Statistical Arbitrage Trading on Electricity Markets Using Deep Reinforcement Learning

Sumeyra Demir

Onderzoeksoutput: Scriptie › Dissertatie 1 (Onderzoek TU/e / Promotie TU/e)

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Originele taal-2	Engels
Kwalificatie	Doctor in de Filosofie
Toekennende instantie	Electrical Engineering
Begeleider(s)/adviseur	Kok, J.K. (Koen), Promotor Paterakis, Nikolaos G., Co-Promotor
Datum van toekenning	7 jun. 2023
Plaats van publicatie	Eindhoven
Uitgever	Eindhoven University of Technology
Gedrukte ISBN's	978-90-386-5758-5
Status	Gepubliceerd - 7 jun. 2023

Proefschrift.

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@phdthesis{2f78e3a6dbfa45a49707139bdccd4907,

title = "Statistical Arbitrage Trading on Electricity Markets Using Deep Reinforcement Learning",

author = "Sumeyra Demir",

note = "Proefschrift.",

year = "2023",

month = jun,

day = "7",

language = "English",

isbn = "978-90-386-5758-5",

publisher = "Eindhoven University of Technology",

type = "Phd Thesis 1 (Research TU/e / Graduation TU/e)",

school = "Electrical Engineering",

}