ARTIGOS, etc...
2024
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preprint da Brochura do CIGRE do GT C5.4 pertencente ao Comitê de Estudos C5 - Mercados de Eletricidade e Regulação - Revisão Bibliográfica sobre Aplicações de Inteligência Artificial na Comercialização de Energia Elétrica, 25 de março de 2024.
The Economist - How businesses are actually using generative AI, february, 2024.
The Economist - First electric cars. Next, electric factories? - They could be a major new way to slow global warming, february, 2024.
2023
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Noam Chomsky, Ian Roberts, Jeffrey Watumull, "A falsa promessa do ChatGPT - Versão mais proeminente de Inteligência Artificial codifica uma concepção errônea de linguagem e conhecimento", 10.mar.2023.
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S. Bubeck, V. Chandrasekaran, R. Eldan, et al. “Sparks of Artificial General Intelligence: Early experiments with GPT-4”, Submitted on 22 Mar 2023, https://doi.org/10.48550/arXiv.2303.12712
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The Economist - Lessons from finance’s experience with artificial intelligence, march, 2023.
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Sivamayil, K.; Rajasekar, E.; Aljafari, B.; Nikolovski, S.; Vairavasundaram, S.; Vairavasundaram, I. A Systematic Study on Reinforcement Learning Based Applications. Energies 2023, 16, 1512. https://doi.org/10.3390/ en16031512
Abstract: We have analyzed 127 publications for this review paper, which discuss applications of Reinforcement Learning (RL) in marketing, robotics, gaming, automated cars, natural language processing (NLP), internet of things security, recommendation systems, finance, and energy management.
2022
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Machine Learning and Risk Management: A Q&A with Professor John Hull - Early-career and aspiring risk managers don’t necessarily need to become data scientists to compete for job opportunities and advancement at tech-savvy financial institutions. But those who learn the Python programming language, and... - GARP (Global Association of Risk Professionals) - Friday, August 5, 2022 (https://www.garp.org/risk-intelligence/technology/machine-learning-risk-220805)
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DISTRITO. EnergyTech Report. São Paulo: Distrito, 2022.
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Credit-default swaps are an unfairly maligned derivative - They are back in the headlines. That is not entirely bad news, Oct 13th 2022, (https://www.economist.com/finance-and-economics/2022/10/13/credit-default-swaps-are-an-unfairly-maligned-derivative)
Thomas H. Davenport and DJ Patil, “Is Data Scientist Still the Sexiest Job of the 21st Century?”, July 15, 2022 (https://hbr.org/2022/07/is-data-scientist-still-the-sexiest-job-of-the-21st-century).
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The Economist - Decarbonisation of electric grids reliant on renewables requires long-duration energy storage, june, 2022.
ESS, a firm in Oregon, makes a flow battery that uses widely available materials—iron.
The simplest option is to use renewable power to drive an electrolyser that splits water into oxygen and hydrogen, and storing the hydrogen. “Batteries are useful, but what about storage across seasons?”. Intermountain Power Agency, a coal-fired utility in Utah, has a salt cavern, too. It plans to fill it with renewable hydrogen that it can later burn in refurbished coal-fired stations to fill gaps in supply when renewable sources are offline. America’s Department of Energy (DOE) has just announced a $504m loan guarantee to boost Intermountain’s efforts.
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The Economist - The parallels between the nickel-trading fiasco and the LIBOR scandal, march, 2022.
In real-life casinos, as in financial markets, you do not get another free go if your bets go awry. Nor do you get your money back—except, apparently, at the London Metal Exchange (LME).
What happened was a classic short squeeze. At its centre was Tsingshan Holdings, a Chinese nickel producer, which had short positions (bets on falling prices) on the LME but also away from the exchange. Its attempt to cover the shorts by buying back nickel at inflated prices only drove the price higher. The fear was that Tsingshan could not make its margin calls, interim payments to parties on the other side of the trade. That might have taken down some of the LME’s member-brokers. Exchanges call a halt to trading from time to time. But the cancellation of trades is extremely rare.
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2021
F. Candelon, et. al., “AI Regulation Is Coming”, Harvard Business Review, September–October 2021.
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Petropoulos, F., et. al., “Forecasting: theory and practice”, arXiv e-prints, oct. 2021.
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DISTRITO. EnergyTech Report. São Paulo: Distrito, julho/2021.
