id sid tid token lemma pos s7526972c0m 1 1 this this DET s7526972c0m 1 2 dissertation dissertation NOUN s7526972c0m 1 3 uses use VERB s7526972c0m 1 4 process process NOUN s7526972c0m 1 5 synthesis synthesis NOUN s7526972c0m 1 6 formulations formulation NOUN s7526972c0m 1 7 to to PART s7526972c0m 1 8 develop develop VERB s7526972c0m 1 9 models model NOUN s7526972c0m 1 10 that that PRON s7526972c0m 1 11 explain explain VERB s7526972c0m 1 12 how how SCONJ s7526972c0m 1 13 to to PART s7526972c0m 1 14 value value VERB s7526972c0m 1 15 chemical chemical NOUN s7526972c0m 1 16 processes process NOUN s7526972c0m 1 17 and and CCONJ s7526972c0m 1 18 minimize minimize VERB s7526972c0m 1 19 financial financial ADJ s7526972c0m 1 20 risk risk NOUN s7526972c0m 1 21 . . PUNCT s7526972c0m 2 1 one one NUM s7526972c0m 2 2 of of ADP s7526972c0m 2 3 the the DET s7526972c0m 2 4 main main ADJ s7526972c0m 2 5 goals goal NOUN s7526972c0m 2 6 of of ADP s7526972c0m 2 7 this this DET s7526972c0m 2 8 work work NOUN s7526972c0m 2 9 is be AUX s7526972c0m 2 10 to to PART s7526972c0m 2 11 transition transition NOUN s7526972c0m 2 12 from from ADP s7526972c0m 2 13 traditional traditional ADJ s7526972c0m 2 14 deterministic deterministic ADJ s7526972c0m 2 15 models model NOUN s7526972c0m 2 16 for for ADP s7526972c0m 2 17 price price NOUN s7526972c0m 2 18 and and CCONJ s7526972c0m 2 19 demand demand NOUN s7526972c0m 2 20 into into ADP s7526972c0m 2 21 ones one NOUN s7526972c0m 2 22 that that PRON s7526972c0m 2 23 capture capture VERB s7526972c0m 2 24 the the DET s7526972c0m 2 25 presence presence NOUN s7526972c0m 2 26 of of ADP s7526972c0m 2 27 uncertainty uncertainty NOUN s7526972c0m 2 28 to to PART s7526972c0m 2 29 provide provide VERB s7526972c0m 2 30 plant plant NOUN s7526972c0m 2 31 owners owner NOUN s7526972c0m 2 32 and and CCONJ s7526972c0m 2 33 investors investor NOUN s7526972c0m 2 34 with with ADP s7526972c0m 2 35 financially financially ADV s7526972c0m 2 36 sound sound ADJ s7526972c0m 2 37 managing manage VERB s7526972c0m 2 38 / / SYM s7526972c0m 2 39 investing investing NOUN s7526972c0m 2 40 strategies strategy NOUN s7526972c0m 2 41 . . PUNCT s7526972c0m 3 1 three three NUM s7526972c0m 3 2 methodologies methodology NOUN s7526972c0m 3 3 are be AUX s7526972c0m 3 4 being be AUX s7526972c0m 3 5 proposed propose VERB s7526972c0m 3 6 as as ADP s7526972c0m 3 7 part part NOUN s7526972c0m 3 8 of of ADP s7526972c0m 3 9 the the DET s7526972c0m 3 10 approach approach NOUN s7526972c0m 3 11 to to PART s7526972c0m 3 12 value value VERB s7526972c0m 3 13 chemical chemical NOUN s7526972c0m 3 14 processes process NOUN s7526972c0m 3 15 . . PUNCT s7526972c0m 4 1 the the DET s7526972c0m 4 2 first first ADJ s7526972c0m 4 3 is be AUX s7526972c0m 4 4 the the DET s7526972c0m 4 5 construction construction NOUN s7526972c0m 4 6 of of ADP s7526972c0m 4 7 a a DET s7526972c0m 4 8 one one NUM s7526972c0m 4 9 - - PUNCT s7526972c0m 4 10 period period NOUN s7526972c0m 4 11 replicating replicate VERB s7526972c0m 4 12 portfolio portfolio NOUN s7526972c0m 4 13 using