222 citations · 242 across the 6 of their papers we have counts for
3 papers · 1 filter
An Artificial Intelligence Solution for Electricity Procurement in Forward Markets
Thibaut Théate, Sébastien Mathieu, Damien Ernst
Retailers and major consumers of electricity generally purchase an important percentage of their estimated electricity needs years ahead in the forward market. This long-term elect…
A Deep Reinforcement Learning Framework for Continuous Intraday Market Bidding
Ioannis Boukas, Damien Ernst, Thibaut Théate +5
The large integration of variable energy resources is expected to shift a large part of the energy exchanges closer to real-time, where more accurate forecasts are available. In th…
An Application of Deep Reinforcement Learning to Algorithmic Trading
Thibaut Théate, Damien Ernst
This scientific research paper presents an innovative approach based on deep reinforcement learning (DRL) to solve the algorithmic trading problem of determining the optimal tradin…