Differential Evolution Aplication in Portfolio optimization for Electricity Markets.
Ricardo FaiaFernando LezamaJoão P. SoaresZita A. ValeTiago PintoJuan Manuel CorchadoPublished in: IJCNN (2018)
Keyphrases
- differential evolution
- portfolio optimization
- electricity markets
- evolutionary algorithm
- optimization methods
- bi objective
- optimization algorithm
- portfolio selection
- optimization method
- particle swarm optimization
- factor analysis
- multi objective optimization
- problems involving
- risk management
- software agents
- stock market
- genetic algorithm
- robust optimization
- stock price
- multi objective
- business models
- optimization problems
- simulated annealing
- artificial intelligence
- nsga ii
- pareto optimal
- multi agent