Bayesian portfolio optimization for electricity generation planning

DOI10.1007/978-3-319-91143-4_9MaRDI QIDQ4689189zbMATH OpenOpenAlexFDO

Authors Hellinton H. Takada, Julio Michael Stern, Celma de Oliveira Ribeiro, Oswaldo Luiz V. Costa

Publication date 15 October 2018

Published in Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-91143-4_9

zbMATH Keywords

statisticsinference methodsenergy analysispolicy issues

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Applications of statistics to economics (62P20)

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Cites work

• scientific article; zbMATH DE number 4068688 (Why is no real title available?)
• Recent developments in robust portfolios with a worst-case approach
• Risk and asset allocation.
• Theory and applications of robust optimization

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