Abstract: A method including, for a set of historical and/or ongoing business initiatives, determining key negative and positive performance factors by a computer from a structured taxonomy of negative and positive performance factors stored in a memory; modeling at least one of the performance factors for the ongoing business initiative or a new business initiative at at least one level of the hierarchical taxonomy. The key negative and positive performance factors are modeled based, at least partially, upon a likelihood of occurrence of the key negative performance factors during the business initiative, and based, at least partially, upon potential impact of the key performance factors on the business initiative. The method further includes providing the modeled performance factors in a report to a user, where the report identifies the modeled performance factors, and the potential impact of the at least one modeled performance factor.

Abstract: A method for determining an optimal multi-stage asset management policy includes providing a plurality of decision epochs and a number of admissible asset health levels for each decision epoch, providing a portfolio of assets over the admissible asset health levels in an initial decision epoch, providing a plurality of state transition probabilities between states of an underlying asset health dynamics process for the decision epochs, where each state corresponds to a percentage of assets that has a given health level in a given decision epoch, providing an action set to which admissible actions of the state transition probabilities belong, where an action changes a state transition probability, and determining cost functions of the admissible actions on a per-asset basis, where operational targets impose constraints on probabilities that the asset health of the portfolio of assets, in one or more decision epochs, is within a specified range.

Abstract: Based on a time series history of a random variable representing demand for at least one of a good and a service as a function of at least one controllable demand driver, obtain a quantile regression function that estimates a quantile of a demand distribution function; obtain a mixed- and/or super-quantile regression function that estimates conditional value at risk; and obtain a regression function that estimates mean of the demand distribution function. Joint optimization of: inventory of the at least one of a good and a service, and the at least one controllable demand driver, is undertaken based on the quantile regression function and the mixed- and/or super-quantile regression function, to obtain an optimal value for the at least one controllable demand driver and an implied optimal value for a stocking level. One or more exogenous demand drivers can optionally be taken into account.

Abstract: Adapting an existing portfolio optimizer to support one or more valuated dependencies without modifying the existing portfolio optimizer, may include translating one or more original elements and associated dependencies in a portfolio to be optimized based on said one or more valuated dependencies; invoking the existing portfolio optimizer with the translated one or more original elements and associated dependencies; and translating optimization results, if said optimization results contain translated one or more original elements, into a solution characterized in terms of said one or more original elements.

Abstract: Market demand is estimated for a firm under crisis, beginning with an operational demand forecast of a firm as input, correcting that forecast to account for the impact of a pandemic or other extraordinary market-disrupting circumstance, and providing a corrected operational demand forecast as output. The correction to account for the impact of an extraordinary market-disrupting circumstance is based on an estimated economic impact of the disruption and an estimated reduction of the firm's sales force attributable to the disruption.

Abstract: A task effort estimator may determine a probability distribution of an estimated effort needed to complete unfinished tasks in a project based on one or more of a set of completed tasks belonging to a project and attributes associated with the completed tasks belonging to the project, a set of completed tasks not belonging to the project and attributes associated with the completed tasks not belonging to the project, or the combination of both. A project completion predictor may determine a probability distribution of completion time for the project based on the probability distribution of an estimated effort needed to complete the unfinished tasks in the project, and one or more resource and scheduling constraints associated with the project.

Abstract: The system and method of the present disclosure allow the user to enumerate a set of risk factors for each financial metric time-profile projection, and respond to a set of questions that is linear in the number of risk factors. In one embodiment, the risk elicitation on each risk factor uses user input of likelihood of risk and impact and/or severity. On each of the risk factors for any given nominal, financial projection estimate, the inputs are systematically converted into a net impact distribution for that nominal, financial estimate.

Abstract: A method, system and computer program product for measuring a risk of an asset portfolio. The system estimates a ?-level CVaR (Conditional Value-at-Risk) of the asset portfolio by modeling interdependencies between assets in the asset portfolio. The modeling is based on Gaussian copula model.

Abstract: A method of price forecasting in an electrical energy supply network and/or load (energy demand) forecasting of a given consumer of electrical energy, in the context of an electrical energy supply network that is adapted to supply electrical energy to a number consumers connected to the network. The method includes developing a multi-regime, regime switching stochastic model for determining day ahead/spot market energy prices using at least one historical profile and subjective opinion from at least one expert; and the multiple regimes correspond to a number of combinations of physical factors. A regime is identifiable by at least three factors. The method thus facilitates identifying the optimal mix of energy hedge and exposure to day ahead/spot market prices for deriving economic benefits in overall energy expenditure.

