Transaction object selection optimization method for electric energy dealers based on conditional value at risk
The invention relates to a transaction object selection optimization method for electric energy dealers based on a conditional value at risk. The method includes: classifying generating producers andusers based on the capacity according to the generating capacity of the generating producers and the...
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| creator | WANG CAO WANG YINGE LI XINGRUI ZHANG HAO YUE JIAN |
| description | The invention relates to a transaction object selection optimization method for electric energy dealers based on a conditional value at risk. The method includes: classifying generating producers andusers based on the capacity according to the generating capacity of the generating producers and the power consumption capacity of the users, and obtaining distribution characteristics of the generating producers and the electricity prices of the users in each capacity level according to historical transaction data; extracting samples of the generating producers and the electricity prices of the users in each capacity level by employing a Monte-Carlo method; calculating a loss function of the dealers and the generating producers and the users in each capacity level during transaction; calculating the conditional value at risk during the transaction of the dealers; establishing a transaction object selection optimization model by regarding the minimum conditional value at risk as the optimization target; and perfor |
| format | Patent |
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| subjects | CALCULATING COMPUTING COUNTING DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FORADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORYOR FORECASTING PURPOSES PHYSICS SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE,COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTINGPURPOSES, NOT OTHERWISE PROVIDED FOR |
| title | Transaction object selection optimization method for electric energy dealers based on conditional value at risk |
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