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Statistical Arbitrage Trading on Electricity Markets Using Deep Reinforcement Learning - PhDData

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Statistical Arbitrage Trading on Electricity Markets Using Deep Reinforcement Learning

The thesis was published by Demir, Sumeyra, in June 2023, Technische Universiteit Eindhoven.

Abstract:

The full thesis can be downloaded at :
https://pure.tue.nl/ws/files/298485345/20230607_Demir_hf.pdf
https://research.tue.nl/nl/publications/2f78e3a6-dbfa-45a4-9707-139bdccd4907

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