Zobrazeno 1 - 10
of 29
pro vyhledávání: '"Davi Michel Valladão"'
Autor:
Carolina de Castro Lopes, Frances Fischberg Blank, Antonio Marcio Tavares Thomé, Davi Michel Valladão
Publikováno v:
Brazilian Journal of Operations & Production Management, Vol 16, Iss 3 (2019)
Goal: The objective of this article is twofold: (i) analyze the investment in a new refinery in Brazil and identify the optimal moment to invest; and (ii) model the crack spread adjusted to the Brazilian market. Design / Methodology / Approach: Th
Externí odkaz:
https://doaj.org/article/c46c36c9c3a3428aa8875bafc8dae1b8
Publikováno v:
Optimization Letters. 16:2607-2644
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a803baf04edd453f5d18a16df8da70aa
https://doi.org/10.1007/s11590-021-01839-5
https://doi.org/10.1007/s11590-021-01839-5
Publikováno v:
Computational Optimization and Applications
Dynamic stochastic optimization models provide a powerful tool to represent sequential decision-making processes. Typically, these models use statistical predictive methods to capture the structure of the underlying stochastic process without taking
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a9524fa0782bb807c542fe34924052cf
https://doi.org/10.1007/s10589-021-00320-4
https://doi.org/10.1007/s10589-021-00320-4
Autor:
Bruno Ferreira Vieira, Bernardo K. Pagnoncelli, Tito Homem-de-Mello, Alex Furtado Teixeira, André Ramos, Carlos Gamboa, Tomás Gutierrez, Davi Michel Valladão
Publikováno v:
SPE Journal. 27:519-531
SummaryThe method of continuous gas lift has been commonly used in the oil industry to enhance production. Existing optimization models consider an approximate performance curve anchored by production test data, often disregarding reservoir uncertain
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f93c76eebcc63a6014368b6cda61f111
https://doi.org/10.2118/206740-pa
https://doi.org/10.2118/206740-pa
Disentangling Shareholder Risk Aversion from Leverage-Dependent Borrowing Cost on Corporate Policies
Publikováno v:
Computational Economics. 60:1-24
We study the optimal corporate policy of a risk-averse shareholder under leverage-dependent borrowing costs and other financial frictions. The firm’s objective is to maximize the risk-adjusted shareholder value by co-optimizing investment, dividend
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e5c79e0398760c0dcd51a97b1b64d514
https://doi.org/10.1007/s10614-021-10173-y
https://doi.org/10.1007/s10614-021-10173-y
Publikováno v:
Operations Research Letters. 49:696-702
We study decomposition methods for two-stage data-driven Wasserstein-based DROs with right-hand-sided uncertainty and rectangular support. We propose a novel finite reformulation that explores the rectangular uncertainty support to develop and test f
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d71268ed888a8ccf1d4e40cf1faf7ef7
https://doi.org/10.1016/j.orl.2021.07.007
https://doi.org/10.1016/j.orl.2021.07.007
Autor:
Davi Michel Valladão, Larissa de Oliveira Resende, Yasmin Monteiro Cyrillo, Bernardo Vieira Bezerra
Publikováno v:
TOP. 29:106-124
The Brazilian natural gas sector is currently characterized by low maturity and dynamism of the market. The stochastic behavior of the demand for natural gas added to its associated market price volatility motivates the usage of underground storage t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a4ed10fd9bffd5a118337941a0616147
https://doi.org/10.1007/s11750-020-00575-w
https://doi.org/10.1007/s11750-020-00575-w
Autor:
Alex Furtado Teixeira, Thuener Silva, Tito Homem-de-Mello, Bernardo K. Pagnoncelli, Bruno Ferreira Vieira, Davi Michel Valladão, Carlos Gamboa
Publikováno v:
TOP. 28:549-574
Continuous gas lift is a popular method to enhance productivity in offshore oil platforms. We propose a steady-state two-stage stochastic programming model to maximize production, where the first-stage injection level determines the production potent
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::545efe7e217c6999996807802f484e0f
https://doi.org/10.1007/s11750-020-00547-0
https://doi.org/10.1007/s11750-020-00547-0
Publikováno v:
Insurance: Mathematics and Economics. 86:134-144
In defined contribution (DC) pension schemes, the regulator usually imposes asset allocation constraints (minimum and maximum limits by asset class) in order to create funds with different risk–return profiles. In this article, we challenge this ap
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3ce1c59533660e99c51f81cb45893423
https://doi.org/10.1016/j.insmatheco.2019.02.009
https://doi.org/10.1016/j.insmatheco.2019.02.009
Autor:
Gabriel Vasconcelos, Davi Michel Valladão, Marcelo C. Medeiros, Eduardo Zilberman, Alexandre Street
Publikováno v:
International Journal of Forecasting
The number of new Covid-19 cases is still high in several countries, despite the vaccination of the population. A number of countries are experiencing new and worse waves. Therefore, the availability of reliable forecasts for the number of cases and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::713d25db6c2efedcbbb33ecd4f714ee3
