英文标题：
《Principal wind turbines for a conditional portfolio approach to wind
  farms》
---
作者：
Vitor V. Lopes, Teresa Scholz, Frank Raischel, Pedro G. Lind
---
最新提交年份：
2014
---
英文摘要：
  We introduce a measure for estimating the best risk-return relation of power production in wind farms within a given time-lag, conditioned to the velocity field. The velocity field is represented by a scalar that weighs the influence of the velocity at each wind turbine at present and previous time-steps for the present \"state\" of the wind field. The scalar measure introduced is a linear combination of the few turbines, that most influence the overall power production. This quantity is then used as the condition for computing a conditional expected return and corresponding risk associated to the future total power output.
---
中文摘要：
我们介绍了一种在给定时滞内，以速度场为条件，估计风电场发电的最佳风险收益关系的方法。速度场由一个标量表示，该标量衡量每个风力涡轮机当前的速度影响，以及风场当前“状态”的前一时间步。引入的标量度量是少数几个涡轮机的线性组合，这些涡轮机对整体发电量影响最大。然后将该数量用作计算条件预期回报和与未来总功率输出相关的相应风险的条件。
---
分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：General Finance        一般财务
分类描述：Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
--
一级分类：Physics        物理学
二级分类：Data Analysis, Statistics and Probability        数据分析、统计与概率
分类描述：Methods, software and hardware for physics data analysis: data processing and storage; measurement methodology; statistical and mathematical aspects such as parametrization and uncertainties.
物理数据分析的方法、软硬件：数据处理与存储；测量方法；统计和数学方面，如参数化和不确定性。
--

---
PDF下载：
-->