Portfolio Optimization for Electricity Market Participation with NPSO-LRS.
Ricardo FaiaTiago PintoZita A. ValePublished in: DEXA Workshops (2016)
Keyphrases
- portfolio optimization
- electricity markets
- portfolio selection
- portfolio management
- stock market
- problems involving
- factor analysis
- risk management
- bi objective
- software agents
- stock price
- robust optimization
- optimization methods
- stock exchange
- decision making
- bidding strategies
- multi objective
- market participants
- machine learning
- theoretical framework
- optimization problems
- financial data
- long term
- case study