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A comparison of wavelet networks and genetic programming in the context of temperature derivatives
Alexandridis, Antonis K.; Kampouridis, Michael; Cramer, Sam - In: International journal of forecasting 33 (2017) 1, pp. 21-47
Persistent link: https://www.econbiz.de/10011754682
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Pricing and hedging derivative securities in incomplete markets : an [epsilon]-arbitrage approach
Bertsimas, Dimitris; Kogan, Leonid; Lo, Andrew W. - 1997
Persistent link: https://www.econbiz.de/10000646551
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Optimal liquidation of financial derivatives
Chen, Jingnan - In: Finance research letters 34 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012436500
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Algorithms for portfolio optimization and portfolio insurance
Rudolf, Markus - 1994
Persistent link: https://www.econbiz.de/10012317467
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Optimal Dynamic Hedging via Copula-Threshold-GARCH Models
Lai, YiHao - 2009
. Secondly, we employ the presenting models to investigate the hedging performance for five East Asian spot and futures stock … markets: Hong Kong, Japan, Korea, Singapore and Taiwan. Compared with conventional hedging strategies, including Engle … returns on a hedging portfolio over the sample period …
Persistent link: https://www.econbiz.de/10013159444
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Machine learning meets mathematical optimization to predict the optimal production of offshore wind parks
Fischetti, Martina; Fraccaro, Marco - In: Computers & operations research : and their … 106 (2019), pp. 289-297
Persistent link: https://www.econbiz.de/10012014562
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Wind speed prediction using a hybrid model of the multi-layer perceptron and whale optimization algorithm
Samadianfard, Saeed; Hashemi, Sajjad; Kargar, Katayoun; … - In: Energy reports 6 (2020), pp. 1147-1159
Wind power as a renewable source of energy has numerous economic, environmental, and social benefits. To enhance and control renewable wind power, it is vital to utilize models that predict wind speed with high accuracy. In the current study, for predicting wind speed at target stations in the...
Persistent link: https://www.econbiz.de/10012221074
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An adaptive model with joint chance constraints for a hybrid wind-conventional generator system
Singh, Bismark; Morton, David P.; Santoso, Surya - In: Computational Management Science : CMS 15 (2018) 3/4, pp. 563-582
Persistent link: https://www.econbiz.de/10011923006
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Optimaler Kraftwerkseinsatz in Netzengpasssituationen
Handschin, Edmund; Kuhn, Sebastian; Rehtanz, Christian; … - In: Innovative Modellierung und Optimierung von Energiesystemen, (pp. 39-67). 2009
Persistent link: https://www.econbiz.de/10003920649
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Ökonomische Bewertung von elektrischen Energiespeichern : Ausbau und Betrieb im Kontext wachsender Windenergieerzeugung
Epe, Alexa; Küchler, C.; Römisch, Werner; Vigerske, Stefan - In: Innovative Modellierung und Optimierung von Energiesystemen, (pp. 135-152). 2009
Persistent link: https://www.econbiz.de/10003920696