Portfolio Optimization for Electricity Market Participation with Particle Swarm.
Ricardo FaiaTiago PintoZita A. ValeE. J. Solteiro PiresPublished in: DEXA Workshops (2015)
Keyphrases
- particle swarm
- portfolio optimization
- electricity markets
- optimization methods
- optimization method
- electric power
- particle swarm optimization
- multi objective
- particle swarm optimization algorithm
- evolutionary algorithm
- bi objective
- software agents
- problems involving
- portfolio selection
- swarm intelligence
- optimization problems
- factor analysis
- pso algorithm
- risk management
- simulated annealing
- differential evolution
- genetic algorithm
- robust optimization
- stock exchange
- stock market
- fitness function
- decision making
- particle swarm optimization pso
- optimization algorithm
- hybrid algorithm
- stock price
- data mining
- knapsack problem
- multi agent
- multi agent systems
- expert systems
- supply chain
- ant colony optimization
- multiple objectives
- business models
- global optimization