no code implementations • 20 Feb 2020 • Ekaterina Abramova, Derek Bunn
Intra-day price spreads are of interest to electricity traders, storage and electric vehicle operators.
no code implementations • 9 Mar 2019 • Ekaterina Abramova, Derek Bunn
This paper formulates dynamic density functions, based upon skewed-t and similar representations, to model and forecast electricity price spreads between different hours of the day.
no code implementations • 7 Mar 2019 • Ekaterina Abramova, Luke Dickens, Daniel Kuhn, Aldo Faisal
We show that a small number of locally optimal linear controllers are able to solve global nonlinear control problems with unknown dynamics when combined with a reinforcement learner in this hierarchical framework.