Program for stream Financial mathematics with applications in energy, environment and climate

MB-24: Financial mathematics with applications in energy, environment and climate
Stream: Financial mathematics with applications in energy, environment and climate
Room: 301A
Chair(s): Maria Teresa Vespucci, Yan Gao, Ceyda Yazici

• Applying convex optimal power flow to distribution locational marginal pricing
  Zhao Yuan, Mohammad Reza Hesamzadeh
• Application of bootstrap to likelihood ratio test to detect multiple changepoints in small time series data
  Ceyda Yazici, Ceylan Yozgatligil, Inci Batmaz
• Economic analysis on renewable energy polices: The effects of cost function and market structure
  Mari Ito, Ryuta Takashima, Makoto Tanaka, Yihsu Chen
• Nonsmooth optimization approach to the real-time pricing for smart grid
  Yan Gao