| Article ID: | iaor200950410 |
| Country: | Brazil |
| Volume: | 27 |
| Issue: | 2 |
| Start Page Number: | 151 |
| End Page Number: | 163 |
| Publication Date: | Dec 2007 |
| Journal: | Investigao Operacional |
| Authors: | Ferreira Luis, Mendes Victor, Catalao Joao, Mariano Silvio |
| Keywords: | forecasting: applications, neural networks, financial |
In this paper, a computational tool based on artificial neural networks is presented for electricity prices forecasting to support decision making in a competitive environment. The numerical results obtained for a case study illustrate the behaviour of the computational tool proposed comparatively to a time–series approach.