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researcher

P. Gruet

6 papers hereh-index 4121 citations21 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • middle author4
  • last author2

Across the 6 of 6 papers where every author was matched, so the position is known.

fields
  • math.ST2
  • q-fin.TR2
  • math.PR1
  • q-fin.MF1

identity via Semantic Scholar / OpenAlex

activity
20152025
most citedElectricity intraday price modeling with marked Hawkes processes

1 citations · 1 across the 5 of their papers we have counts for

collaborators
Showing 2015Show all

1 paper · 1 filter

q-fin.TR2015

An optimal trading problem in intraday electricity markets

René Aïd, Pierre Gruet, Huyên Pham

We consider the problem of optimal trading for a power producer in the context of intraday electricity markets. The aim is to minimize the imbalance cost induced by the random resi…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.