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A new age for energy and commodity trading - Traders can employ five levers to tap new sources of value - June 2021 - https://www.mckinsey.com/industries/electric-power-and-natural-gas/our-insights/the-power-and-gas-blog/a-new-age-for-energy-and-commodity-trading
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Time to Take Virtual Power Plants (VPP) seriously - Apr. 2021 - www.energy-storage.news
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The financial services industry is becoming rapidly transformed by the shift toward online banking products and services, where models driven by artificial intelligence (AI) have risen to prominence. Indeed, as highlighted by the growing list of AI-decision incidents, the main hazard facing fintechs is not strategic and business risk but, rather, algorithmic risk. To reduce algorithmic risk, fintechs should follow risk management guidelines and build their frameworks around transparency, explainability, safety and accountability. - Feb. 2021 - GARP (Global Association of Risk Professionals)
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2020
Quantum for quants - Wall Street’s latest shiny new thing: quantum computing
A fundamentally new kind of computing will shake up finance—the question is when. - Dec. 2020 - The Economist
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The Battle for Control of VPPs (Virtual Power Plants) is just beginning - August 2020 - Utility Dive
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Grid-scale battery storage optimisation business models from Ben Irons of Habitat Energy - May 2020.
https://www.youtube.com/watch?time_continue=11&v=5M6nhn9UZx0&feature=emb_logo
Points covered include:
What is the arbitrage business model?; Trading in wholesale markets and the Balancing Mechanism, challenges and the role of algorithmic trading; Capex and opex outlook for battery storage; Market outlook and prices: day-ahead market & intra-day market; Seeking partnerships; and How to make the investment case work – optimal duration, degradation, warranty.
by Dan Lovallo, Tim Koller, Robert Uhlaner and Daniel Kahneman, “Your Company Is Too Risk-Averse”, Harvard Business Review, March–April 2020.
In this article, we examine the phenomenon of risk aversion and avoidance and demonstrate how corporate incentives and decision-making practices exacerbate the problem. We present an analysis of just how much value executives leave on the table as a result and offer suggestions for mitigating the bias toward low-risk investments.
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M. Iansiti and K. R. Lakhani, "Competing in the Age of AI", Harvard Business Review, January–February 2020,
A história do matemático que, sem saber nada de finanças ou negócios, criou um fundo mais rentável do que os de Warren Buffett e George Soros. E seus resultados deram fôlego à revolução dos fundos quânticos - Fevereiro 2020 - Revista EXAME
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2019
Merlinda Andoni, et al., “Blockchain technology in the energy sector: A systematic review of challenges and opportunities”, Renewable and Sustainable Energy Reviews, Volume 100, 2019, Pages 143-174, ISSN 1364-0321,
[ ]... we focus on blockchain solutions for the energy industry and inform the state-of-the-art by thoroughly reviewing the literature and current business cases. To our knowledge, this is one of the first academic, peer-reviewed works to provide a systematic review of blockchain activities and initiatives in the energy sector. Our study reviews 140 blockchain research projects and startups from which we construct a map of the potential and relevance of blockchains for energy applications.
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White Paper - Machine Learning Asset Management - October 2019 - Blackrock -
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The Rise of the Financial Machines - October 2019 - The Economist
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Em 2018, a Focus despontou como a melhor empresa do setor de energia pelo segundo ano consecutivo. Faturou 590 milhões de dólares e obteve um lucro de 23,5 milhões, mais que o triplo do valor registrado no ano anterior - Agosto 2019
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Clearing Houses Can Fail - May 2019 - The Economist
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O mercado de comercialização de energia foi surpreendido por um problema de liquidez - Fevereiro 2019 - CanalEnergia
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2018 e anteriores
Focus descobre a mina de ouro do mercado livre de energia - Agosto 2018 - Revista EXAME
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The Quants run Wall Street Now - May 2017 - Wall Street Journal
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Marko Kolanovic and Rajesh T. Krishnamachari, "Big Data and AI Strategies - Machine Learning and Alternative Data Approach to Investing", Quantitative and Derivatives Strategy, J.P.Morgan, May 2017.
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At BlackRock, Machines Are Rising Over Managers to Pick Stocks - March 2017 - NYTimes
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B. Kroposki et al., "Achieving a 100% Renewable Grid: Operating Electric Power Systems with Extremely High Levels of Variable Renewable Energy," in IEEE Power and Energy Magazine, vol. 15, no. 2, pp. 61-73, March-April 2017.
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Stress Test and Black Swan - September 2014 - Forbes