2 citations · 4 across the 9 of their papers we have counts for
4 papers · 1 filter
Expert Aggregation for Financial Forecasting
Carl Remlinger, Brière Marie, Alasseur Clémence +1
Machine learning algorithms dedicated to financial time series forecasting have gained a lot of interest. But choosing between several algorithms can be challenging, as their estim…
Quadratic Regularization of Bilevel Pricing Problems and Application to Electricity Retail Markets
Quentin Jacquet, Wim van Ackooij, Clémence Alasseur +1
We consider the profit-maximization problem solved by an electricity retailer who aims at designing a menu of contracts. This is an extension of the unit-demand envy-free pricing p…
Computation and implementation of an optimal mean field control for smart charging
Adrien Seguret, Cheng Wan, Clémence Alasseur
This paper addresses an optimal control problem for a large population of identical plug-in electric vehicles (PEVs). The number of PEVs being large, the mean field assumption is f…
MFG model with a long-lived penalty at random jump times: application to demand side management for electricity contracts
Clémence Alasseur, Luciano Campi, Roxana Dumitrescu +1
We consider an energy system with consumers who are linked by a Demand Side Management (DSM) contract, i.e. they agreed to diminish, at random times, their aggregated power con…