This paper presents a Genetic Algorithms (GAs) for integration of various types of Distributed Generations (DGs), Static Synchronous Compensator (STATCOM) and Plug-in-Hybrid Electric Vehicle (PHEVs) with different static load models (DSLMs) such as LM-1, LM-2, LM-3, LM-4 and LM-5, respectively...

The topic of alternative price zone configurations is frequently discussed in Central Western Europe where - so far - national borders coincide with borders of price zones. Reconfiguring these price zones is one option in order to improve congestion management, foster trading across borders of...

This paper presents the impact assessment of distributed generations (DGs) (such as T2 and T4 i.e operating at different power factors such as 0.85, 0.90, 0.95 and 0.99 leading and lagging, respectively) and flexible alternating current transmission systems (FACTS) controllers like SVC with...

Evolutionary algorithms are not new and have been developed, both their concepts and framework, since around the 1950's based on the idea that the evolutionary process could be used as a general-purpose optimization tool. The goal of this paper is to propose an alternative to classical...

Since the 2008-2009 financial crisis, banks have introduced a family of X-valuation adjustments (XVAs) to quantify the cost of counterparty risk and of its capital and funding implications. XVAs represent a switch of paradigm in derivative management, from hedging to balance sheet optimization....

The automatic generation of behavioural models for intelligent agents in military simulation and experimentation remains a challenge. Genetic Algorithms are a global optimization approach which is suitable for addressing complex problems where locating the global optimum is a difficult task....

This paper studies the optimal investment and consumption strategies in a two-asset model. A dynamic Value-at-Risk constraint is imposed to manage the wealth process. By using Value at Risk as the risk measure during the investment horizon, the decision maker can dynamically monitor the exposed...

This paper studies option pricing based on a reverse engineering (RE) approach. We utilize artificial intelligence in order to numerically compute the prices of options. The data consist of more than 5000 call- and put-options from the German stock market. First, we find that option pricing...

Small cell deployment is considered one of solutions to increase capacity and improve the coverage to meet the growing of mobile data traffic. LTE-Wi-Fi Aggregation (LWA) is Heterogeneous based which enables an aggregation between LTE small cells and Wi-Fi Access Points (AP) at radio network...