2 citations · 2 across the 2 of their papers we have counts for
2 papers
q-fin.TR2023★ 2 cited
Domain-adapted Learning and Imitation: DRL for Power Arbitrage
Yuanrong Wang, Vignesh Raja Swaminathan, Nikita P. Granger +2
In this paper, we discuss the Dutch power market, which is comprised of a day-ahead market and an intraday balancing market that operates like an auction. Due to fluctuations in po…
q-fin.TR2023
Domain-adapted Learning and Interpretability: DRL for Gas Trading
Yuanrong Wang, Yinsen Miao, Alexander CY Wong +2
Deep Reinforcement Learning (Deep RL) has been explored for a number of applications in finance and stock trading. In this paper, we present a practical implementation of Deep RL f…