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Artelys Generation Management System - Risk
Management in the Short and Medium Term
Artelys Generation Management
System (AGMS) is a platform which provides a set of
functionalities devoted to risk management in the energy sector.
Based on the most advanced techniques for solving large combinatorial
and stochastic optimization problems, the AGMS
platform is a tool for operators on energy markets that aims
to support the definition of strategies and the optimized
management of their production assets - whether physical or
financial - over time.
AGMS provides a sound management
of data, of the risk factors models and of the corresponding
decisions. It offers a set of features designed to ensure
the traceability of decision-making and to keep the reporting
and analysis functions under control. Various uncertainties
are taken into account, including:
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weather factors;
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business development uncertainty;
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market risk.
The graphical environment of the AGMS
platform helps to analyze historical data and management criteria,
to model the assets price dynamics and build parameterized
and optimized strategies.
The search for robust strategies of asset management and
optimization of decisions over time is carried out according
to the time horizon and computation time constraints; for
instance, one can choose to represent only some uncertainties
and to model other parameters with a deterministic approximation.
With the choice of time granularity (time aggregation) and
space granularity (merged assets) the outputs can also be
tailored to meet specific needs.
The results are displayed as a description of the composition
of the portfolio over time and of the corresponding risk and
return indicators.
A comprehensive approach
Artelys supports the implementation of AGMS
with an assistance provided to its customers regarding the
different steps to set up the computation parameters, the
design of scenarios and the risk factors to take into account.
Contact
For more information, please contact
us at:
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Tel: +33 1 44 77 89 00
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E-mail: info@artelys.com
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