Optimizing Quantile-based Trading Strategies in Electricity Arbitrage.

Ciaran O'Connor Joseph Collins Steven D. Prestwich Andrea Visentin

Published in: CoRR (2024)

Keyphrases

trading strategies
financial markets
stock market
test bed
stock price
trading agents
short term
trading systems
electric power
electricity consumption
computer programs
regularized kernel
load forecasting
portfolio selection
electricity markets
central limit theorem
electronic commerce
relational databases