Estimating Portfolio Value at Risk in the Electricity Markets Using an Entropy Optimized BEMD Approach.
Yingchao ZouLean YuKaijian HePublished in: Entropy (2015)
Keyphrases
- electricity markets
- texture analysis
- empirical mode decomposition
- portfolio management
- portfolio optimization
- agent based simulation
- decision making
- local binary pattern
- bidimensional empirical mode decomposition
- software agents
- market clearing
- image analysis
- market participants
- non stationary
- bidding strategies
- multiresolution
- artificial intelligence
- data management
- morphological operators
- co occurrence
- artificial neural networks
- multi agent systems