Power Forward Performance in Semimartingale Markets with Stochastic Integrated Factors.

Lijun Bo Agostino Capponi Chao Zhou

Published in: Math. Oper. Res. (2023)

Keyphrases

forward and backward
power consumption
electronic commerce
electricity markets
factors that influence
learning automata
monte carlo
factors that affect
power distribution
real time
trading strategies
bi directional
short term
wireless sensor networks
multi agent
information systems
data sets