Utilize este identificador para referenciar este registo: http://hdl.handle.net/10400.22/5959
Título: Electricity Markets Portfolio Optimization using a Particle Swarm Approach
Autor: Guedes, Nuno
Pinto, Tiago
Vale, Zita
Sousa, Tiago
Sousa, Tiago
Palavras-chave: Adaptive Learning
Artificial Neural Network
Electricity Markets
Multi-Agent Simulation
Particle Swarm Optimization
Portfolio Optimization
Data: Ago-2013
Editora: IEEE
Relatório da Série N.º: DEXA;2013
Resumo: Energy systems worldwide are complex and challenging environments. Multi-agent based simulation platforms are increasing at a high rate, as they show to be a good option to study many issues related to these systems, as well as the involved players at act in this domain. In this scope the authors’ research group has developed a multi-agent system: MASCEM (Multi-Agent System for Competitive Electricity Markets), which simulates the electricity markets. MASCEM is integrated with ALBidS (Adaptive Learning Strategic Bidding System) that works as a decision support system for market players. The ALBidS system allows MASCEM market negotiating players to take the best possible advantages from the market context. However, it is still necessary to adequately optimize the player’s portfolio investment. For this purpose, this paper proposes a market portfolio optimization method, based on particle swarm optimization, which provides the best investment profile for a market player, considering the different markets the player is acting on in each moment, and depending on different contexts of negotiation, such as the peak and offpeak periods of the day, and the type of day (business day, weekend, holiday, etc.). The proposed approach is tested and validated using real electricity markets data from the Iberian operator – OMIE.
URI: http://hdl.handle.net/10400.22/5959
DOI: 10.1109/DEXA.2013.49
Versão do Editor: http://ieeexplore.ieee.org/xpl/articleDetails.jsp?tp=&arnumber=6621371&queryText%3DElectricity+Markets+Portfolio+Optimization+using+a+Particle+Swarm+Approach
Aparece nas colecções:ISEP – GECAD – Comunicações em eventos científicos

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