Faia, R.Pinto, TiagoVale, ZitaCorchado, Juan Manuel2019-11-222019-11-222019http://hdl.handle.net/10400.22/14936In many large-scale and time-consuming problems, the application of metaheuristics becomes essential, since these methods enable achieving very close solutions to the exact one in a much shorter time. In this work, we address the problem of portfolio optimization applied to electricity markets negotiation. As in a market environment, decision-making is carried out in very short times, the application of the metaheuristics is necessary. This work proposes a Hybrid model, combining a simplified exact resolution of the method, as a means to obtain the initial solution for a Particle Swarm Optimization (PSO) approach. Results show that the presented approach is able to obtain better results in the metaheuristic search process.engHybrid modelMetaheuristic searchParticle swarm optimization and portfolio optimizationjournal article10.1186/s42162-018-0066-7