Statistical arbitrage trading across electricity markets using advantage actor

Statistical arbitrage trading across electricity markets using advantage actor–critic methods

Published:2023-06 Issue: Volume:34 Page:101023
ISSN:2352-4677
Container-title:Sustainable Energy, Grids and Networks
language:en
Short-container-title:Sustainable Energy, Grids and Networks

Author:

Demir Sumeyra^ORCID,Kok Koen^ORCID,Paterakis Nikolaos G.^ORCID

Publisher

Elsevier BV

Subject

Electrical and Electronic Engineering,Energy Engineering and Power Technology,Renewable Energy, Sustainability and the Environment,Control and Systems Engineering

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