Abstract:
Adapting an existing portfolio optimizer to support one or more valuated dependencies without modifying the existing portfolio optimizer, may include translating one or more original elements and associated dependencies in a portfolio to be optimized based on said one or more valuated dependencies; invoking the existing portfolio optimizer with the translated one or more original elements and associated dependencies; and translating optimization results, if said optimization results contain translated one or more original elements, into a solution characterized in terms of said one or more original elements.
Abstract:
A method, system and computer program product for measuring a risk of an asset portfolio. The system estimates a β-level CVaR (Conditional Value-at-Risk) of the asset portfolio by modeling interdependencies between assets in the asset portfolio. The modeling is based on Gaussian copula model.
Abstract:
The system and method of the present disclosure allow the user to enumerate a set of risk factors for each financial metric time-profile projection, and respond to a set of questions that is linear in the number of risk factors. In one embodiment, the risk elicitation on each risk factor uses user input of likelihood of risk and impact and/or severity. On each of the risk factors for any given nominal, financial projection estimate, the inputs are systematically converted into a net impact distribution for that nominal, financial estimate.
Abstract:
Wireless communications methods and systems. Metrics for measuring performance of a wireless system are generated and compared to metrics generated with an idealized simulation of the system. If the actual system performance falls below a predetermined level, the system may be reconfigured to improve performance using a centralized or decentralized method for such configuration.
Abstract:
The system and method of the present disclosure allow the user to enumerate a set of risk factors for each financial metric time-profile projection, and respond to a set of questions that is linear in the number of risk factors. In one embodiment, the risk elicitation on each risk factor uses user input of likelihood of risk and impact and/or severity. On each of the risk factors for any given nominal, financial projection estimate, the inputs are systematically converted into a net impact distribution for that nominal, financial estimate.
Abstract:
A method, system and computer program product for measuring a risk of an asset portfolio. The system estimates a β-level CVaR (Conditional Value-at-Risk) of the asset portfolio by modeling interdependencies between assets in the asset portfolio. The modeling is based on Gaussian copula model.
Abstract:
The availability of relevant business resources, or supply, during a global crisis or disruption are estimated by using a forecast of a baseline supply of human resources and various forms of infrastructure and raw materials for a firm as input. That forecast is corrected to account for the impact of a crisis or other disruption, and a corrected forecast as output is provided. The corrected forecast reflects changes in the availability of business resources due to the crisis or disruption, dependencies between resources, as well as any mitigating effects resulting from the implementation of mitigation policies.
Abstract:
A computer implemented method for risk management in energy services. A plurality of cost components and a set of interrelationships among the plurality of cost components can be compiled. Thereafter, the plurality of cost components and set interrelationships among the plurality of cost components can be provided to a large scale linear module. The cost components and interrelationships among the cost components can be processed utilizing the large scale linear module in order to provide data indicative of one or more optimal decisions for establishing a baseline for contracting dialogues between a consumer and a utility company in favor of the consumer.
Abstract:
A system for a variable configuration CO2 removal within an air recovery framework. The system may include description and model development. There may be time modeling that incorporates inter-mode switching time and intra-mode dynamics time. The intra-mode dynamics time may have a mode time interval divided into finite elements and the finite elements may each have collocation points. There may be nonlinear model predictive control with objective function development and tuning. Statistical verification of controller safety performance may be included.