A Bidding Strategy Decision Support Application for Market Participants

Autor: J-C. Passelergue, C. Galzin, B. Marie
Rok vydání: 2003
Předmět:
Zdroj: IFAC Proceedings Volumes. 36:153-156
ISSN: 1474-6670
Popis: This panel presents the formulation of an decision support application to help themarket participants to define their bidding strategy. The tool maximizes the market participant expected profit while keeping his risk exposure under a limit value. The risk exposure is measured using the downside variance principle.
Databáze: OpenAIRE