Scenario tree generation approaches using K-means and LP moment matching methods (Q442753): Difference between revisions

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scientific article
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Scenario tree generation approaches using K-means and LP moment matching methods
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    Scenario tree generation approaches using K-means and LP moment matching methods (English)
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    3 August 2012
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    simulation
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    K-means clustering
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    scenario tree
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    moment matching
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    LP
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    MGARCH
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