OF THE DISSERTATION Two-Stage Portfolio Optimization with Higher-Order Conditional Measures of Risk by Sıtkı Gülten Dissertation Director: Dr. Andrzej Ruszczyński In this study, an application of novel risk modeling and optimization techniques to daily portfolio management will be described. In the first part, I develop and compare specialized methods for scenario generation and scenario tree c...

Original scientific paper The determination of the optimal wind power integration capacity of a large-scale wind farm has become an important issue in power system operation and planning. Reasonable wind power integration capacity can improve the wind energy utilization and save investment for wind farm construction. This paper builds a mathematical model for determining wind farm optimal integ...

land-use spatial allocation is a multi-objective collaborative spatial optimization methodfor rational use of the land use. based on global search capabilities and the information feedbackmechanism of ant colony optimization (aco), a land-use spatial allocation model (aco-la) isproposed. firstlyfirst, a construction graph is built for modeling the land-use spatial allocationproblem. secondlysec...

Event tree analysis is widely used for reliability and safety analyses as it can be used to specify how the system behaves under various failure conditions. Even though event tree analysis is automated, the construction of event trees is unfortunately manual, and thus error-prone. This paper proposes an automated technique to generate event trees from scenario specifications even before system ...

It is a well known fact that requirements are constantly evolving, posing great challenges to software developers. Traceability is defined as the ability to record both the origins and changes of requirements throughout the software development process [Gotel93]. In this paper we present some of the strategies we have been using to help assure traceability during software construction. They rel...