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A Probabilistic Forecast-Driven Strategy for a Risk-Aware Participation in the Capacity Firming Market.
Jonathan Dumas
Colin Cointe
Antoine Wehenkel
Antonio Sutera
Xavier Fettweis
Bertrand Cornélusse
Published in:
CoRR (2021)
Keyphrases
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decision making
early warning
investment strategies
trading strategies
data driven
black scholes
risk management
financial crisis
risk aversion
probabilistic model
market prices
optimal strategy
financial markets
option pricing
stock market
risk factors
belief networks
online markets
risk evaluation