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
https://pure.tue.nl/ws/files/298485345/20230607_Demir_hf.pdf
https://research.tue.nl/nl/publications/2f78e3a6-dbfa-45a4-9707-139bdccd4907