Applications
Computational Financial Model
This is the first phase of a comprehensive computational financial model. The final model will be capable of evaluating stock performance, providing investment decision tools, executing automated algorithms, and making autonomous investment decisions. Beta is a measure of stock volatility with respect to market, which is also called systematic risk. This application extracts stock’s historical data from Yahoo Finance and for the calculations and visualizations. The application is developed in R using Shiny package to create a user interactive web-based visual interface.
Natural Language Processing (NLP)
This application uses N-grams Language Models of Katz Back-off and Linear Interpolation to predict (auto complete) the next word based on a sequence of words entered by user. The result is a probability plot of most likely outcomes. The application is developed in R using Shiny package and provides an interactive user interface that enables user to adjust the model parameter. More information can be found here.
Note: The application is currently running on the Shiny public server with limited processing. In order to meet the required processing, the train set proportion needs to be at 5% or lower.
U.S. Covid-19 Visualization
This application is developed in early March 2020 to visualize and tabularize U.S. Covid-19 cases at the state and county level. The most recent data is extracted from the NYTimes Github and displayed according to the user preference. R and Shiny package are used in creation of this application. More information can be found here.
CO2 Sequestration Cost Model
Long-term storage of carbon dioxide (CO2) via injection into deep geologic formations is called CO2 Sequestration, which could be a promising pathway to reduce greenhouse gas emissions. Economic viability of CO2 sequestration in depleted Shale gas unconventional formations, as potential candidate, was studied in the Ph.D. dissertation and published paper. One of the products of this research is a highly detailed stochastic techno-economic Monte Carlo model with an integrated Surrogate Reservoir Model (SRM), which makes the cost model highly capable of evaluating a wide range of complex scenarios with more than about 400 input variables.
CO2 EOR Cost Model
This detailed stochastic techno-economic Monte Carlo model is the outcome of a research project and a published paper that estimates and evaluates the economics of EOR. Model is developed in the GoldSim environment and categorizes the cost objects into three main modules: Injection, Production, and CO2 recycling. Where, each is composed of a number of lower-level sub-modules that represent specific cost objects. Model utilizes reservoir simulation inputs and results to provide detailed analysis with respect to the defined scenarios.
Real Options Model for CO2 Sequestration Timing
Following the CO2 sequestration project, a stochastics model was developed to address the uncertainty inherent to the underlying assumptions of such projects. This model formulates the production to injection transition decision as a kind of a financial real options problem. This approach integrates a detailed reservoir model with a multi-period decision problem under uncertainty in future prices. The results of this model are probabilistic option valuation and its sensitivity to the economic and decision variables. Model is developed in the @Risk environment.
Detailed information about this model can be found in this published paper.
Multi Criteria Decision Making Engine
This application utilizes quantitative methods in multi-criteria decision making process to evaluate the decision alternatives. These methods include Entropy, SAW (Simple Additive Weighting), TOPSIS, and ELECTRE.
The application is developed via Delphi 6 environment in 2008 and provides a graphical user interface for entering the input data and decision variables.
Archived Applications
- Pipeline design, Excel VBA, 2004
- Heat Exchanger Design, Excel VBA, 2004
- Two Phase Distillation Column Design, Excel VBA, 2004