use VERB s7526972c0m 4 14 the the DET s7526972c0m 4 15 binomial binomial ADJ s7526972c0m 4 16 asset asset NOUN s7526972c0m 4 17 pricing pricing NOUN s7526972c0m 4 18 model model NOUN s7526972c0m 4 19 as as ADP s7526972c0m 4 20 a a DET s7526972c0m 4 21 basis basis NOUN s7526972c0m 4 22 to to PART s7526972c0m 4 23 describe describe VERB s7526972c0m 4 24 chemical chemical ADJ s7526972c0m 4 25 price price NOUN s7526972c0m 4 26 dynamics dynamic NOUN s7526972c0m 4 27 . . PUNCT s7526972c0m 5 1 additionally additionally ADV s7526972c0m 5 2 , , PUNCT s7526972c0m 5 3 it it PRON s7526972c0m 5 4 will will AUX s7526972c0m 5 5 be be AUX s7526972c0m 5 6 shown show VERB s7526972c0m 5 7 that that SCONJ s7526972c0m 5 8 when when SCONJ s7526972c0m 5 9 constructing construct VERB s7526972c0m 5 10 a a DET s7526972c0m 5 11 portfolio portfolio NOUN s7526972c0m 5 12 where where SCONJ s7526972c0m 5 13 the the DET s7526972c0m 5 14 number number NOUN s7526972c0m 5 15 of of ADP s7526972c0m 5 16 linearly linearly ADV s7526972c0m 5 17 independent independent ADJ s7526972c0m 5 18 asset asset NOUN s7526972c0m 5 19 prices price NOUN s7526972c0m 5 20 exceeds exceed VERB s7526972c0m 5 21 the the DET s7526972c0m 5 22 number number NOUN s7526972c0m 5 23 of of ADP s7526972c0m 5 24 future future ADJ s7526972c0m 5 25 states state NOUN s7526972c0m 5 26 that that SCONJ s7526972c0m 5 27 these these DET s7526972c0m 5 28 prices price NOUN s7526972c0m 5 29 can can AUX s7526972c0m 5 30 attain attain VERB s7526972c0m 5 31 , , PUNCT s7526972c0m 5 32 the the DET s7526972c0m 5 33 value value NOUN s7526972c0m 5 34 for for ADP s7526972c0m 5 35 the the DET s7526972c0m 5 36 process process NOUN s7526972c0m 5 37 will will AUX s7526972c0m 5 38 not not PART s7526972c0m 5 39 be be AUX s7526972c0m 5 40 unique unique ADJ s7526972c0m 5 41 . . PUNCT s7526972c0m 6 1 the the DET s7526972c0m 6 2 second second ADJ s7526972c0m 6 3 procedure procedure NOUN s7526972c0m 6 4 introduces introduce VERB s7526972c0m 6 5 the the DET s7526972c0m 6 6 second second ADJ s7526972c0m 6 7 order order NOUN s7526972c0m 6 8 stochastic stochastic ADJ s7526972c0m 6 9 dominance dominance NOUN s7526972c0m 6 10 ( ( PUNCT s7526972c0m 6 11 ssd ssd NOUN s7526972c0m 6 12 ) ) PUNCT s7526972c0m 6 13 criterion criterion NOUN s7526972c0m 6 14 which which PRON s7526972c0m 6 15 provides provide VERB s7526972c0m 6 16 a a DET s7526972c0m 6 17 less less ADV s7526972c0m 6 18 conservative conservative ADJ s7526972c0m 6 19 bound bind VERB s7526972c0m 6 20 on on ADP s7526972c0m 6 21 the the DET s7526972c0m 6 22 process process NOUN s7526972c0m 6 23 cost cost NOUN s7526972c0m 6 24 . . PUNCT s7526972c0m 7 1 the the DET s7526972c0m 7 2 criterion criterion NOUN s7526972c0m 7 3 incorporates incorporate VERB s7526972c0m 7 4 information information NOUN s7526972c0m 7 5 about about ADP s7526972c0m 7 6 the the DET s7526972c0m 7 7 investor investor NOUN s7526972c0m 7 8 's 's PART s7526972c0m 7 9 attitude attitude NOUN s7526972c0m 7 10 towards towards ADP s7526972c0m 7 11 risk risk NOUN s7526972c0m 7 12 . . PUNCT