Probabilistic Multi-product Trading in Sequential Intraday and Frequency-Regulation Markets.
Saeed NordinAbolfazl KhodadadiPriyanka ShindeEvelin BlomMohammad Reza HesamzadehLennart SöderPublished in: CoRR (2023)
Keyphrases
- electronic commerce
- financial markets
- trading strategies
- consumer products
- electricity markets
- electronic markets
- trading systems
- competitive market
- probabilistic model
- life cycle
- wind power
- search costs
- trading agents
- exchange rate
- generative model
- bayesian networks
- market share
- market data
- low frequency
- electronic marketplaces
- uncertain data
- probability distribution