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Full-Text Articles in Statistical Models
Cost-Risk Analysis Of The Ercot Region Using Modern Portfolio Theory, Megan Sickinger
Cost-Risk Analysis Of The Ercot Region Using Modern Portfolio Theory, Megan Sickinger
Master's Theses
In this work, we study the use of modern portfolio theory in a cost-risk analysis of the Electric Reliability Council of Texas (ERCOT). Based upon the risk-return concepts of modern portfolio theory, we develop an n-asset minimization problem to create a risk-cost frontier of portfolios of technologies within the ERCOT electricity region. The levelized cost of electricity for each technology in the region is a step in evaluating the expected cost of the portfolio, and the historical data of cost factors estimate the variance of cost for each technology. In addition, there are several constraints in our minimization problem to …
Incorporating Shear Resistance Into Debris Flow Triggering Model Statistics, Noah J. Lyman
Incorporating Shear Resistance Into Debris Flow Triggering Model Statistics, Noah J. Lyman
Master's Theses
Several regions of the Western United States utilize statistical binary classification models to predict and manage debris flow initiation probability after wildfires. As the occurrence of wildfires and large intensity rainfall events increase, so has the frequency in which development occurs in the steep and mountainous terrain where these events arise. This resulting intersection brings with it an increasing need to derive improved results from existing models, or develop new models, to reduce the economic and human impacts that debris flows may bring. Any development or change to these models could also theoretically increase the ease of collection, processing, and …