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  • Search: subject:"multi-objective optimization algorithm"
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Subject
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Aktienfonds 1 Aktienindex 1 Algorithm 1 Algorithmus 1 Anlageverhalten 1 Behavioural finance 1 Decision making 1 Economic dispatch 1 Equity fund 1 Index derivative 1 Index fund 1 Indexderivat 1 Investment Fund 1 Investmentfonds 1 Mathematical programming 1 Mathematische Optimierung 1 Mean-variance model 1 Multi-criteria analysis 1 Multi-objective optimization algorithm 1 Multikriterielle Entscheidungsanalyse 1 Portfolio selection 1 Portfolio-Management 1 Stock index 1 Theorie 1 Theory 1 Wind power 1 multi-objective optimization algorithm 1 portfolio optimization 1
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Undetermined 2
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Article 2
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1 Undetermined 1
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Chen, Yao-Tsung 1 Li, M.S. 1 Li, Y.Z. 1 Sheng, Yang 1 Wu, Q.H. 1 Zhan, J.P. 1
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Algorithmic finance 1 Energy 1
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Portfolio optimization with tri-objective for index fund management
Chen, Yao-Tsung; Sheng, Yang - In: Algorithmic finance 9 (2022) 3/4, pp. 121-127
Persistent link: https://www.econbiz.de/10013459977
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Mean-variance model for power system economic dispatch with wind power integrated
Li, Y.Z.; Wu, Q.H.; Li, M.S.; Zhan, J.P. - In: Energy 72 (2014) C, pp. 510-520
This paper presents the mean-variance (MV) model to solve the power system economic dispatch with wind power integrated, based on the optimal power flow problem. The MV model considers the profit and risk simultaneously under the environment of uncertain wind power, which is formulated as a...
Persistent link: https://www.econbiz.de/10010809504
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