ANEPI: Economic Analysis of Oil Field Development Projects under Uncertainty.- Real Options Theory.- Decision Support Methods.- Intelligent Optimization System for Selecting Alternatives for Oil Field Exploration by Means of Evolutionary Computation.- Real Option Value Calculation by Monte Carlo Simulation and Approximation by Fuzzy Numbers and Genetic Algorithms.- Analysis of Alternatives for Oil Field Development under Uncertainty.- High-Performance Processing for E&P.- Appendix A - Types of Uncertainty in Investment Projects.- Appendix B - Variance Reduction Techniques.- Appendix C - Stochastic Processes.- Appendix D - Grant, Vora and Weeks Algorithm for Determining the Value of an American Option.- Appendix E - Calculation of the Mean Value and Variance of Fuzzy Numbers.- Appendix F - Real Options Valuation Methods.- Appendix G - Analytical Model of the Expansion Option Problem.- Appendix H - CORBA Architecture.
About the Author: Marco Aurélio Cavalcanti Pacheco
- PhD in Computer Science, University College London, 1991.
- MSc in Electrical Engineering, Pontifical Catholic University of Rio de Janeiro, 1976.
- BSc in Electrical Engineering, Pontifical Catholic University of Rio de Janeiro, 1980.
- Professor (Electrical Engineering Department, Catholic University of Rio de Janeiro (Brazil),
PUC-Rio)
- Course Load: (3) post-graduate courses per year: Evolutionary Computation, Applied
Computational Intelligence, Intelligent Computational Nanotechnology; (2) undergraduate
courses per year: Computer Systems (Logic Project), Evolutionary Computation.
- Currently advising (2) Ph.D. Thesis and (4) M.Sc Thesis (previously: 17 Ph.D., 30 M.Sc.)
- Publications (last 5 years): 3 papers in periodicals, 1 chapter of book, 41 full papers and 7
abstracts in Conference Proceedings.
Marley Maria Bernardes Rebuzzi Vellasco
- PhD in Computer Science, University College London, 1992.
- MSc in Electrical Engineering, Pontifical Catholic University of Rio de Janeiro, 1987.
- BSc in Electrical Engineering, Pontifical Catholic University of Rio de Janeiro, 1985.
- Professor (Electrical Engineering Department, Catholic University of Rio de Janeiro (Brazil),
PUC-Rio)
- Course Load: (3) post-graduate courses per year: Neural networks, Fuzzy Logic and Applied
Intelligent Systems; (1) undergraduate courses per year: Applied Computational Intelligence.
- Past Supervision: (19) Ph.D. Thesis and (35) M.Sc. Dissertations
- Currently advising: (4) Ph.D. Thesis and (6) M.Sc Dissertations
- Publications (last 5 years): 18 full papers in international periodicals, 2 book, 13 book chapters, 11
papers in Brazilian and Latin American periodicals, more than 190 full papers in Conference
Proceedings.
- Scientific and Technical Advisor for CAPES, CNPq and FAPERJ (Brazilian government agencies)
- Member of the Computation Brazilian Society (SBC)
- Member of the Sociedade Brasileira de Automática (SBA) associated to the International
Federation of Automatic Control (IFAC).
- Member of the IEEE Computational Intelligence Society
- Member of the Systems, Man & Cybernetics Society
- Senior Member of IEEE
