Colombian Energy Market: Optimal Portfolio

Fecha

2014

Autores

Palacios, Alejandro
Giraldo, Marcela
Quintero, O. L.

Título de la revista

ISSN de la revista

Título del volumen

Editor

Universidad EAFIT

Resumen

This paper focuses on the study of an optimal portfolio in the Colombian Energy Market using the Artificial Intelligence techniques specifically, Fuzzy Modeling and Neural Networks. The methodology at first, is implemented using the Matlab Fuzzy Logic Toolbox and with the help of a script the process is automatized. Secondly, a Neural Network is implemented in Matlab and its results are compared with the ones obtained in the Matlab Neural Network Toolbox. The results of the Fuzzy model and the Neural Network are presented and conclusions of both techniques are discussed. Finally possible future work are proposed.

Descripción

Palabras clave

Citación