Financial transmission rights in convex pool markets.

Andrew B. Philpott Geoffrey Pritchard

Published in: Oper. Res. Lett. (2004)

Keyphrases

financial markets
convex optimization
convex hull
trading systems
decision making
globally optimal
trading strategies
convex relaxation
piecewise linear
data transmission
stock price
stock market
electronic commerce
convex sets
risk management
noisy channel
neural network
financial services
strictly convex
mimo ofdm