喻园管理论坛 2018年第101期(总第446 期)
演讲主题:A data-driven approach for managing price and quantity risks in electricity wholesales markets
主 讲 人:Shijie Deng，Georgia Institute of Technology，Assocate Professor
主 持 人: 邓世名教授，生产运作与物流管理系
活动时间: 2018年12月15日（周六）上午9:30-11:00
活动地点: 管理大楼409室
主讲人简介:
Dr. Shijie Deng is a tenured faculty member in the H. Milton Stewart School of Industrial and Systems Engineering at the Georgia Institute of Technology. He holds a Ph.D. in Industrial Engineering and Operations Research from the University of California at Berkeley. Dr. Deng actively researches and teaches in financial modeling in energy markets, statistical learning and data analytics with energy and financial applications, electricity transmission pricing, carbon emission trading, financial asset pricing and real options valuation. He was the director of the Master of Science Program in Quantitative & Computational Finance at Georgia Tech from 2007 to 2013. He served as an Associate Editor for Operations Research. He received the CAREER Award from the National Science Foundation in 2002. Dr. Deng has consulted with several private and public companies on issues of energy derivative pricing, structured transactions, and risk management in the deregulated electricity industry.
