La gestion de portefeuille et les options dans le domaine de l’énergie

La société partenaire, ENMAX Energy Corporation, est l’un des principaux fournisseurs d’électricité et de gaz naturel en Alberta. Les techniques modernes des processus stochastiques et de l’analyse numérique sont très utilisées pour la gestion du risque et les transactions boursières dans le secteur de l’énergie. Le projet de recherche du stagiaire visait à mettre au […]

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Portfolio Management and Energy Options

The partner company, ENMAX Energy Corporation, is a leading electricity and natural gas supplier in Alberta. Modern techniques from stochastic processes and numerical analysis are widely used in energy risk management and trading. The intern research project involved the development of an optimal portfolio of products in the energy industry as well as the study […]

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Degradation Assessment for Critical Assets in Power Generation

Degradation assessment for critical assets in power generation has great significance for power industry. Existing degradation assessment models failed either in combining the multimodal condition monitoring data or in removing time-varying working condition influences, resulting in inaccurate and/or unreliable degradation assessment results. In order to achieve robust and accurate degradation assessment for power generation critical […]

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