Initial Solution Heuristic for Portfolio Optimization of Electricity Markets Participation.
Ricardo FaiaTiago PintoZita A. ValePublished in: PAAMS (Workshops) (2017)
Keyphrases
- initial solution
- portfolio optimization
- electricity markets
- tabu search
- starting point
- metaheuristic
- portfolio selection
- stock market
- problems involving
- robust optimization
- optimization methods
- bi objective
- risk management
- factor analysis
- simulated annealing
- optimal solution
- hybrid algorithm
- software agents
- stock price
- bundle adjustment
- stock exchange
- cooperative
- search algorithm
- decision making
- artificial intelligence
- neural network
- business models
- long term
- intelligent agents
- decision support system
- least squares
- case study