2 papers
stat.ML2026
Input Convex Kolmogorov Arnold Networks
Thomas Deschatre, Xavier Warin
This article presents an input convex neural network architecture using Kolmogorov-Arnold networks (ICKAN). Two specific networks are presented: the first is based on a low-order,…
q-fin.TR2024
Battery valuation on electricity intraday markets with liquidity costs
Enzo Cognéville, Thomas Deschatre, Xavier Warin
In this paper, we propose a complete modelling framework to value several batteries in the electricity intraday market at the trading session scale. The model consists of a stochas…