2 citations · 2 across the 3 of their papers we have counts for
3 papers
Learning to Liquidate Forex: Optimal Stopping via Adaptive Top-K Regression
Diksha Garg, Pankaj Malhotra, Anil Bhatia +3
We consider learning a trading agent acting on behalf of the treasury of a firm earning revenue in a foreign currency (FC) and incurring expenses in the home currency (HC). The goa…
Multi-unit Double Auctions: Equilibrium Analysis and Bidding Strategy using DDPG in Smart-grids
Sanjay Chandlekar, Easwar Subramanian, Sanjay Bhat +2
Periodic double auctions (PDA) have applications in many areas such as in e-commerce, intra-day equity markets, and day-ahead energy markets in smart-grids. While the trades accomp…
Electricity Consumption Forecasting for Out-of-distribution Time-of-Use Tariffs
Jyoti Narwariya, Chetan Verma, Pankaj Malhotra +3
In electricity markets, retailers or brokers want to maximize profits by allocating tariff profiles to end consumers. One of the objectives of such demand response management is to…