Colombian Energy Market: An approach of Anfis and Clustering Techniques to an Optimal Portfolio

Fecha

2014

Título de la revista

ISSN de la revista

Título del volumen

Editor

Universidad EAFIT

Resumen

This paper focuses on the study of a first approach to an optimal portfolio in the Colombian Energy Market using Artificial Intelligence. Specifically, ANFIS and Clustering techniques are applied. The methodology is implemented using the Matlab Toolboxes for clustering and FIS generation. Te results are presented, as well as the analysis of them. A first approximation to an optimal portfolio obtained with this methodology is shown. Consequently, some conclusions of the different techniques available for the same purpose are discussed. Finally the future work is proposed.

Descripción

Palabras clave

Citación