Kelly's criterion in portfolio optimization: a decoupled problem
Z Peterson - arXiv preprint arXiv:1710.00431, 2017 - arxiv.org
Kelly's Criterion is well known among gamblers and investors as a method for maximizing
the returns one would expect to observe over long periods of betting or investing. These …
the returns one would expect to observe over long periods of betting or investing. These …
Correcting forecast of utility's demand with increasing solar PV penetration
VP Menon, S Lokhande… - 2017 IEEE Innovative …, 2017 - ieeexplore.ieee.org
Penetration of Distributed Energy Resources (DERs) has been increasing in the distribution
system. Demand forecasting helps a distribution utility in planning and operational decision …
system. Demand forecasting helps a distribution utility in planning and operational decision …
Modelling of demand response for utility's loac forecasting
S Lokhande, VP Menon… - 2017 14th International …, 2017 - ieeexplore.ieee.org
In the new era of electrical power industry with more emphasis on green energy resources
and active customer participation, the distribution utilities (DISCOMs) are being challenged …
and active customer participation, the distribution utilities (DISCOMs) are being challenged …
Short-term Power Prediction Based on Improved NWP Data Considering Wind Speed Distribution Inner Wind Farm
W Ma, Y Qiao, ZX Lu, ZF Liang, JM Li… - 2022 IEEE 6th …, 2022 - ieeexplore.ieee.org
The wind farm has only one NWP data point, which cannot accurately reflect the wind
resources inside the wind farm. To solve the problem of a poor match between short-term …
resources inside the wind farm. To solve the problem of a poor match between short-term …
El criterio de Kelly frente al modelo Markowitz: optimización de portafolio bajo una función no lineal desacoplada de riesgo y rentabilidad. Aplicación al caso …
M Enrique Sanabria-López - ODEON-Observatorio de …, 2020 - search.ebscohost.com
A comparative analysis of the portfolio optimization processes is presented using the Kelly
criterion under an uncoupled nonlinear function, that is, when the profitability function for a …
criterion under an uncoupled nonlinear function, that is, when the profitability function for a …
El criterio de Kelly frente al modelo Markowitz: optimización de portafolio bajo una función no lineal desacoplada de riesgo y rentabilidad. Aplicación al caso …
ME Sanabria-López - … al caso colombiano (Kelly's Criterion Versus …, 2020 - papers.ssrn.com
Se presenta un análisis comparativo del proceso de optimización de portafolio utilizando el
criterio de Kelly bajo una función no lineal desacoplada, es decir, cuando la función de …
criterio de Kelly bajo una función no lineal desacoplada, es decir, cuando la función de …