s7526972c0m 8 1 ssd ssd NOUN s7526972c0m 8 2 also also ADV s7526972c0m 8 3 generalizes generalize VERB s7526972c0m 8 4 a a DET s7526972c0m 8 5 widely widely ADV s7526972c0m 8 6 used use VERB s7526972c0m 8 7 measure measure NOUN s7526972c0m 8 8 of of ADP s7526972c0m 8 9 risk risk NOUN s7526972c0m 8 10 , , PUNCT s7526972c0m 8 11 value value NOUN s7526972c0m 8 12 at at ADP s7526972c0m 8 13 risk risk NOUN s7526972c0m 8 14 ( ( PUNCT s7526972c0m 8 15 var var PROPN s7526972c0m 8 16 ) ) PUNCT s7526972c0m 8 17 . . PUNCT s7526972c0m 9 1 finally finally ADV s7526972c0m 9 2 , , PUNCT s7526972c0m 9 3 this this DET s7526972c0m 9 4 analysis analysis NOUN s7526972c0m 9 5 will will AUX s7526972c0m 9 6 be be AUX s7526972c0m 9 7 extended extend VERB s7526972c0m 9 8 to to ADP s7526972c0m 9 9 multiple multiple ADJ s7526972c0m 9 10 time time NOUN s7526972c0m 9 11 periods period NOUN s7526972c0m 9 12 , , PUNCT s7526972c0m 9 13 which which PRON s7526972c0m 9 14 will will AUX s7526972c0m 9 15 provide provide VERB s7526972c0m 9 16 the the DET s7526972c0m 9 17 investor investor NOUN s7526972c0m 9 18 with with ADP s7526972c0m 9 19 the the DET s7526972c0m 9 20 ability ability NOUN s7526972c0m 9 21 to to PART s7526972c0m 9 22 make make VERB s7526972c0m 9 23 decisions decision NOUN s7526972c0m 9 24 at at ADP s7526972c0m 9 25 different different ADJ s7526972c0m 9 26 stages stage NOUN s7526972c0m 9 27 of of ADP s7526972c0m 9 28 the the DET s7526972c0m 9 29 investment investment NOUN s7526972c0m 9 30 horizon horizon NOUN s7526972c0m 9 31 . . PUNCT s7526972c0m 10 1 this this PRON s7526972c0m 10 2 will will AUX s7526972c0m 10 3 be be AUX s7526972c0m 10 4 achieved achieve VERB s7526972c0m 10 5 primarily primarily ADV s7526972c0m 10 6 with with ADP s7526972c0m 10 7 the the DET s7526972c0m 10 8 development development NOUN s7526972c0m 10 9 of of ADP s7526972c0m 10 10 a a DET s7526972c0m 10 11 real real ADJ s7526972c0m 10 12 - - PUNCT s7526972c0m 10 13 time time NOUN s7526972c0m 10 14 optimization optimization NOUN s7526972c0m 10 15 framework framework NOUN s7526972c0m 10 16 known know VERB s7526972c0m 10 17 as as ADP s7526972c0m 10 18 model model NOUN s7526972c0m 10 19 predictive predictive ADJ s7526972c0m 10 20 control control NOUN s7526972c0m 10 21 ( ( PUNCT s7526972c0m 10 22 mpc mpc NOUN s7526972c0m 10 23 ) ) PUNCT s7526972c0m 10 24 . . PUNCT s7526972c0m 11 1 the the DET s7526972c0m 11 2 formulation formulation NOUN s7526972c0m 11 3 will will AUX s7526972c0m 11 4 be be AUX s7526972c0m 11 5 stochastic stochastic ADJ s7526972c0m 11 6 and and CCONJ s7526972c0m 11 7 subject subject ADJ s7526972c0m 11 8 to to ADP s7526972c0m 11 9 conditional conditional ADJ s7526972c0m 11 10 value value NOUN s7526972c0m 11 11 at at ADP s7526972c0m 11 12 risk risk NOUN s7526972c0m 11 13 ( ( PUNCT s7526972c0m 11 14 cvar cvar PROPN s7526972c0m 11 15 ) ) PUNCT s7526972c0m 11 16 as as ADP s7526972c0m 11 17 a a DET s7526972c0m 11 18 risk risk NOUN s7526972c0m 11 19 management management NOUN s7526972c0m 11 20 technique technique NOUN s7526972c0m 11 21 . . PUNCT