英文标题:
《FIEMS: Fast Italian Energy Market Simulator》
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作者:
Matteo Gardini, Marco Diana
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最新提交年份:
2017
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英文摘要:
The article describes the algorithm used to define the electricity price in day-ahead and itraday energy markets in Italy. Details of Matlab implementation of one of its simplified versions, capable of producing good results in a extremely short time, are then provided and numerical results are discussed.
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中文摘要:
本文介绍了意大利日前和itraday能源市场中用于定义电价的算法。然后详细介绍了它的一个简化版本的Matlab实现,能够在极短的时间内产生良好的结果,并讨论了数值结果。
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分类信息:
一级分类:Quantitative Finance 数量金融学
二级分类:Computational Finance 计算金融学
分类描述:Computational methods, including Monte Carlo, PDE, lattice and other numerical methods with applications to financial modeling
计算方法,包括蒙特卡罗,偏微分方程,格子和其他数值方法,并应用于金融建模
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一级分类:Quantitative Finance 数量金融学
二级分类:Mathematical Finance 数学金融学
分类描述:Mathematical and analytical methods of finance, including stochastic, probabilistic and functional analysis, algebraic, geometric and other methods
金融的数学和分析方法,包括随机、概率和泛函分析、代数、几何和其他方法
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