Scenario tree generation approaches using K-means and LP moment matching methods (Q442753): Difference between revisions
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Revision as of 01:45, 9 December 2024
scientific article
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English | 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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