here
Using GAMS & FICO. We start From ZERO
An excellent training about
Develop Stochastic Optimization Models for Finance & Energy
We develop Stochastic Optimization models and apply them to Energy and Finance. Specifically.a) We install FICOand 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 FICOand 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 FICOand 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 & Asection. Thank you, and see you in the course.
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