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PPSP_simheuristic_wCorrelat-Interrupt

This code corresponds to a simheuristic approach to the Project Portfolio Selection Problem. The risk register, the schedule network and the effect of interruptions are used to assess the risk of budgetary deviations at each project and propose portfolios that maximize returns under budgetary constraints. Our proposal combines Montecarlo Simulation with critical path analysis, queuing theory and optimization. This code includes an experiment at different levels of confidence set by company policies to limit project risk, and different levels of project risk correlations, highlighting that portfolio recommendations change with different confidence levels and that correlations increase the portfolio risk.

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