GA optimization technique for portfolio optimization of electricity market participation.
Ricardo FaiaTiago PintoZita A. ValePublished in: SSCI (2016)
Keyphrases
- portfolio optimization
- electricity markets
- genetic algorithm
- portfolio management
- portfolio selection
- factor analysis
- bi objective
- software agents
- problems involving
- risk management
- stock exchange
- stock market
- multi objective
- fitness function
- optimization methods
- robust optimization
- stock price
- evolutionary algorithm
- ant colony optimization
- decision making
- artificial intelligence
- business models
- market participants
- optimization method
- artificial neural networks
- multi objective optimization
- financial data
- genetic programming
- decision support system