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cs.LG2026
Learning to Bid in FCR Markets: A Best-of-Both-Worlds Approach
Marius Potfer, Cheng Wan, Pierre Gruet
Bidding in the European Frequency Containment Reserve (FCR) market is challenging for flexibility providers because competing offers are hidden and bidders observe only partial fee…
cs.LG2024
A spectral mixture representation of isotropic kernels with application to random Fourier features
Nicolas Langrené, Xavier Warin, Pierre Gruet
Rahimi and Recht (2007) introduced the idea of decomposing positive definite shift-invariant kernels by randomly sampling from their spectral distribution for machine learning appl…