Short term portfolio optimization for load serving entity considering multiple exchanges and ramping constraints.
Manish J. PunjabiPrakash G. AwateRajeev GajbhiyeS. A. SomanKrishna V. PrasadPublished in: ISGT (2014)
Keyphrases
- short term
- long term
- portfolio optimization
- stock market
- load forecasting
- short term and long term
- portfolio selection
- long term memory
- short and long term
- stock exchange
- forecasting model
- portfolio management
- factor analysis
- bi objective
- stock price
- risk management
- medium term
- neural network
- robust optimization
- problems involving
- optimization methods
- power system
- multi objective
- clustering algorithm