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Sequential time-step generation companies decisions in oligopolistic electricity market
Cournot model Electricity markets Oligopolistic competition
2014/11/27
This paper studies the production decisions of generation companies (GENCOs) which are fully engaged in oligopolistic electricity markets. The model presented is based upon the static equilibrium mode...
Sequential optimizing investing strategy with neural networks
Sequential investing strategy with neural networks
2010/10/18
In this paper we propose an investing strategy based on neural network models combined with ideas from game-theoretic probability of Shafer and Vovk. Our proposed strategy uses parameter values of a ...