Scenario generation and risk-averse stochastic portfolio optimization applied to offshore renewable energy technologies
Victor Faria, Anderson Rodrigo de Queiroz, Joseph F. DeCarolis
Topics & Concepts
Computer sciencePortfolio optimizationStochastic programmingDiversification (marketing strategy)PortfolioValue at riskStochastic optimizationRenewable energyMaximizationOffshore wind powerRisk managementArtificial neural networkProject portfolio managementMathematical optimizationWind powerEngineeringArtificial intelligenceEconomicsBusinessMathematicsSystems engineeringElectrical engineeringManagementFinancial economicsProject managementMarketingWind Energy Research and DevelopmentEnergy Load and Power ForecastingReservoir Engineering and Simulation Methods