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Adaptive Portfolio Optimization for Multiple Electricity Markets Participation.

Tiago PintoHugo MoraisTiago M. SousaTiago SousaZita A. ValeIsabel PraçaRicardo FaiaEduardo José Solteiro Pires
Published in: IEEE Trans. Neural Networks Learn. Syst. (2016)
Keyphrases
  • portfolio optimization
  • electricity markets
  • portfolio selection
  • bi objective
  • linear programming
  • risk management
  • decision making
  • simulated annealing
  • software agents
  • factor analysis
  • robust optimization