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cs.LG2022
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…
cs.LG2022
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…