English Version
学院简介 历史沿革 机构设置 现任领导 院长寄语 历任领导 咨询委员会
学科工作 学科采风 科研工作 科研项目 博士后科研流动站
本科教学 专业学位 研究生教学 高端培训 继续教育
招生信息 专业介绍 招聘信息 职业规划 毕业生信息 毕业生去向(Placement of Graduates) EFMD国际人才网
国际交流 合作项目 国际认证 办事指南
学工在线 研究生学工
党建巡礼 学院简报 学习参考 管理制度 教工之家
校友名录 杰出校友 历史名人 MBA联合会 EMBA校友会
 
景林珞珈金融论坛第122期

  题目:A Data-Driven Approach for Managing Price and Quantity Risks in Electricity Wholesales Markets

  报告人:Shijie Deng,Georgia Institute of Technology,Associate Professor

  时间:2018年12月15日(周六)14:00~16:00

  地点:经管院A208

  报告摘要如下:

  In the restructured electricity industry, electricity is traded in forward markets with varying time horizons. A major challenge for large industrial power consumers and load-serving entities is to procure electricity in these markets to minimize the total cost while meeting all the consumption demands. Two sources of risk arising from the electricity market price and the consumption quantity at the time of use not only make the procurement decision difficult but also can cause significant penalty cost if the realized power consumption deviates from the procured quantities by certain margins. Furthermore, the distributions of the market prices and the real-time power demand may not be known. We propose a data-driven approach to tackle this problem through a reinforcement learning framework.

  报告人简介:

  Dr. Shijie Deng is a tenured faculty member in the H. Milton Stewart School of Industrial and Systems Engineering at the Georgia Institute of Technology. He holds a Ph.D. in Industrial Engineering and Operations Research from the University of California at Berkeley. Dr. Deng actively researches and teaches in financial modeling in energy markets, statistical learning and data analytics with energy and financial applications, electricity transmission pricing, carbon emission trading, financial asset pricing and real options valuation. He was the director of the Master of Science Program in Quantitative & Computational Finance at Georgia Tech from 2007 to 2013. He served as an Associate Editor for Operations Research. He received the CAREER Award from the National Science Foundation in 2002.  Dr. Deng has consulted with several private and public companies on issues of energy derivative pricing, structured transactions, and risk management in the deregulated electricity industry.

发布时间:2018-12-11 14:33:36 浏览人数:
相关链接
 
查询服务:2018普通本科生转专业成绩查询 | 本科教务系统 | 研究生教务系统 | 科研管理系统 | E科之家 | 工资查询 | 校历查询 | 电话查询 | 交通查询 | 网站管理
相关链接:《经济评论》 | 《珞珈管理评论》 | 《珞珈MBA》 | 《武汉大学EMBA》 | 康腾实践中心