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

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...

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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:10784/4609
Acceso en línea:
http://hdl.handle.net/10784/4609
Palabra clave:
Energy Markets
Artificial Intelligence
Fuzzy Modeling
Neural Networks
ANFIS
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License
Acceso abierto
Description
Summary: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.