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Models of Risk Measurement and Control in Power Generation Investment 发电投资风险度量与控制模型
Systems Engineering Procedia Pub Date : 2012-01-01 Epub Date: 2012-01-16 DOI: 10.1016/j.sepro.2011.11.017
Hong-xing Sun, Zhong-fu Tan
{"title":"Models of Risk Measurement and Control in Power Generation Investment","authors":"Hong-xing Sun,&nbsp;Zhong-fu Tan","doi":"10.1016/j.sepro.2011.11.017","DOIUrl":"10.1016/j.sepro.2011.11.017","url":null,"abstract":"<div><p>In the electricity market environment, Power generation companies are faced with much uncertainty and greater risks. It is a realistic problem for power generation companies to optimize their investment decisions and minimize risks in investment of engineering projects. In this paper, Conditional Value at Risk (CVaR) measurement techniques are used to establish models of risk assessment and risk control for power generation companies to invest under multi-markets and multi-types power units. Optimization models of risk control based on two criterions can be used by power generation companies in different electricity markets and different types of power generation units to distribute there investment in order to maximize benefits and minimize risk value. The case demonstrates the validity of these models.</p></div>","PeriodicalId":101207,"journal":{"name":"Systems Engineering Procedia","volume":"3 ","pages":"Pages 125-131"},"PeriodicalIF":0.0,"publicationDate":"2012-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.sepro.2011.11.017","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"74617563","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 7
Research on Banking Crisis Contagion Dynamics Based on the Complex Network of System Engineering 基于系统工程复杂网络的银行危机传染动力学研究
Systems Engineering Procedia Pub Date : 2012-01-01 Epub Date: 2012-06-02 DOI: 10.1016/j.sepro.2012.04.025
Cao Huaihu, Zhu Jianming
{"title":"Research on Banking Crisis Contagion Dynamics Based on the Complex Network of System Engineering","authors":"Cao Huaihu,&nbsp;Zhu Jianming","doi":"10.1016/j.sepro.2012.04.025","DOIUrl":"10.1016/j.sepro.2012.04.025","url":null,"abstract":"<div><p>For the banking crisis contagion problem on the Financial Engineering, a crisis contagion dynamic model is proposed for the banking network based on the Complex Network of latest System Engineering theory. The model combines the contagion process of risk, the network structural features and the behavior characteristics of banking crisis. Contagion dynamics simulation and analysis are made for this model, and a conclusion is draw that the ultimate number of the immune state banks in the crisis banking network depends on contagion probability and network structure. Finally, we discuss that the role of contagion threshold value for the immune strategy for crisis contagion in the banking network, which are important for control the extent of crisis contagion.</p></div>","PeriodicalId":101207,"journal":{"name":"Systems Engineering Procedia","volume":"5 ","pages":"Pages 156-161"},"PeriodicalIF":0.0,"publicationDate":"2012-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.sepro.2012.04.025","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"85588387","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 6
Simulation analysis of crack cause of concrete overflow dam for Hadashan Hydro Project by 3-D FEM 哈大山水电站混凝土溢流坝裂缝成因的三维有限元模拟分析
Systems Engineering Procedia Pub Date : 2012-01-01 Epub Date: 2012-01-16 DOI: 10.1016/j.sepro.2011.11.007
Cao Fujun , Fang Guohua , Ma Xiaogang , Hu Zhinong
{"title":"Simulation analysis of crack cause of concrete overflow dam for Hadashan Hydro Project by 3-D FEM","authors":"Cao Fujun ,&nbsp;Fang Guohua ,&nbsp;Ma Xiaogang ,&nbsp;Hu Zhinong","doi":"10.1016/j.sepro.2011.11.007","DOIUrl":"10.1016/j.sepro.2011.11.007","url":null,"abstract":"<div><p>This paper is mainly to study the cracking reasons for concrete overflow dam of Hadashan Hydro Project. The three-dimensional finite element method (3-D FEM) is developed to simulation analysis the temperature and thermal stress distribution in the concrete overflow dam during the construction period. The results show that the crack of the concrete overflow dam is temperature crack, mainly due to the combined action of the internal thermal gradient and the external restraints; and dramatic changes in ambient temperature exacerbate cracking of early-age concrete. Finally, the results are applied to provide some references for the construction in the related fields.</p></div>","PeriodicalId":101207,"journal":{"name":"Systems Engineering Procedia","volume":"3 ","pages":"Pages 48-54"},"PeriodicalIF":0.0,"publicationDate":"2012-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.sepro.2011.11.007","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"75396537","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 10
on Correlation between RMB Exchange Rate and Real Estate Price based on Financial Engineering 基于金融工程的人民币汇率与房地产价格相关性研究
Systems Engineering Procedia Pub Date : 2012-01-01 Epub Date: 2012-01-16 DOI: 10.1016/j.sepro.2011.11.020
LIU Yang , HU Zhiqiang
