Multi-objective genetic algorithms for solving portfolio optimization problems in the electricity market

International Journal of Electrical Power and Energy Systems

Volumn 58, Issue , 2014, Pages 150-159

  Suksonghong, Karoon ^a,b   Boonlong, Kittipong ^b   Goh, Kim Leng ^a  

^a UNIVERSITY OF MALAYA   (Malaysia)

^b BURAPHA UNIVERSITY   (Thailand)

Author keywords

Asset management; Electricity market; Genetic algorithms; Multi objective optimization; Portfolio optimization; Skewness

Indexed keywords

ASSET MANAGEMENT; ECONOMIC AND SOCIAL EFFECTS; ELECTRIC INDUSTRY; ELECTRIC POWER GENERATION; ELECTRONIC TRADING; GENETIC ALGORITHMS; HIGHER ORDER STATISTICS; INVESTMENTS; POWER MARKETS;

MULTI-OBJECTIVE GENETIC ALGORITHM; MULTI-OBJECTIVE PORTFOLIO OPTIMIZATION; NON DOMINATED SORTING GENETIC ALGORITHM II (NSGA II); OPTIMIZATION FRAMEWORK; PORTFOLIO OPTIMIZATION; POWER GENERATION COMPANY; SKEWNESS; STRENGTH PARETO EVOLUTIONARY ALGORITHM;

MULTIOBJECTIVE OPTIMIZATION;

EID: 84893859625     PISSN: 01420615     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijepes.2014.01.014     Document Type: Article

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