Colombian Energy Market: Optimal Portfolio

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 proces...

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Autores:
Palacios, Alejandro
Giraldo, Marcela
Quintero, O. L.
Tipo de recurso:
Fecha de publicación:
2014
Institución:
Universidad EAFIT
Repositorio:
Repositorio EAFIT
Idioma:
eng
OAI Identifier:
oai:repository.eafit.edu.co:10784/4610
Acceso en línea:
http://hdl.handle.net/10784/4610
Palabra clave:
Energy Markets
Artificial Intelligence
Fuzzy Modeling
Neural Networks
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Acceso abierto
Description
Summary: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.