{"title":"on Correlation between RMB Exchange Rate and Real Estate Price based on Financial Engineering","authors":"LIU Yang ,&nbsp;HU Zhiqiang","doi":"10.1016/j.sepro.2011.11.020","DOIUrl":"10.1016/j.sepro.2011.11.020","url":null,"abstract":"<div><p>In the post-crisis age, the continued appreciation of RMB and raise of housing price, and the positive correlation between them caused great attention from the public. This paper examines the relationship between RMB real effective exchange rate and real estate price by VAR test by using the monthly data from Jan, 2007 to Dec, 2010. The empirical result shows in the short run, raise of housing price will cause the depression of RMB exchange rate, however, in the long run, real estate has a positive impact on RMB exchange rate, therefore based on current financial engineering background, it is important for China to control the real estate price in order to maintain gradually and slightly appreciation of RMB.</p></div>","PeriodicalId":101207,"journal":{"name":"Systems Engineering Procedia","volume":"3 ","pages":"Pages 146-152"},"PeriodicalIF":0.0,"publicationDate":"2012-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.sepro.2011.11.020","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"85026049","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 13
Great East Japan Earthquake Emergency Evolution and Contingency Decision Based on System Engineering Approach 基于系统工程方法的东日本大地震应急演变与应急决策
Systems Engineering Procedia Pub Date : 2012-01-01 Epub Date: 2012-06-02 DOI: 10.1016/j.sepro.2012.04.040
Yongjian Li, Zhe Li
{"title":"Great East Japan Earthquake Emergency Evolution and Contingency Decision Based on System Engineering Approach","authors":"Yongjian Li,&nbsp;Zhe Li","doi":"10.1016/j.sepro.2012.04.040","DOIUrl":"https://doi.org/10.1016/j.sepro.2012.04.040","url":null,"abstract":"<div><p>In recent years, unconventional emergencies that have generated widespread concern in the society have frequently occurred. In 2011, the Great East Japan Earthquake and the nuclear crisis as a result of this disaster have gained tremendous attention worldwide. The present paper used a system engineering approach, an extended event graph, to analyze this earthquake and its event evolution as well as associated contingency decisions. Some pertinent countermeasures are also presented for reference of similar emergency event evolution in the future.</p></div>","PeriodicalId":101207,"journal":{"name":"Systems Engineering Procedia","volume":"5 ","pages":"Pages 254-259"},"PeriodicalIF":0.0,"publicationDate":"2012-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.sepro.2012.04.040","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138381381","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Research on Supply Chain Collboration of Auto Industry Engineering Based on BTO 基于BTO的汽车工业工程供应链协同研究
Systems Engineering Procedia Pub Date : 2012-01-01 Epub Date: 2012-06-02 DOI: 10.1016/j.sepro.2012.04.061
Li Chilin , You Li
{"title":"Research on Supply Chain Collboration of Auto Industry Engineering Based on BTO","authors":"Li Chilin ,&nbsp;You Li","doi":"10.1016/j.sepro.2012.04.061","DOIUrl":"10.1016/j.sepro.2012.04.061","url":null,"abstract":"<div><p>BTO supply chain in the application of automobile industry is a trend in the future. But the effective implementation is still a problem. The paper expounds on the application and research status and the key problems of BTO production model in the auto industry. Through comparison between BTO supply chain and traditional “push” supply chain, the characteristics and operating conditions of BTO supply chain is concluded. In the end, BTO supply chain collaboration model in auto industry is established.</p></div>","PeriodicalId":101207,"journal":{"name":"Systems Engineering Procedia","volume":"5 ","pages":"Pages 398-404"},"PeriodicalIF":0.0,"publicationDate":"2012-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.sepro.2012.04.061","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"87911188","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Market Equilibrium Based on Renewable Energy Resources and Demand Response in Energy Engineering 基于可再生能源和能源工程需求响应的市场均衡
Systems Engineering Procedia Pub Date : 2012-01-01 Epub Date: 2012-01-19 DOI: 10.1016/j.sepro.2011.11.053
Liu Daoxin, Li Lingyun, Chen Yingjie, Zeng Ming
{"title":"Market Equilibrium Based on Renewable Energy Resources and Demand Response in Energy Engineering","authors":"Liu Daoxin,&nbsp;Li Lingyun,&nbsp;Chen Yingjie,&nbsp;Zeng Ming","doi":"10.1016/j.sepro.2011.11.053","DOIUrl":"10.1016/j.sepro.2011.11.053","url":null,"abstract":"<div><p>Smart grid enables the integration of large-scale renewable energy resources (RERs) into the power system, but the subsequent intermittency and uncertainty can have an adverse impact on the networks’ reliability, safety and operation efficiency. Meanwhile, demand response helps greatly mitigate the negative impact associated with RERs. Hence, from the engineering's perspective, the complexity and intelligence of the power system have been on an unprecedented level. In such a complex and intelligent power system, it is essential to investigate the impact of RERs and demand response on the market equilibrium in order to help market participants to make scientific decisions. In this paper, firstly, an overall model of major market participants together with the constraints of transmission and generation is established. Then, the energy market is analyzed with RERs’ uncertainties and demand response. Finally, a 4-bus network is utilized to validate theoretical results, indicating that as the uncertainties increase, power system's operation costs and equilibrium shift will be enlarged; and the effect of demand response can narrow the equilibrium shift and reduce RERs’ integration costs.</p></div>","PeriodicalId":101207,"journal":{"name":"Systems Engineering Procedia","volume":"4 ","pages":"Pages 87-98"},"PeriodicalIF":0.0,"publicationDate":"2012-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.sepro.2011.11.053","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"87795666","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 9