Abstract: Adapting an existing portfolio optimizer to support one or more valuated dependencies without modifying the existing portfolio optimizer, may include translating one or more original elements and associated dependencies in a portfolio to be optimized based on said one or more valuated dependencies; invoking the existing portfolio optimizer with the translated one or more original elements and associated dependencies; and translating optimization results, if said optimization results contain translated one or more original elements, into a solution characterized in terms of said one or more original elements.

Abstract: A method, system and computer program product for measuring a risk of an asset portfolio. The system estimates a ?-level CVaR (Conditional Value-at-Risk) of the asset portfolio by modeling interdependencies between assets in the asset portfolio. The modeling is based on Gaussian copula model.

Abstract: A computer program product stored on machine readable media including machine readable instructions for selecting a project portfolio from available projects, the instructions for implementing a method include inputting an investment cost and a return for each available project and user-specified constraints; creating a formulation, the formulation comprising the investment cost and the return for each available project, the constraints and variables, the variables comprising for each available project a threshold probability of success and a selection decision; solving the formulation to select the project portfolio and to determine the threshold probability of success for each available project; and outputting the project portfolio and the threshold probability of success for each available project.

Abstract: A wireless communications system comprising a number of node devices and a base station, and having a routing calculator, wherein the system is operating with a first routing map, the routing calculator gathers data relating to communications between node devices and determines whether route improvement is indicated and, if so, the routing calculator generates an improved routing solution, and instructions are relayed via the first routing map to the node devices for implementing a new routing map generated from the optimized routing solution. Also, a method of operating a wireless communication system, including a base station and a number of node devices the method comprising determining whether system improvement is indicated, if so, generating an improved system configuration, distributing data related to the improved system configuration to the node devices, and replacing the current communication configuration with the improved system configuration.

Abstract: The present invention includes a computing system for evaluating a quality and risk-robustness of a utility company's capacity resource plan (CRP). The computing system computes a net present value of a total cost distribution of the CRP. The computing system calculates a standardized risk measure defined over the net present value. The computing system computes a resource plan that minimizes the standardized risk measure. Then, the computing system compares the standardized risk measure and the resource plan.

Abstract: The system and method of the present disclosure allow the user to enumerate a set of risk factors for each financial metric time-profile projection, and respond to a set of questions that is linear in the number of risk factors. In one embodiment, the risk elicitation on each risk factor uses user input of likelihood of risk and impact and/or severity. On each of the risk factors for any given nominal, financial projection estimate, the inputs are systematically converted into a net impact distribution for that nominal, financial estimate.

Abstract: There are provided a method and system for optimizing of a long-term electricity resource plan. The system obtains a capital costs component value including capital costs for emission abatement retrofits at an existing power plant and a new power plant over a period of time. The system obtains a fuel costs component value including the sum of fuel utilization of all generating units in the existing power plant and new power plant over the period of time. The system obtains an emission costs component value including emission allowance costs and emission violation costs in the period of time. The system adds the capital costs component value, the fuel costs component value and the emission costs component value to compute a net present value that meets emission constraints.

Abstract: A method of price forecasting in an electrical energy supply network and/or load (energy demand) forecasting of a given consumer of electrical energy, in the context of an electrical energy supply network that is adapted to supply electrical energy to a number consumers connected to the network. The method includes developing a multi-regime, regime switching stochastic model for determining day ahead/spot market energy prices using at least one historical profile and subjective opinion from at least one expert; and the multiple regimes correspond to a number of combinations of physical factors. A regime is identifiable by at least three factors. The method thus facilitates identifying the optimal mix of energy hedge and exposure to day ahead/spot market prices for deriving economic benefits in overall energy expenditure.

Abstract: A method and system for workforce planning in one aspect provide an optimization model that produce, based on the availability profile and the demand profile of skill types, a workforce plan recommending a combination of actions. The combination of actions may include hiring, contracting and cross-training. The optimization model considers constraints such as minimum residence time that a resource unit needs to spend in a skill-type that it gets cross-trained into or hired into, minimum acceptable contracting duration for a contracted skill type, first order and higher orders of cross-training for a skill type, with lead-time for training, one or more system rules associated with transfer sequences, or targets on service levels and resource utilization, or combinations thereof, in determining the workforce plan.

Abstract: An apparatus including a calculator to determine an optimal solution to a stochastic linear programming problem or a stochastic mixed-ineteger linear programming problem with conditional value at risk constraints (CVaRs). The optimal solution is determined by generating a sequence of solutions that converge to the optimal solution.

Abstract: Wireless communications methods and systems. Metrics for measuring performance of a wireless system are generated and compared to metrics generated with an idealized simulation of the system. If the actual system performance falls below a predetermined level, the system may be reconfigured to improve performance using a centralized or decentralized method for such configuration.