Adaptive Portfolio Optimization for Multiple Electricity Markets Participation

Tiago Pinto, Hugo Morais, Tiago M. Sousa, Tiago M. Sousa, Zita A. Vale, Isabel Praça, Ricardo Faia, Eduardo José Solteiro Pires. Adaptive Portfolio Optimization for Multiple Electricity Markets Participation. IEEE Transactions on Neural Networks, 27(8):1720-1733, 2016. [doi]

@article{PintoMSSVPFP16,
  title = {Adaptive Portfolio Optimization for Multiple Electricity Markets Participation},
  author = {Tiago Pinto and Hugo Morais and Tiago M. Sousa and Tiago M. Sousa and Zita A. Vale and Isabel Praça and Ricardo Faia and Eduardo José Solteiro Pires},
  year = {2016},
  doi = {10.1109/TNNLS.2015.2461491},
  url = {http://dx.doi.org/10.1109/TNNLS.2015.2461491},
  researchr = {https://researchr.org/publication/PintoMSSVPFP16},
  cites = {0},
  citedby = {0},
  journal = {IEEE Transactions on Neural Networks},
  volume = {27},
  number = {8},
  pages = {1720-1733},
}