Electricity Markets Portfolio Optimization Using a Particle Swarm Approach.
Nuno GuedesTiago PintoZita A. ValeTiago M. SousaTiago SousaPublished in: DEXA Workshops (2013)
Keyphrases
- particle swarm
- portfolio optimization
- electricity markets
- optimization methods
- optimization method
- electric power
- particle swarm optimization
- portfolio selection
- particle swarm optimization algorithm
- multi objective
- swarm intelligence
- evolutionary algorithm
- bi objective
- software agents
- simulated annealing
- differential evolution
- risk management
- problems involving
- pso algorithm
- factor analysis
- fitness function
- optimization problems
- robust optimization
- genetic algorithm
- stock price
- stock market
- ant colony optimization
- business models
- optimization algorithm
- decision support system
- machine learning
- expert systems
- stock exchange