Chaotic Local Weighted Linear Prediction Algorithms Based on the Angle Cosine 基于角余弦的混沌局部加权线性预测算法
Systems Engineering Procedia Pub Date : 2012-01-01 Epub Date: 2012-06-02 DOI: 10.1016/j.sepro.2012.04.052
Xing Mian, Ji Ling, Wang Guanqin
{"title":"Chaotic Local Weighted Linear Prediction Algorithms Based on the Angle Cosine","authors":"Xing Mian,&nbsp;Ji Ling,&nbsp;Wang Guanqin","doi":"10.1016/j.sepro.2012.04.052","DOIUrl":"10.1016/j.sepro.2012.04.052","url":null,"abstract":"<div><p>This paper expounds the limitations of the Euclidean distance as the measure between points similarity. According to the limitations of the original algorithm presented, chaotic local weighted linear forecast algorithm based on the angle cosine is proposed, which replaces Euclidean distance by cosine in the measurement of the similarity between phase points. In the process of parameters identification in the linear fitting, replace the Euclidean distance by the module and angle of vector as the optimal object. This algorithm overcomes the disadvantages of chaotic local prediction algorithm based on the Euclidean distance, and has obtained good effect in power load forecasting which is sensitive to the climate.</p></div>","PeriodicalId":101207,"journal":{"name":"Systems Engineering Procedia","volume":"5 ","pages":"Pages 334-339"},"PeriodicalIF":0.0,"publicationDate":"2012-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.sepro.2012.04.052","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"90701107","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 5
Investor Sentiment and Assets Valuation 投资者情绪与资产估值
Systems Engineering Procedia Pub Date : 2012-01-01 Epub Date: 2012-01-16 DOI: 10.1016/j.sepro.2011.11.023
Hu Changsheng, Wang Yongfeng
{"title":"Investor Sentiment and Assets Valuation","authors":"Hu Changsheng,&nbsp;Wang Yongfeng","doi":"10.1016/j.sepro.2011.11.023","DOIUrl":"10.1016/j.sepro.2011.11.023","url":null,"abstract":"<div><p>Using the Chinese stock market data as sample, this paper investigates the impact of investor sentiment on the assets valuation. In order to classify stocks objectively, our sample stocks are sorted by double indicators (B/M and PE). In the portfolio, we find stocks with low B/M and high PE are sensitive to investor sentiment, which are considered to be costly to arbitrage. Investor sentiment has incremental power to explain stock return co-movements, which indicates that these stocks would perform higher (lower) excess returns when investors are bullish (bearish).Our findings support a role for investor sentiment in the formation of return and the change of investor sentiment should be taken as an important systemic risk in asset pricing and portfolio management.</p></div>","PeriodicalId":101207,"journal":{"name":"Systems Engineering Procedia","volume":"3 ","pages":"Pages 166-171"},"PeriodicalIF":0.0,"publicationDate":"2012-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.sepro.2011.11.023","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"75675462","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 26
A Study on Modeling and Simulation Engineering of Emergency Resources Supply Based on System Dynamics 基于系统动力学的应急物资供给建模与仿真工程研究
Systems Engineering Procedia Pub Date : 2012-01-01 Epub Date: 2012-06-02 DOI: 10.1016/j.sepro.2012.04.048
Heng Shao, Hong Zhao, Feng Hu
{"title":"A Study on Modeling and Simulation Engineering of Emergency Resources Supply Based on System Dynamics","authors":"Heng Shao,&nbsp;Hong Zhao,&nbsp;Feng Hu","doi":"10.1016/j.sepro.2012.04.048","DOIUrl":"10.1016/j.sepro.2012.04.048","url":null,"abstract":"<div><p>Emergency resources supply includes emergency resources reserves and emergency resources mobilization. This study utilizes system dynamics to model emergency resources supply and simulate to give engineering presentation. Simulation results show that emergency resources supply is decided by the need, the aim of employing quantity and mobilizing quantity is to bridge employing error and mobilizing error. The results also show oversupply of emergency resources, namely excessive employing and excessive mobilization, is decided by transportation and demand error which is caused by arrival supply quantity.</p></div>","PeriodicalId":101207,"journal":{"name":"Systems Engineering Procedia","volume":"5 ","pages":"Pages 307-312"},"PeriodicalIF":0.0,"publicationDate":"2012-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.sepro.2012.04.048","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"83584659","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
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